Brownian单的增量在Hlder范数下的泛函极限定理的下界

利用Brownian单在Hlder范数下的大偏差,证明了Brownian单的增量在Hlder范数下的泛函极限定理的下界.     

Brownian单的增量在Hoelder范数下的泛函极限定理的上界

利用Brownian单在Houler范数下的大偏差，证明了Brownian单的增量在Hoelder范数下的泛函极限定理的上界．     

Brownian单的增量在H(o)lder范数下的泛函极限定理的下界

利用Brownian单在H(o)lder范数下的大偏差,证明了Brownian单的增量在H(o)lder范数下的泛函极限定理的下界.     

Brownian单的增量在Hlder范数下的泛函极限定理的上界

利用Brownian单在H lder范数下的大偏差,证明了Brownian单的增量在H lder范数下的泛函极限定理的上界.     

Brownian单在Holder范数下的泛函Levy连续模

利用Brownian单在Holder范数下的大偏差，证明Brownian单在Holder范数下的泛函Levy连续模．     

Brownian单在Hlder范数下的泛函Lévy连续模

利用Brownian单在Hlder范数下的大偏差,证明Brownian单在Hlder范数下的泛函Lévy连续模.     

Brownian单在H(o)lder范数下的泛函Lévy连续模

利用Brownian单在H(o)lder范数下的大偏差,证明Brownian单在H(o)lder范数下的泛函Lévy连续模.     

随机发展方程在Hoelder范数下的大偏差原理

对ε〉０,Ｘ＾ε＝｛Ｘ＾ε（ｔ）≥０｝是由如下随机发展方程ｄＸ＾ε（ｔ）＝√εσ（Ｘ＾）（ｔ）ｄＷ（ｔ）＋ｂ（Ｘ＾ε（ｔ）,Ｙ（ｔ）ｄｔ Ｘ＾ε（０）＝０ 控制的Ｒ＾ｄ值随机过程,其中Ｗ（ｔ）是一般概率空间（Ω,ｆ,Ｐ）上取值于Ｒ＾ｄ的Ｂｒｏｗｎ运动。讨论了｛Ｘ＾ε〉０｝在Ｈｏｅｌｄｅｒ范数下的大偏差原理,将Ｗｉｅｎｅｒ空间上的结论推广到一般概率空间上,此结果比经典的Ｗｅｎｔｚｅｌｌ－Ｆｒｅｉｄｌ     

The functional central limit theorem for strong near-epoch dependent random variables

The functional central limit theorem for strong near-epoch dependent sequences of random variables is proved.The conditions given improve on previous results in the literature concerning dependence and heterogeneity.     

Central limit theorem for the occupation time of catalytic super-Brownian motion

The catalytic super_Brownian motion has been considered. If both the catalytic medium process Q and CSBM started with Lebesgue measure λ, the central limit theorem for occupation time of CSBM has been obtained in dimension 3 for P-λ_a.s.Q.     

非奇异Jordan矩阵最小奇异值的下界定理的两种证明方法

用两种方法证明出非奇异Jordan块的最小奇异值下界，进而得出一般非奇异Jordan阵的类似结论。     

下限极限分析的子迭代路径跟踪内点算法

采用路径跟踪内点法求解有限元下限极限分析所对应的非线性规划问题。在非线性方程组的Newton算法中引入子迭代过程,能够直接采用位移型有限元的数据存储格式和求解工具,并且大量计算可以在单元一级完成。改进的算法可直接利用现有的位移型有限元程序,实现过程简单。算例表明,该算法的效率和精度均可以得到保证。     

Functional limit theorem for moving average processes generated by dependent random variables

Let ｛Xt,t≥1｝ be a moving average process defined by Xt=∑∞j=0bjξt-j, where ｛bj,j≥0｝ is a sequence of real numbers and ｛ξt,-∞＜t＜∞｝ is a doubly infinite sequence of strictly stationary ?-mixing random variables. Under conditions on ｛bj,j≥0｝ which entail that ｛Xt,t≥1｝ is either a long memory process or a linear process, we study asymptotics of Sn(s)=∑［ns］t=1Xt (properly normalized). When ｛Xt,t≥1｝ is a long memory process, we establish a functional limit theorem. When ｛Xt,t≥1｝ is a linear process, we not only obtain the multi-dimensional weak convergence for ｛Xt,t≥1｝, but also weaken the moment condition on ｛ξt,-∞＜t＜∞｝ and the restriction on ｛bj,j≥0｝. Finally, we give some applications of our results.     

M-矩阵Hadamard积最小特征值的下界

对于非奇异M-矩阵A与B,首先给出A的逆矩阵元素的范围,进而利用Brauer定理,得到BA-1最小特征值下界的新估计式。理论分析和数值算例说明新估计式改进了现有的结果。