Analytical and numerical study of Kramers' exit problem. II.
2000 Mathematics Subject Classification: 46A30, 54C60, 90C26.In this paper we prove two results of nonsmooth analysis involving the Fréchet subdifferential. One of these results provides a necessary optimality condition for an optimization problem which arise naturally from a class of wide studied problems. In the second result we establish a sufficient condition for the metric regularity of a set-valued map without continuity assumptions.
Let X,X₁,...,Xₙ be independent identically distributed random variables taking values in a measurable space (Θ,ℜ ). Let h(x,y) and g(x) be real valued measurable functions of the arguments x,y ∈ Θ and let h(x,y) be symmetric. We consider U-statistics of the type Δn = ρ(T(X₁,...,Xₙ),T(G₁,..., Gₙ)) ≤ (cβ’1/6)/(√(|q₁|) n1/12)where , 1 ≤ i ≤ n, are i.i.d. Gaussian random vectors, ρ is the Kolmogorov (or uniform) distance and .
The autoregressive process takes an important part in predicting problems leading to decision making. In practice, we use the least squares method to estimate the parameter θ̃ of the first-order autoregressive process taking values in a real separable Banach space B (ARB(1)), if it satisfies the following relation: . In this paper we study the convergence in distribution of the linear operator for ||θ̃|| > 1 and so we construct inequalities of Bernstein type for this operator.
We introduce by means of reproducing kernel theory and decomposition in orthogonal polynomials canonical correspondences between an interacting Fock space a reproducing kernel Hilbert space and a square integrable functions space w.r.t. a cylindrical measure. Using this correspondences we investigate the structure of the infinite dimensional canonical commutation relations. In particular we construct test functions spaces, distributions spaces and a quantization map which generalized the work of...
Let be an analytic functional and let be the corresponding convolution operator on Sato’s space of hyperfunctions. We show that is surjective iff admits an elementary solution in iff the Fourier transform μ̂ satisfies Kawai’s slowly decreasing condition (S). We also show that there are such that is not surjective on .