All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 7 Next

Displaying 121 – 140 of 780

Showing per page

Commutative nonstationary stochastic fields

Hatamleh Ra'ed (2002)

Archivum Mathematicum

The present paper is devoted to further development of commutative nonstationary field themes; the first studies in this area were performed by K. Kirchev and V. Zolotarev [4, 5]. In this paper a more complicated variant of commutative field with nonstationary rank 2, carrying into more general situation for correlation function is studied. A condition of consistency (see (7) below) for commutative field is placed in the basis of the method proposed in [4, 5] and developed in this paper. The following...

Consistency of the LSE in Linear regression with stationary noise

Guy Cohen, Michael Lin, Arkady Tempelman (2004)

Colloquium Mathematicae

We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also L p -consistency when the noise is strict sense stationary with...

Consistent models for electrical networks with distributed parameters

Corneliu A. Marinov, Gheorghe Moroşanu (1992)

Mathematica Bohemica

A system of one-dimensional linear parabolic equations coupled by boundary conditions which include additional state variables, is considered. This system describes an electric circuit with distributed parameter lines and lumped capacitors all connected through a resistive multiport. By using the monotony in a space of the form L 2 ( 0 , T ; H 1 ) , one proves the existence and uniqueness of a variational solution, if reasonable engineering hypotheses are fulfilled.

Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion

Johanna Dettweiler, J.M.A.M. van Neerven (2006)

Czechoslovak Mathematical Journal

Let A = d / d θ denote the generator of the rotation group in the space C ( Γ ) , where Γ denotes the unit circle. We show that the stochastic Cauchy problem d U ( t ) = A U ( t ) + f d b t , U ( 0 ) = 0 , ( 1 ) where b is a standard Brownian motion and f ∈ C ( Γ ) is fixed, has a weak solution if and only if the stochastic convolution process t ↦ ( f * b ) t has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...

Continuous extension of order-preserving homogeneous maps

Andrew D. Burbanks, Colin T. Sparrow, Roger D. Nussbaum (2003)

Kybernetika

Maps f defined on the interior of the standard non-negative cone K in ℝ N which are both homogeneous of degree 1 and order-preserving arise naturally in the study of certain classes of Discrete Event Systems. Such maps are non-expanding in Thompson’s part metric and continuous on the interior of the cone. It follows from more general results presented here that all such maps have a homogeneous order-preserving continuous extension to the whole cone. It follows that the extension must have at least...

Controllability of nonlinear impulsive Ito type stochastic systems

Rathinasamy Sakthivel (2009)

International Journal of Applied Mathematics and Computer Science

In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.

Controllability of nonlinear stochastic systems with multiple time-varying delays in control

Shanmugasundaram Karthikeyan, Krishnan Balachandran, Murugesan Sathya (2015)

International Journal of Applied Mathematics and Computer Science

This paper is concerned with the problem of controllability of semi-linear stochastic systems with time varying multiple delays in control in finite dimensional spaces. Sufficient conditions are established for the relative controllability of semilinear stochastic systems by using the Banach fixed point theorem. A numerical example is given to illustrate the application of the theoretical results. Some important comments are also presented on existing results for the stochastic controllability of...

Convergence estimate for second order Cauchy problems with a small parameter

Branko Najman (1998)

Czechoslovak Mathematical Journal

We consider the second order initial value problem in a Hilbert space, which is a singular perturbation of a first order initial value problem. The difference of the solution and its singular limit is estimated in terms of the small parameter ε . The coefficients are commuting self-adjoint operators and the estimates hold also for the semilinear problem.

Currently displaying 121 – 140 of 780