Displaying similar documents to “Quasi-diffusion solution of a stochastic differential equation”

On reliability analysis of consecutive k -out-of- n systems with arbitrarily dependent components

Ebrahim Salehi (2016)

Applications of Mathematics

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In this paper, we consider the linear and circular consecutive k -out-of- n systems consisting of arbitrarily dependent components. Under the condition that at least n - r + 1 components ( r n ) of the system are working at time t , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive k -out-of- n systems. In the following, we investigate the inactivity time of the component with lifetime...

A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes

Dietmar Ferger (2021)

Kybernetika

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For lower-semicontinuous and convex stochastic processes Z n and nonnegative random variables ϵ n we investigate the pertaining random sets A ( Z n , ϵ n ) of all ϵ n -approximating minimizers of Z n . It is shown that, if the finite dimensional distributions of the Z n converge to some Z and if the ϵ n converge in probability to some constant c , then the A ( Z n , ϵ n ) converge in distribution to A ( Z , c ) in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order α with drift and diffusion coefficients b , σ . When α ( 1 , 2 ) , we investigate pathwise uniqueness for this equation. When α ( 0 , 1 ) , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether α ( 0 , 1 ) or α ( 1 , 2 ) and on whether the driving stable process is symmetric or not. Our...

Nonconventional limit theorems in averaging

Yuri Kifer (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider “nonconventional” averaging setup in the form d X ε ( t ) d t = ε B ( X ε ( t ) , 𝛯 ( q 1 ( t ) ) , 𝛯 ( q 2 ( t ) ) , ... , 𝛯 ( q ( t ) ) ) where 𝛯 ( t ) , t 0 is either a stochastic process or a dynamical system with sufficiently fast mixing while q j ( t ) = α j t , α 1 l t ; α 2 l t ; l t ; α k and q j , j = k + 1 , ... , grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

On linear preservers of two-sided gut-majorization on 𝐌 n , m

Asma Ilkhanizadeh Manesh, Ahmad Mohammadhasani (2018)

Czechoslovak Mathematical Journal

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For X , Y 𝐌 n , m it is said that X is gut-majorized by Y , and we write X gut Y , if there exists an n -by- n upper triangular g-row stochastic matrix R such that X = R Y . Define the relation gut as follows. X gut Y if X is gut-majorized by Y and Y is gut-majorized by X . The (strong) linear preservers of gut on n and strong linear preservers of this relation on 𝐌 n , m have been characterized before. This paper characterizes all (strong) linear preservers and strong linear preservers of gut on n and 𝐌 n , m .

From a kinetic equation to a diffusion under an anomalous scaling

Giada Basile (2014)

Annales de l'I.H.P. Probabilités et statistiques

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A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process ( K ( t ) , i ( t ) , Y ( t ) ) on ( 𝕋 2 × { 1 , 2 } × 2 ) , where 𝕋 2 is the two-dimensional torus. Here ( K ( t ) , i ( t ) ) is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. Y ( t ) is an additive functional of K , defined as 0 t v ( K ( s ) ) d s , where | v | 1 for small k . We prove that the rescaled process ( N ln N ) - 1 / 2 Y ( N t ) converges in distribution to a two-dimensional Brownian motion. As a consequence,...

Order boundedness and weak compactness of the set of quasi-measure extensions of a quasi-measure

Zbigniew Lipecki (2015)

Commentationes Mathematicae Universitatis Carolinae

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Let 𝔐 and be algebras of subsets of a set Ω with 𝔐 , and denote by E ( μ ) the set of all quasi-measure extensions of a given quasi-measure μ on 𝔐 to . We give some criteria for order boundedness of E ( μ ) in b a ( ) , in the general case as well as for atomic μ . Order boundedness implies weak compactness of E ( μ ) . We show that the converse implication holds under some assumptions on 𝔐 , and μ or μ alone, but not in general.

On row-sum majorization

Farzaneh Akbarzadeh, Ali Armandnejad (2019)

Czechoslovak Mathematical Journal

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Let 𝕄 n , m be the set of all n × m real or complex matrices. For A , B 𝕄 n , m , we say that A is row-sum majorized by B (written as A rs B ) if R ( A ) R ( B ) , where R ( A ) is the row sum vector of A and is the classical majorization on n . In the present paper, the structure of all linear operators T : 𝕄 n , m 𝕄 n , m preserving or strongly preserving row-sum majorization is characterized. Also we consider the concepts of even and circulant majorization on n and then find the linear preservers of row-sum majorization of these relations on 𝕄 n , m . ...

Self-similar solutions in reaction-diffusion systems

Joanna Rencławowicz (2003)

Banach Center Publications

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In this paper we examine self-similar solutions to the system u i t - d i Δ u i = k = 1 m u k p k i , i = 1,…,m, x N , t > 0, u i ( 0 , x ) = u 0 i ( x ) , i = 1,…,m, x N , where m > 1 and p k i > 0 , to describe asymptotics near the blow up point.

G-tridiagonal majorization on 𝐌 n , m

Ahmad Mohammadhasani, Yamin Sayyari, Mahdi Sabzvari (2021)

Communications in Mathematics

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For X , Y 𝐌 n , m , it is said that X is majorized by Y (and it is denoted by X g t Y ) if there exists a tridiagonal g-doubly stochastic matrix A such that X = A Y . In this paper, the linear preservers and strong linear preservers of g t are characterized on 𝐌 n , m .

On the combinatorial structure of 0 / 1 -matrices representing nonobtuse simplices

Jan Brandts, Abdullah Cihangir (2019)

Applications of Mathematics

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A 0 / 1 -simplex is the convex hull of n + 1 affinely independent vertices of the unit n -cube I n . It is nonobtuse if none of its dihedral angles is obtuse, and acute if additionally none of them is right. Acute 0 / 1 -simplices in I n can be represented by 0 / 1 -matrices P of size n × n whose Gramians G = P P have an inverse that is strictly diagonally dominant, with negative off-diagonal entries. In this paper, we will prove that the positive part D of the transposed inverse P - of P is doubly stochastic and has the...

Row Hadamard majorization on 𝐌 m , n

Abbas Askarizadeh, Ali Armandnejad (2021)

Czechoslovak Mathematical Journal

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An m × n matrix R with nonnegative entries is called row stochastic if the sum of entries on every row of R is 1. Let 𝐌 m , n be the set of all m × n real matrices. For A , B 𝐌 m , n , we say that A is row Hadamard majorized by B (denoted by A R H B ) if there exists an m × n row stochastic matrix R such that A = R B , where X Y is the Hadamard product (entrywise product) of matrices X , Y 𝐌 m , n . In this paper, we consider the concept of row Hadamard majorization as a relation on 𝐌 m , n and characterize the structure of all linear operators T : 𝐌 m , n 𝐌 m , n preserving...

Multifractal analysis of the divergence of Fourier series

Frédéric Bayart, Yanick Heurteaux (2012)

Annales scientifiques de l'École Normale Supérieure

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A famous theorem of Carleson says that, given any function f L p ( 𝕋 ) , p ( 1 , + ) , its Fourier series ( S n f ( x ) ) converges for almost every x 𝕋 . Beside this property, the series may diverge at some point, without exceeding O ( n 1 / p ) . We define the divergence index at  x as the infimum of the positive real numbers β such that S n f ( x ) = O ( n β ) and we are interested in the size of the exceptional sets E β , namely the sets of  x 𝕋 with divergence index equal to  β . We show that quasi-all functions in  L p ( 𝕋 ) have a multifractal behavior with respect to...

Norm continuity of pointwise quasi-continuous mappings

Alireza Kamel Mirmostafaee (2018)

Mathematica Bohemica

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Let X be a Baire space, Y be a compact Hausdorff space and ϕ : X C p ( Y ) be a quasi-continuous mapping. For a proximal subset H of Y × Y we will use topological games 𝒢 1 ( H ) and 𝒢 2 ( H ) on Y × Y between two players to prove that if the first player has a winning strategy in these games, then ϕ is norm continuous on a dense G δ subset of X . It follows that if Y is Valdivia compact, each quasi-continuous mapping from a Baire space X to C p ( Y ) is norm continuous on a dense G δ subset of X .

Nonlinear diffusion equations with perturbation terms on unbounded domains

Kurima, Shunsuke

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This paper considers the initial-boundary value problem for the nonlinear diffusion equation with the perturbation term u t + ( - Δ + 1 ) β ( u ) + G ( u ) = g in Ω × ( 0 , T ) in an unbounded domain Ω N with smooth bounded boundary, where N , T > 0 , β , is a single-valued maximal monotone function on , e.g., β ( r ) = | r | q - 1 r ( q > 0 , q 1 ) and G is a function on which can be regarded as a Lipschitz continuous operator from ( H 1 ( Ω ) ) * to ( H 1 ( Ω ) ) * . The present work establishes existence and estimates for the above problem.