Almost sure convergence of weighted sums of NA sequences

For double arrays of constants {a _ni, 1≤i≤k _n, n≥1} and NA r.v. 's {X _n, n≥1}, conditions for almost sure convergence of are given. Both casesk _n ↑ ∞ andk _n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case. Supported by the National Natural Science Foundation of China Cheng Riyan: born in 1968, MS student     

The Hàjek-Rènyi inequlity for Banach space valued random variable sequences and its application

In this paper we prove the following Hàjek-Rènyi inequality: Let 0≤p≤1, then for any Banach spaceB, anyL ^p integrableB valued random variable sequence {D _n , n≥1}, any real number sequence {b _n , n≥1} with 0<b _n, ↑ ∞, any integern≥1, there exist a constantC=C _p>0 (only depending onp) such that

Population-size-dependent branching processes in Markovian random environments

A branching model {Z n} n≥0is considered where the offspring distribution of the population's evolution is not only dependent on the population size, but also controlled by a Markovian environmental process {ξ n} n≥0. For this model, asymptotic behaviour is studied such as limn→∞Z n and limn→∞Z n/m n in the case that the mean m k, θof the offspring distribution converges to m>1 as the population size k grows to ∞. In the case that {ξ n} n≥0is an irreducible positive recurrent Markov chain, certain extinction (i.e. P(Z n=0 for some n)=1) and noncertain extinction (i.e. P(Z n=0 for some n)<1) are studied.     

Characterization of type<Emphasis Type="Italic">p</Emphasis> Banach spaces by the weak law of large numbers

For weighted sums of the form where {a _nj , 1 ⩽j⩽k _n ↑∞,n⩾1} is a real constant array and {X _aj , 1≤j≤k _{n, n}≥1} is a rowwise independent, zero mean, random element array in a real separable Banach space of typep, we establishL ^r convergence theorem and a general weak law of large numbers respectively, conversely, we characterize Banach spaces of typep in terms of convergence inr-th mean and probability for such weighted sums. Foundation item: Supported by the National Natural Science Foundation of China (No. 10071058) Biography: Gan Shi-xin (1939-), male, Professor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.     

Almost sure convergence and complete convergence for the weighted sums of martingale differences

Let {(D _n, FFF_n),n/->1} be a sequence of martingale differences and {a _ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption. Foundation item: Supported by the National Natural Science Foundation of China and the Doctoral Programme Foundation of China Biography: DENG Ai-jiao (1974-), female, Ph.D. candidate. Research interest is in stochastic processes and random fractal.     

Generalized Galerkin approximations for pseudoinverses and operator equations of the first kind

0 IntroductionLeqtuiliHnebaer afo rHimlbaenrtd sap baoceun.dLeedtlianaenardfufnbceti oan baolu onndeHd ,serse--spectively. Our goal is to seekv∈Hsuchthata(u,v) =f(u) , u∈ H (1)As a rule, we call the expression (1) a variational equationandva solutiontothis equation.By virtue of the Riesz repre-sentationtheorem,there exists a uniquely determined boundedlinear operatorA:H→Hsuchthata(u,v) =〈u,Av〉, u,v∈ H,where〈·,·〉is the inner product onH.If the sesquilinearformais also with posit…     

A sufficient condition fork′(z)(k(z)∈H q,q≥1) to be ofH 1

We proved ifk(z)∈H ^q (q≥1),g(z) is analytic on |z|=1, , thenk′(z)∈H ¹, especially, ifq=1, thenk(z) is an analytic function on the closed unit disk |z|≤1. Peng Zhigang: born in June 1970, Ph. D     

Some polar sets for the generalized Brownian sheet

Let (t)(t ∈ R ₊ ^N ) be the d-dimensional N-parameter generalized Brownian sheet. We study the polar sets for (t). It is proved that for any a ∈ R ^d , P{ (t) = a, for some t ∈ R _> ^N } = and the probability that (t) has k-multiple points is 1 or 0 according as whether 2kN > d(k − 1)β or 2kN < d(k−1)α. These results contain and extend the results of the Brownian sheet, where R _> ^N = (0,+∞) ^N ,R ₊ ^N =[10,+∞) ^N ,0< α≤1 and β≥1. Biography: LI Huiqiong (1966–), female, Associate professor, research direction: stochastic process and random fractal.     

Strong stability of linear forms in φ -mixing random variables

In this paper some new results of strong stability of linear forms in φ-mixing random variables are given. It is mainly proved that for a sequence of φ-mixing random variables {x _n , n ⩾ 1} and two sequences of positive numbers {a _n , n ⩾ 1} and {b _n , n ⩾ 1} there exist d _n ∈ R, n = 1,2,L, such that a.s. under some suitable conditions. The results extend and improve the corresponding theorems for independent identically distributed random variables. Foundation item: Supported by the National Natural Science Foundation of China(10671149)     

Exponential inequality for a class of NOD random variables and its application

In this paper,an exponential inequality for weighted sums of identically distributed NOD (negatively orthant dependent) random variables is established,by which we obtain the almost sure convergence rate of which reaches the available one for independent random variables in terms of Berstein type inequality. As application,we obtain the relevant exponential inequality for Priestley-Chao estimator of nonparametric regression estimate under NOD samples,from which the strong consistency rate is also obtained.     

Additive characters and orthogonal systems of polynomials in several indeterminates over residue class rings

Letm, n andk be positive integers, m> 1 andk≤ n. Let ‰ _m =‰m‰ denote the residue class ring modulom. Let ‰ _m denote the group of additive characters of ‰ _m denote the identity of ‰ _m . A necessary and sufficient condition for the systemf ₁,...,f _k ∈ ‰ _m [x ₁, ...,x _m ] to be orthogonal is given: for all additive characters ψ₁, ..., ψ _k ∈ ‰ _m with ψ_i,≠x₀ forsomei, . As corollaries, the result of Shiue-Sun-Zhang and the result of Sun are obtained.     

On the limiting behavior of weighted partial sums for<Emphasis Type="Italic">B</Emphasis> valued martingale difference sequences

Let {X_n, n≥1} be a martingale difference sequence and {a _nk , 1⩽k⩽n,n⩾1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ _k=1 ⁿ a _nk X _k is investigated and some new results are obtained. Foundation item: Supported by the National Natural Sciene Foundation of China (No. 10071058 and No. 10071019) Biography: Gan Shi-xin (1939-), male, Prof lessor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.     

Some limit theorems for weighted sums of random variable fields

1Preliminaries DuringthelastyearsthereappearedquiteafewpapersaboutlimittheoremsforBanachspacevaluedrandomvariables(r.v.’s)withmultidimensionalindex.Itistheaim ofthispapertogivecomparativeweakconditionswhichimply limittheoremsforweightedsumsofBanachspacevaluedr.v.fields.Thecurrentworkextendsthecorrespondingresultsof Refs.[15].Westartwithsomenotationsanddefinitions.LetNdbe thesetofalld dimensionallatticeofpointswithpositiveinte gersascomponents,whered≥1isafixedinteger.LetNdbe equippedwithco…     

A local asymptotic behavior for ruin probability in the renewal risk model

Let R（t）=u＋ct-∑ I=1^N（t） Xi,t≥0 be the renewal risk model, with Fx（x）being the distribution function of the claim amount X. Let ψ（u） be the ruin probability with initial surplus u. Under the condition of Fx（x） ∈ S^＊（γ）,y ≥ 0, by the geometric sum method, we derive the local asymptotic behavior for ψ（u,u ＋ z] for every 0 （ z （ oo, On one hand, the asymptotic behavior of ψ（u） can be derived from the result obtained. On the other hand, the result of this paper can be applied to the insurance risk management of an insurance company.     

The boundedness of singular integral operator along an open curve

It is well known that, the singular integral operatorS defined as: ifL is a closed smooth contour in the complex plane C, thenS is a bounded linear operator fromH ^μ(L) intoH ^μ(L): ifL is an open smooth curve, thenS is just a linear operator fromH ^* intoH ^*. In this paper, we define a Banach space , and prove that is a bounded linear operator, then verify the boundedness of other kinds of singular integral operators. Supported by the National Science Foundation of China Wang Xiaolin: born in Aug. 1950, Professor     

On the boundary value problem for harmonic maps of the Poincaré disc

The boundary value problem for harmonic maps of the Poincare disc is discussed. The emphasis is on the non-smoothness of the given boundary values in the problem. Let T . be a subspace of the universal Teichmüller space, defined as a set of normalized quasisymmetric homeomorphisms h of the unit circle S onto itself where h admits a quasiconformal extension to the unit disc D with a complex dilatation μ satisfying where ρ(z)|dz|2 is the Poincare metric of D. Let B . be a Banach space consisting of holomorphic quadratic differentials φ in D with norms It is shown that for any given quasisymmetric homeomorphism h : S1→S1∈ T . , there is a unique quasiconformal harmonic map of D with respect to the Poincare metric whose boundary corresponding is h and the Hopf differential of such a harmonic map belongs to B .     

A class of complex quasi-Orlicz spaces and their analytic RN property

LetX be a complex quasi-Banach space and Φ:[0,∞)→[0,∞) an increasing convex function with Φ(0)=0, and Φ∈Δ₂. ThenL _Φ ^* (X) is a quasi-Banach space with continuous quasi-norm andL _Φ ^* (X) has the ARNP if and only ifX does. Supported by the National Natural Science Foundation of China Liu Peide: born in 1943, Professor     

The symmetric solutions of affiliated value model

0　IntroductionIntheprocessofR&Ditem ,thereisusuallycompetition .ManyfirmswanttoinvestR&Dtoobtainapatent.Lury[1 ] gaveanequilibriuminvestmentundertheconditionofone timeinvestmentandcontinuousinvestmentwhenthepayoffwasafixedprize.Ref.[2 ]analyzedtheeffectofinformationsharinginR&D .TherearemanyliteraturesaboutanalysisofR&DlevelswhenfirmscompeteinoutputmarketafterR&Dsucceeds[3 ,4] .Additionally ,todecideinvestmentlevel,therearemanyliteraturesaboutR&Ditem’spricing .MondherBellalah[5] ,K .…     

Kinetics of C2(a3Πu) radical reactions with NO, N2O, O2, H2 and NH3

Pulsed laser photolysis/laser-induced fluorescence (LP-LIF) is utilized to measure rate constants for C₂(a³Π_u) reactions with NO, N₂O, O₂, H₂ and NH₃. Multiphoton dissociation of C₂Cl₄ at 266 nm is employed for the generation of C₂(a³Π_u) radicals. The C₂(a³Π_u) concentration is monitored by the fluorescence of the (0, 0) band of the (d³Π_g&#8596;a³Π_u) transition at 516.5 nm. C₂(a³Π_u) removal rate constants for the reactions are determined as k_NO = (5.46 ± 0.10) × 10^-11 cm³ molecule^-1 s^-1 , k_N2O = (1.63 ± 0.20) × 10^-13 cm³ molecule^-1 s^-1 , k_N2O = (1.58 ± 0.16) × 10^-11 cm³ molecule^-1 s^-1, k_O2 = (5.92 ± 1.00) × 10^-14 cm³ molecule^-1 s^-1, k_H2< 1.0× 10^-14 cm³ molecule^-1 s^-1. Based on the data analysis and theoretical calculation, we suggest that the C₂(a³Π_u) reactions with H₂ and NH₃ proceed via the hydrogen abstraction mechanism, barriers exist at the entrance channel of the reactions of C₂(a³Π_u) with H₂ and NH₃.     

Finite Time Ruin Probability with Variable Interest Rate and Extended Regular Variation

Consider an insurance risk model, in which the surplus process satisfies a recursive equation Un=Un-1(1 rn)-Xn for n≥1, where U0=x≥0 is the initial surplus, {rn；n≥1} the interest rate sequence, {Xn；n≥l} the sequence of i. i. d. real-valued random variables with common distribution function F, which denotes the gross loss during the nth year. We investigate the ruin probability within a finite time horizon and give the asymptotic result as x→∞.