中国科学院数学与系统科学研究院期刊网

2004年, 第20卷, 第2期 刊出日期:2005-10-26
  

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    论文
  • Michael Filippakis, Leszek Gasinski, Nikolaos S. Papageorgiou
    应用数学学报(英文版). 2004, 20(2): 179-190.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We study the periodic problem for differential inclusions in $\ssize \Bbb{R}^N$. First we look for extremal periodic solutions. Using techniques from multivalued analysis and a fixed point argument we establish an existence theorem under some general hypotheses. We also consider the ``nonconvex periodic problem'' under lower semicontinuity hypotheses, and the ``convex periodic problem'' under general upper semicontinuity hypotheses on the multivalued vector field. For both problems, we prove existence theorems under very general hypotheses. Our approach extends existing results in the literature and appear to be the most general results on the nonconvex periodic problem.
  • Rong-xia Hao, Yan-pei Liu
    应用数学学报(英文版). 2004, 1(2): 239-246.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a new method is used to calculate the chromatic polynomials of graphs. The chromatic polynomials of the complements of a wheel and a fan are determined. Furthermore, the adjoint polynomials of \footnotesize$F_n$ with $n$ vertices are obtained. This supports a conjecture put forward by R.Y. Liu et al.
  • Original Articles
  • Michael Filippakis, Leszek Gasinski, Nikolaos S. Papageorgiou
    应用数学学报(英文版). 2004, 20(2): 179-190.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We study the periodic problem for differential inclusions in $\ssize \Bbb{R}^N$. First we look for extremal periodic solutions. Using techniques from multivalued analysis and a fixed point argument we establish an existence theorem under some general hypotheses. We also consider the ``nonconvex periodic problem'' under lower semicontinuity hypotheses, and the ``convex periodic problem'' under general upper semicontinuity hypotheses on the multivalued vector field. For both problems, we prove existence theorems under very general hypotheses. Our approach extends existing results in the literature and appear to be the most general results on the nonconvex periodic problem.
  • 论文
  • Ya-dong Shang, Bo-ling Guo
    应用数学学报(英文版). 2004, 1(2): 247-256.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper deals with the asymptotic behavior of solutions for the nonlinear Sobolev-Galpern equations. We first show the existence of the global weak attractor in $H^2(\Omega )\cap H_0^1(\Omega )$ for the equations. And then by an energy equation we prove that the global weak attractor is actually the global strong attractor. The finite-dimensionality of the global attractor is also established.
  • Shige Peng
    应用数学学报(英文版). 2004, 20(2): 191-214.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We will study the following problem. Let $ X_t, \ t\in [0,T]$, be an ${\pmb R}^d$--valued process defined on a time interval $t\in [0,T]$. Let $Y$ be a random value depending on the trajectory of $X$. Assume that, at each fixed time $t\leq T$, the information available to an agent (an individual, a firm, or even a market) is the trajectory of $X$ before $t$. Thus at time $T$ , the random value of $Y(\omega )$ will become known to this agent. The question is: how will this agent evaluate $Y$ at the time $t$?\\ We will introduce an evaluation operator ${\mathcal{E}}_t[Y]$ to define the value of $Y$ given by this agent at time $t$. This operator ${\mathcal{E}}% _t[\cdot ]$ assigns an $(X_s)_{0\leq s\leq T}$--dependent random variable $Y$ to an $(X_s)_{0\leq s\leq t}$--dependent random variable ${\mathcal{E}}_t[Y]$. We will mainly treat the situation in which the process $X$ is a solution of a SDE (see equation (3.1)) with the drift coefficient $b$ and diffusion coefficient $\sigma $ containing an unknown parameter $\theta =\theta _t $. We then consider the so called super evaluation when the agent is a seller of the asset $Y$. We will prove that such super evaluation is a filtration consistent nonlinear expectation. In some typical situations, we will prove that a filtration consistent nonlinear evaluation dominated by this super evaluation is a $g$--evaluation. We also consider the corresponding nonlinear Markovian situation.
  • Yi-zheng Fan
    应用数学学报(英文版). 2004, 1(2): 257-262.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In [6], Guo and Tan have shown that $2$ is a Laplacian eigenvalue of any tree with perfect matchings. For trees without perfect matchings, we study whether $2$ is one of its Laplacian eigenvalues. If the matching number is $1$ or $2$, the answer is negative; otherwise, there exists a tree with that matching number which has (has not) the eigenvalue $2$. In particular, we determine all trees with matching number $3$ which has the eigenvalue $2$.
  • Original Articles
  • Shige Peng
    应用数学学报(英文版). 2004, 20(2): 191-214.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We will study the following problem. Let $ X_t, \ t\in [0,T]$, be an ${\pmb R}^d$--valued process defined on a time interval $t\in [0,T]$. Let $Y$ be a random value depending on the trajectory of $X$. Assume that, at each fixed time $t\leq T$, the information available to an agent (an individual, a firm, or even a market) is the trajectory of $X$ before $t$. Thus at time $T$ , the random value of $Y(\omega )$ will become known to this agent. The question is: how will this agent evaluate $Y$ at the time $t$?\\ We will introduce an evaluation operator ${\mathcal{E}}_t[Y]$ to define the value of $Y$ given by this agent at time $t$. This operator ${\mathcal{E}}% _t[\cdot ]$ assigns an $(X_s)_{0\leq s\leq T}$--dependent random variable $Y$ to an $(X_s)_{0\leq s\leq t}$--dependent random variable ${\mathcal{E}}_t[Y]$. We will mainly treat the situation in which the process $X$ is a solution of a SDE (see equation (3.1)) with the drift coefficient $b$ and diffusion coefficient $\sigma $ containing an unknown parameter $\theta =\theta _t $. We then consider the so called super evaluation when the agent is a seller of the asset $Y$. We will prove that such super evaluation is a filtration consistent nonlinear expectation. In some typical situations, we will prove that a filtration consistent nonlinear evaluation dominated by this super evaluation is a $g$--evaluation. We also consider the corresponding nonlinear Markovian situation.
  • 论文
  • Yeh Lam, Li-xing Zhu, Jennifer S. K. Chan, Qun Liu
    应用数学学报(英文版). 2004, 1(2): 263-282.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Geometric process was first introduced by Lam$^{[10,11]}$. A stochastic process $\{X_{i}, \ i = 1, 2,\cdots \}$ is called a geometric process (GP) if, for some $a > 0, \{a^{i-1}X_{i}, \ i = 1, 2,\cdots \}$ forms a renewal process. In this paper, the GP is used to analyze the data from a series of events. A nonparametric method is introduced for the estimation of the three parameters in the GP. The limiting distributions of the three estimators are studied. Through the analysis of some real data sets, the GP model is compared with other three homogeneous and nonhomogeneous Poisson models. It seems that on average the GP model is the best model among these four models in analyzing the data from a series of events.
  • E.M.E. ZAYED
    应用数学学报(英文版). 2004, 20(2): 215-230.
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    The asymptotic expansion of the heat kernel $\Theta (t)=\sum\limits_{j=1}^\infty \exp (-t\lambda \Sb \\ j \endSb )$ where $\{\lambda \Sb \\ j \endSb \}\Sb \\ j=1 \endSb ^\infty $ are the eigenvalues of the negative Laplacian $% -\Delta \Sb \\ n \endSb =-\sum\limits_{k=1}^n(\frac \partial {\partial x^k})^2$ in $R^n(n=2$ or $3)$ is studied for short-time $t$ for a general bounded domain $\Omega $ with a smooth boundary $\partial \Omega .$ In this paper, we consider the case of a finite number of the Dirichlet conditions $\phi =0$ on $\Gamma \Sb \\ i \endSb \,\,(i=1,...,J)$ and the Neumann conditions $% \frac{\partial \phi }{\partial \upsilon \Sb \\ i \endSb }=0$ on $\Gamma \Sb \\ i \endSb \,\,(i=J+1,\cdots ,k)$ and the Robin conditions $(\frac \partial {\partial \upsilon \Sb \\ i \endSb }+\gamma \Sb \\ i \endSb )\phi =0$ on $\Gamma \Sb \\ i \endSb \,\,(i=k+1,\cdots ,m)$ where $\gamma \Sb \\ i \endSb $ are piecewise smooth positive impedance functions, such that $\partial \Omega $ consists of a finite number of piecewise smooth components $\Gamma \Sb \\ i \endSb \,\,(i=1,\cdots ,m)$ where $\partial \Omega =\bigcup\limits_{i=1}^m\Gamma \Sb \\ i \endSb .$ We construct the required asymptotics in the form of a power series over $t.$ The senior coefficients in this series are specified as functionals of the geometric shape of the domain $\Omega .$ This result is applied to calculate the one-particle partition function of a ``special ideal gas'', i.e., the set of non-interacting particles set up in a box with Dirichlet, Neumann and Robin boundary conditions for the appropriate wave function. Calculation of the thermodynamic quantities for the ideal gas such as the internal energy, pressure and specific heat reveals that these quantities alone are incapable of distinguishing between two different shapes of the domain. This conclusion seems to be intuitively clear because it is based on a limited information given by a one-particle partition function; nevertheless, its formal theoretical motivation is of some interest.
  • Xuan-wei Zhou, Yu-da Hu
    应用数学学报(英文版). 2004, 1(2): 309-316.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper deals with the connectedness of the cone-efficient solution set for vector optimization in locally convex Hausdorff topological vector spaces.The connectedness of the cone-efficient solution set is proved for multiobjective programming defined by a continuous cone-quasiconvex mapping on a compact convex set of alternatives. The generalized saddle theorem plays a key role in the proof.
  • Original Articles
  • E.M.E. ZAYED
    应用数学学报(英文版). 2004, 20(2): 215-230.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The asymptotic expansion of the heat kernel $\Theta (t)=\sum\limits_{j=1}^\infty \exp (-t\lambda \Sb \\ j \endSb )$ where $\{\lambda \Sb \\ j \endSb \}\Sb \\ j=1 \endSb ^\infty $ are the eigenvalues of the negative Laplacian $% -\Delta \Sb \\ n \endSb =-\sum\limits_{k=1}^n(\frac \partial {\partial x^k})^2$ in $R^n(n=2$ or $3)$ is studied for short-time $t$ for a general bounded domain $\Omega $ with a smooth boundary $\partial \Omega .$ In this paper, we consider the case of a finite number of the Dirichlet conditions $\phi =0$ on $\Gamma \Sb \\ i \endSb \,\,(i=1,...,J)$ and the Neumann conditions $% \frac{\partial \phi }{\partial \upsilon \Sb \\ i \endSb }=0$ on $\Gamma \Sb \\ i \endSb \,\,(i=J+1,\cdots ,k)$ and the Robin conditions $(\frac \partial {\partial \upsilon \Sb \\ i \endSb }+\gamma \Sb \\ i \endSb )\phi =0$ on $\Gamma \Sb \\ i \endSb \,\,(i=k+1,\cdots ,m)$ where $\gamma \Sb \\ i \endSb $ are piecewise smooth positive impedance functions, such that $\partial \Omega $ consists of a finite number of piecewise smooth components $\Gamma \Sb \\ i \endSb \,\,(i=1,\cdots ,m)$ where $\partial \Omega =\bigcup\limits_{i=1}^m\Gamma \Sb \\ i \endSb .$ We construct the required asymptotics in the form of a power series over $t.$ The senior coefficients in this series are specified as functionals of the geometric shape of the domain $\Omega .$ This result is applied to calculate the one-particle partition function of a ``special ideal gas'', i.e., the set of non-interacting particles set up in a box with Dirichlet, Neumann and Robin boundary conditions for the appropriate wave function. Calculation of the thermodynamic quantities for the ideal gas such as the internal energy, pressure and specific heat reveals that these quantities alone are incapable of distinguishing between two different shapes of the domain. This conclusion seems to be intuitively clear because it is based on a limited information given by a one-particle partition function; nevertheless, its formal theoretical motivation is of some interest.
  • 论文
  • Rui Xu, Lan-sun Chen, Fei-long Hao
    应用数学学报(英文版). 2004, 1(2): 323-332.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    A periodic predator-prey model with stage structure for prey and time delays due to negative feedback and gestation of predator is proposed. By using Gaines and Mawhin's continuation theorem of coincidence degree theory, sufficient conditions are derived for the existence of positive periodic solutions to the proposed model. Numerical simulations are presented to illustrate the feasibility of our main result.
  • Original Articles
  • Binod Chandra Tripathy, Sabita Mahanta
    应用数学学报(英文版). 2004, 20(2): 231-238.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this article we introduce the generalized lacunary difference sequence spaces $[N_\theta, M, \Delta^m]_0$, $ [N_\theta, M, \Delta^m]_1$ and $[N_\theta, M, \Delta^m]_\infty$ using $m^{th}-$ difference. We study their properties like completeness, solidness, symmetricity. Also we obtain some inclusion relations involving the spaces $[N_\theta, M, \Delta^m]_0$,$ [N_\theta, M, \Delta^m]_1$ and $[N_\theta, M, \Delta^m]_\infty$ and the Ces\`aro summable and strongly Ces\`aro summable sequences.
  • 论文
  • Wen Li
    应用数学学报(英文版). 2004, 1(2): 333-336.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this note we present a perturbation bound of unitary polar factors. We add the orthogonal projectors into the bound; as a result, a uniform perturbation bound of $Q$-factors is obtained, and the previous bounds are improved.
  • Binod Chandra Tripathy, Sabita Mahanta
    应用数学学报(英文版). 2004, 20(2): 231-238.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this article we introduce the generalized lacunary difference sequence spaces $[N_\theta, M, \Delta^m]_0$, $ [N_\theta, M, \Delta^m]_1$ and $[N_\theta, M, \Delta^m]_\infty$ using $m^{th}-$ difference. We study their properties like completeness, solidness, symmetricity. Also we obtain some inclusion relations involving the spaces $[N_\theta, M, \Delta^m]_0$,$ [N_\theta, M, \Delta^m]_1$ and $[N_\theta, M, \Delta^m]_\infty$ and the Ces\`aro summable and strongly Ces\`aro summable sequences.
  • Li-xin Zhang
    应用数学学报(英文版). 2004, 1(2): 337-352.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The strong approximations of a class of $\Bbb R^d$-valued martingales are considered. The conditions used in this paper are easier to check than those used in [3] and [9]. As an application, the strong approximation of a class of non-homogenous Markov chains is established, and the asymptotic properties are established for the multi-treatment Markov chain adaptive designs in clinical trials.
  • Original Articles
  • Rong-xia Hao, Yan-pei Liu
    应用数学学报(英文版). 2004, 20(2): 239-246.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a new method is used to calculate the chromatic polynomials of graphs. The chromatic polynomials of the complements of a wheel and a fan are determined. Furthermore, the adjoint polynomials of \footnotesize$F_n$ with $n$ vertices are obtained. This supports a conjecture put forward by R.Y. Liu et al.
  • 论文
  • 应用数学学报(英文版). 2004, 1(2): 353-356.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Subject to the assumption that the common distribution of claim sizes belongs to the extended regular variation class, the present work obtains a simple asymptotic formula for the ruin probability within a random or nonrandom horizon in the renewal model.
  • Original Articles
  • Ya-dong Shang, Bo-ling Guo
    应用数学学报(英文版). 2004, 20(2): 247-256.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper deals with the asymptotic behavior of solutions for the nonlinear Sobolev-Galpern equations. We first show the existence of the global weak attractor in $H^2(\Omega )\cap H_0^1(\Omega )$ for the equations. And then by an energy equation we prove that the global weak attractor is actually the global strong attractor. The finite-dimensionality of the global attractor is also established.
  • Yi-zheng Fan
    应用数学学报(英文版). 2004, 20(2): 257-262.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In [6], Guo and Tan have shown that $2$ is a Laplacian eigenvalue of any tree with perfect matchings. For trees without perfect matchings, we study whether $2$ is one of its Laplacian eigenvalues. If the matching number is $1$ or $2$, the answer is negative; otherwise, there exists a tree with that matching number which has (has not) the eigenvalue $2$. In particular, we determine all trees with matching number $3$ which has the eigenvalue $2$.
  • Yeh Lam, Li-xing Zhu, Jennifer S. K. Chan, Qun Liu
    应用数学学报(英文版). 2004, 20(2): 263-282.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Geometric process was first introduced by Lam$^{[10,11]}$. A stochastic process $\{X_{i}, \ i = 1, 2,\cdots \}$ is called a geometric process (GP) if, for some $a > 0, \{a^{i-1}X_{i}, \ i = 1, 2,\cdots \}$ forms a renewal process. In this paper, the GP is used to analyze the data from a series of events. A nonparametric method is introduced for the estimation of the three parameters in the GP. The limiting distributions of the three estimators are studied. Through the analysis of some real data sets, the GP model is compared with other three homogeneous and nonhomogeneous Poisson models. It seems that on average the GP model is the best model among these four models in analyzing the data from a series of events.
  • 论文
  • Linghai Zhang
    应用数学学报(英文版). 2004, 20(2): 283-308.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We establish the exponential stability of fast traveling pulse solutions to nonlinear singularly perturbed systems of integral differential equations arising from neuronal networks. It has been proved that exponential stability of these orbits is equivalent to linear stability. Let $\LL$ be the linear differential operator obtained by linearizing the nonlinear system about its fast pulse, and let $\s(\LL)$ be the spectrum of $\LL$. The linearized stability criterion says that if max\{Re$\l$: $\l\in\s(\LL)$, $\l\neq0\}\x-D$, for some positive constant $D$, and $\l=0$ is a simple eigenvalue of $\LL(\e)$, then the stability follows immediately (see [13] and [37]). Therefore, to establish the exponential stability of the fast pulse, it suffices to investigate the spectrum of the operator $\LL$. It is relatively easy to find the continuous spectrum, but it is very difficult to find the isolated spectrum. The real part of the continuous spectrum has a uniformly negative upper bound, hence it causes no threat to the stability. It remains to see if the isolated spectrum is safe. \newline \ \ \ \ Eigenvalue functions (see [14] and [35,36]) have been a powerful tool to study the isolated spectrum of the associated linear differential operators because the zeros of the eigenvalue functions coincide with the eigenvalues of the operators. There have been some known methods to define eigenvalue functions for nonlinear systems of reaction diffusion equations and for nonlinear dispersive wave equations. But for integral differential equations, we have to use different ideas to construct eigenvalue functions. We will use the method of variation of parameters to construct the eigenvalue functions in the complex plane $\C$. By analyzing the eigenvalue functions, we find that there are no nonzero eigenvalues of $\LL$ in $\{\l\in\C$: Re$\l\y-D\}$ for the fast traveling pulse. Moreover $\l=0$ is simple. This implies that the exponential stability of the fast orbits is true.
  • Original Articles
  • Linghai Zhang
    应用数学学报(英文版). 2004, 20(2): 283-308.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We establish the exponential stability of fast traveling pulse solutions to nonlinear singularly perturbed systems of integral differential equations arising from neuronal networks. It has been proved that exponential stability of these orbits is equivalent to linear stability. Let $\LL$ be the linear differential operator obtained by linearizing the nonlinear system about its fast pulse, and let $\s(\LL)$ be the spectrum of $\LL$. The linearized stability criterion says that if max\{Re$\l$: $\l\in\s(\LL)$, $\l\neq0\}\x-D$, for some positive constant $D$, and $\l=0$ is a simple eigenvalue of $\LL(\e)$, then the stability follows immediately (see [13] and [37]). Therefore, to establish the exponential stability of the fast pulse, it suffices to investigate the spectrum of the operator $\LL$. It is relatively easy to find the continuous spectrum, but it is very difficult to find the isolated spectrum. The real part of the continuous spectrum has a uniformly negative upper bound, hence it causes no threat to the stability. It remains to see if the isolated spectrum is safe. \newline \ \ \ \ Eigenvalue functions (see [14] and [35,36]) have been a powerful tool to study the isolated spectrum of the associated linear differential operators because the zeros of the eigenvalue functions coincide with the eigenvalues of the operators. There have been some known methods to define eigenvalue functions for nonlinear systems of reaction diffusion equations and for nonlinear dispersive wave equations. But for integral differential equations, we have to use different ideas to construct eigenvalue functions. We will use the method of variation of parameters to construct the eigenvalue functions in the complex plane $\C$. By analyzing the eigenvalue functions, we find that there are no nonzero eigenvalues of $\LL$ in $\{\l\in\C$: Re$\l\y-D\}$ for the fast traveling pulse. Moreover $\l=0$ is simple. This implies that the exponential stability of the fast orbits is true.
  • Xuan-wei Zhou, Yu-da Hu
    应用数学学报(英文版). 2004, 20(2): 309-316.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper deals with the connectedness of the cone-efficient solution set for vector optimization in locally convex Hausdorff topological vector spaces.The connectedness of the cone-efficient solution set is proved for multiobjective programming defined by a continuous cone-quasiconvex mapping on a compact convex set of alternatives. The generalized saddle theorem plays a key role in the proof.
  • 论文
  • Zi-qing Xie, Chuan-miao Chen
    应用数学学报(英文版). 2004, 20(2): 317-322.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The multiple solutions for one-dimensional cubic nonlinear problem $u''+u^3=0,u(0)=u(\pi)=0$ are computed, on the basis of the eigenpairs of $-\phi''_k=\lambda_k \phi_k, \ k=1,2,3 \cdots$. There exist two nonzero solutions $\pm u_{k}$ corresponding to each $k$, and their Morse index $MI(k)$ for $1\leq k\leq 20$ is to be exactly determined. It is shown by the numerical results that $MI(k)\geq k$.
  • Original Articles
  • Zi-qing Xie, Chuan-miao Chen
    应用数学学报(英文版). 2004, 20(2): 317-322.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The multiple solutions for one-dimensional cubic nonlinear problem $u''+u^3=0,u(0)=u(\pi)=0$ are computed, on the basis of the eigenpairs of $-\phi''_k=\lambda_k \phi_k, \ k=1,2,3 \cdots$. There exist two nonzero solutions $\pm u_{k}$ corresponding to each $k$, and their Morse index $MI(k)$ for $1\leq k\leq 20$ is to be exactly determined. It is shown by the numerical results that $MI(k)\geq k$.
  • Rui Xu, Lan-sun Chen, Fei-long Hao
    应用数学学报(英文版). 2004, 20(2): 323-332.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    A periodic predator-prey model with stage structure for prey and time delays due to negative feedback and gestation of predator is proposed. By using Gaines and Mawhin's continuation theorem of coincidence degree theory, sufficient conditions are derived for the existence of positive periodic solutions to the proposed model. Numerical simulations are presented to illustrate the feasibility of our main result.
  • Wen Li
    应用数学学报(英文版). 2004, 20(2): 333-336.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this note we present a perturbation bound of unitary polar factors. We add the orthogonal projectors into the bound; as a result, a uniform perturbation bound of $Q$-factors is obtained, and the previous bounds are improved.
  • Li-xin Zhang
    应用数学学报(英文版). 2004, 20(2): 337-352.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The strong approximations of a class of $\Bbb R^d$-valued martingales are considered. The conditions used in this paper are easier to check than those used in [3] and [9]. As an application, the strong approximation of a class of non-homogenous Markov chains is established, and the asymptotic properties are established for the multi-treatment Markov chain adaptive designs in clinical trials.
  • 应用数学学报(英文版). 2004, 20(2): 353-356.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Subject to the assumption that the common distribution of claim sizes belongs to the extended regular variation class, the present work obtains a simple asymptotic formula for the ruin probability within a random or nonrandom horizon in the renewal model.