多维门限自回归序列核密度估计的渐近性质

通过研究多维门限自回归序列所构成的Ｍａｒｋｏｖ链的几何遍历性，得到了此序列的一致混合性，并在一致混合条件下，给出了其核密度估计的一些渐近性质     

含两个参数的向量二阶拟线性边值问题的奇摄动

研究了算子与边界含有不同参数的双摄动向量二阶拟线性常微分方程边值的奇摄动问题，给出了构造解的一致有效渐近式的方法和余项估计．     

关于LehmerDH数的一种分布性质

设奇数ｑ≥３存在原根，对任意的整数１≤ａ＜ｑ且（ａ，ｑ）＝１，显然存在唯一的整数１≤ａ＜ｑ，使得ａａ≡１（ｍｏｄｑ）．如果ａ与ａ具有相反的奇偶性，定义数ａ为ｌｅｈｍｅｒＤＨ数。本文利用Ｋｌｏｏｓｔｅｒｍａｎ和估计研究了模ｑ原根中ｌｅｈｍｅｒＤＨ数的一种分布性质，给出了两个较强的渐近公式。     

D算子中立型随机泛函微分方程的渐近稳定性

给出了D算子中立型随机泛函微分方程的随机渐近稳定性的充分条件,推广了文[1]中相应的结果。     

Mixed monotone decomposition of dynamical systems with application

The notions of mixed monotone decomposition of dynamical systems are introduced. The fundamental idea is to make an elaborate use of the natural growth and decay mechanism inherent in the structure of a dynamical systems to decompose its dynamics into increase and decrease parts, and thereby to constitute an augmented dynamical system as the secalled “two-sided comparison system” of the original one. The corresponding two-sided comparison theorems show that the solution of the comparison system gives lower and upper bounds of that of the original system. Therefore, the properties of a dynamical system can be obtained through the study of its two-sided comparison system. Compared with the conventional comparison method in literature, the mixed monotone decomposition method developed herein takes in a natural way structural properties of dynamical systems into account instead of requiring strict conditions of (quasi-)monotonicity on them, and could yields refined, usually nonsymmetrical, state estimates, and thus is more suitable for systems with nonsymmetrical state constraints. As an application of the method, a sufficient condition is established for the global asymptotic stability of the trivial solution of a class of continuous-time systems with nonsymmetrical state saturation. The condition is given in terms of coefficients and state saturation levels of such systems, and contains as a special case a recent result on systems with symmetric state saturation in literature.     

自适应设计广义线性回归多维拟似然估计的渐近正态性

文章研究了自适应设计广义线性回归的拟似然方程,在适当条件下,其解^βn具有渐近正态性质。     

关于平均跟踪性质与渐近平均跟踪性质的两点注记

在动力系统的稳定性和混沌的研究中,引入了各种跟踪性质的概念。讨论了平均跟踪性质与渐近平均跟踪性质,证明了如果X是至少包含两点的紧致度量空间,iXX→X为恒同映射,则iX没有平均跟踪性质和渐近平均跟踪性质。此结果改进了两个已知结论。     

缺失数据下线性EV模型的稳健参数估计

给出了多元线性EV模型下协变量具有随机缺失(MAR)时参数的稳健估计方法,并证明了估计的渐近正态性.模拟研究表明估计量在有限样本下具有很好的效果.     

KL分位数估计的Bahadur表示

Bahadur表示对于分位数估计的大样本性质的研究有着重要的作用,本文在独立样本的条件下,证明了KL分位数估计的Bahadur表示及其收敛速度op(k-1/2n),并通过Bahadur表示给出了其渐近正态性和置信区间估计。     

THE SINGULAR PERTURBATION OF NONLOCAL BOUNDARY VALUE PROBLEMS FOR NONLINEAR ELLIPTIC EQUATION OF FOURTH ORDER

Chenandothersstudiedaclassofsingularlyperturbedboundaryproblems[1--3].NowweconsiderthefollowingsingUlarlyperturbednonlocalboundaryvalueproblemforthenonlinearellipticequationoffourthorder.whereEisapositiveparameter,bistheLaplacian,ndenotesaboundedregi...