This paper deals with asymptotic behavior of solutions to a parabolic system, where two heat equations with inner absorptions are multi-coupled via inner sources and boundary flux. We determine four kinds of simultane...This paper deals with asymptotic behavior of solutions to a parabolic system, where two heat equations with inner absorptions are multi-coupled via inner sources and boundary flux. We determine four kinds of simultaneous blow-up rates under different dominations of nonlinearities in the model. Two characteristic algebraic systems associated with the problem are introduced to get very simple descriptions for the four simultaneous blow-up rates as well as the known critical exponents, respectively. It is observed that the blow-up rates are independent of the nonlinear inner absorptions.展开更多
This work is mainly concerned with the rotating Newtonian stars with prescribed angular velocity law existence of rotating star solutions For general compressible fluids, the was proved by using concentration- compac...This work is mainly concerned with the rotating Newtonian stars with prescribed angular velocity law existence of rotating star solutions For general compressible fluids, the was proved by using concentration- compactness principle. In this paper, we establish the asymptotic estimates on the diameters of the stars with small rotation. The novelty of this paper is that a direct and concise definition of slowly rotating stars is given, different from the case with given angular momentum law, and the most general fluids are considered.展开更多
Abstract For a holomorphic function f defined on a strongly pseudo-convex domain in Cn such that it has only isolated critical points, we define a twisted Cauchy-Riemann operator -δτf :-δ+τδf∧. We will give an...Abstract For a holomorphic function f defined on a strongly pseudo-convex domain in Cn such that it has only isolated critical points, we define a twisted Cauchy-Riemann operator -δτf :-δ+τδf∧. We will give an asymptotic estimate of the corresponding harmonic forms as T tends to infinity. This asymptotic estimate is used to recover the residue pairing of the singularity defined by f.展开更多
This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conju...This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conjugate differential operator P_(r)(D)induced by■Also,the modulus of continuity of the r-th derivative,or r-th self-conjugate differential,does not exceed a given modulus of continuityω.Then we obtain the asymptotic results,especially for the case p=∞,1≤q≤∞.展开更多
This paper deals with a homogeneous Neumann initial-boundary problem of a 4th-order parabolic equation modeling epitaxial growth of thin film. We determine the classification of initial energy on the existence of blow...This paper deals with a homogeneous Neumann initial-boundary problem of a 4th-order parabolic equation modeling epitaxial growth of thin film. We determine the classification of initial energy on the existence of blow-up, global existence and extinction of solutions by using the potential well method and the auxiliary function method.Moreover, asymptotic estimates on global solution and extinction solution are studied,respectively.展开更多
Portfolio selection is an important issue in finance and it involves the balance between risk and return. This paper investigates portfolio selection under Mean-CVa R model in a nonparametric framework with α-mixing ...Portfolio selection is an important issue in finance and it involves the balance between risk and return. This paper investigates portfolio selection under Mean-CVa R model in a nonparametric framework with α-mixing data as financial data tends to be dependent. Many works have provided some insight into the performance of portfolio selection from the aspects of data and simulation while in this paper we concentrate on the asymptotic behaviors of the optimal solutions and risk estimation in theory.展开更多
We aim to find the eigenvalues and eigenfunctions of the barrier potential case for Strum-Liouville operator on the finite interval [0,π] when λ > 0. Generally, the eigenvalue problem for the Sturm-Liouville oper...We aim to find the eigenvalues and eigenfunctions of the barrier potential case for Strum-Liouville operator on the finite interval [0,π] when λ > 0. Generally, the eigenvalue problem for the Sturm-Liouville operator is often solved by using integral equations, which are sometimes complex to solve, and difficulties may arise in computing the boundary values. Considering the said complexity, we have successfully developed a technique to give the asymptotic formulae of the eigenvalue and the eigenfunction for Sturm-Liouville operator with barrier potential. The results are of significant interest in the field of quantum mechanics and atomic systems to observe discrete energy levels.展开更多
In present paper, using some methods of approximation theory, the trace formulas for eigenvalues of a eigenvalue problem are calculated under the periodic condition and the decaying condition at x∞.
This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a...This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a smooth bounded domain in RN(N≥3), 0∈Ω, The result of asymptotic estimate of global solution depends on the best constant in Hardy inequality.展开更多
Third order singulary perturbed boundary value problem by means of differential inequality theories is studied. Based on the given results of second order nonlinear boundary value problem, the upper and lower solution...Third order singulary perturbed boundary value problem by means of differential inequality theories is studied. Based on the given results of second order nonlinear boundary value problem, the upper and lower solutions method of third order nonlinear boundary value problems by making use of Volterra type integral operator was established. Specific upper and lower solutions were constructed, and existence and asymptotic estimates of solutions under suitable conditions were obtained. The result shows that it seems to be new to apply these techniques to solving these kinds of third order singularly perturbed boundary value problem. An example is given to demonstrate the applications.展开更多
In this paper the existence of solutions of the singularly perturbed boundary value problems on infinite interval for the second order nonlinear equation containing a small parameterε>0,εy'=f(x,y,y'),y...In this paper the existence of solutions of the singularly perturbed boundary value problems on infinite interval for the second order nonlinear equation containing a small parameterε>0,εy'=f(x,y,y'),y'(0)=a,y(∞)=βis examined,where are constants,and i=0,1.Moreover,asymptotic estimates of the solutions for the above problems are given.展开更多
A time series x(t), t≥1, is said to be an unstable ARMA process if x(t) satisfies an unstableARMA model such asx(t)=a_1x(t-1)+a_2x(t-2)+…+a_8x(t-s)+w(t)where w(t) is a stationary ARMA process; and the characteristic...A time series x(t), t≥1, is said to be an unstable ARMA process if x(t) satisfies an unstableARMA model such asx(t)=a_1x(t-1)+a_2x(t-2)+…+a_8x(t-s)+w(t)where w(t) is a stationary ARMA process; and the characteristic polynomial A(z)=1-a_1z-a_2z^2-…-a_3z^3 has all roots on the unit circle. Asymptotic behavior of sum form 1 to n (x^2(t)) will be studied by showing somerates of divergence of sum form 1 to n (x^2(t)). This kind of properties Will be used for getting the rates of convergenceof least squares estimates of parameters a_1, a_2,…, a_?展开更多
This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allo...This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.展开更多
In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on ...In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on the quaternionic Heisenberg group. Moreover a Martin compactification of the quaternionic Heisenberg group is constructed, and we prove that the Martin boundary of this group is homeomorphic to the unit ball in the quaternionic field.展开更多
In this paper, we study Robin boundary vlaue problem for third order equation εx'' = f(t, x, x', ω(ε)x', ε), x(0) = A, a1x'(0) - a2x'(0) = B, b1x'(1) +b2x'(1) = C. By means of upper...In this paper, we study Robin boundary vlaue problem for third order equation εx'' = f(t, x, x', ω(ε)x', ε), x(0) = A, a1x'(0) - a2x'(0) = B, b1x'(1) +b2x'(1) = C. By means of upper and lower solutions method, and the existenceand asymptotic estimation of solution are established.展开更多
This paper deals with the estimation in nonparametrio regression model.Sincethe conditional mean is sensitive to the tail behavior of the conditional distributionof the model,instead conditional median is considered.F...This paper deals with the estimation in nonparametrio regression model.Sincethe conditional mean is sensitive to the tail behavior of the conditional distributionof the model,instead conditional median is considered.For estimation of theconditional median,the sequence of the nearest neighbor estimators is shown to beasymptotio normal and consistent.展开更多
In the distribution family with common support and the one side truncated distribution family, Bickle, I. A. Ibragimov and R. Z. Hasminskii proved two important convolution theorems. As to the two-side truncated case,...In the distribution family with common support and the one side truncated distribution family, Bickle, I. A. Ibragimov and R. Z. Hasminskii proved two important convolution theorems. As to the two-side truncated case, we also proved a convolution theorem, which plays an extraordinary role in the efficiency theory. In this paper, we will study another kind of two-side truncated distribution family, and prove a convolution result with normal form. On the basis of this convolution result, a new kind of efficiency concept is given; meanwhile, we will show that MLE is an efficient estimate in this distribution family.展开更多
Consider the model Y=Xτβ+g(T)+ε. Here g is a smooth but unknown function, β is a k×1 parameter vector to be estimated and ε, is an random error with mean 0 and variance σ2. The asymptotically efficient esti...Consider the model Y=Xτβ+g(T)+ε. Here g is a smooth but unknown function, β is a k×1 parameter vector to be estimated and ε, is an random error with mean 0 and variance σ2. The asymptotically efficient estimator of β is constructed on the basis of the model Yi=Xτiβ+g(Ti)+εi, i=1,…,n, when the density functions of (X,T) and ε are known or unknown.Finally, an asymptotically normal estimator of σ2 is given.展开更多
In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-ti...In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.展开更多
In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and consta...In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and constant premium rate, we establish a uniform simple asymptotic formula for ruin probability of the renewal model in the case where the initial surplus is large.展开更多
基金the National Natural Science Foundation of China (Grant No.10771024)
文摘This paper deals with asymptotic behavior of solutions to a parabolic system, where two heat equations with inner absorptions are multi-coupled via inner sources and boundary flux. We determine four kinds of simultaneous blow-up rates under different dominations of nonlinearities in the model. Two characteristic algebraic systems associated with the problem are introduced to get very simple descriptions for the four simultaneous blow-up rates as well as the known critical exponents, respectively. It is observed that the blow-up rates are independent of the nonlinear inner absorptions.
文摘This work is mainly concerned with the rotating Newtonian stars with prescribed angular velocity law existence of rotating star solutions For general compressible fluids, the was proved by using concentration- compactness principle. In this paper, we establish the asymptotic estimates on the diameters of the stars with small rotation. The novelty of this paper is that a direct and concise definition of slowly rotating stars is given, different from the case with given angular momentum law, and the most general fluids are considered.
文摘Abstract For a holomorphic function f defined on a strongly pseudo-convex domain in Cn such that it has only isolated critical points, we define a twisted Cauchy-Riemann operator -δτf :-δ+τδf∧. We will give an asymptotic estimate of the corresponding harmonic forms as T tends to infinity. This asymptotic estimate is used to recover the residue pairing of the singularity defined by f.
基金supported by National Natural Science Foundation of China(11871006).
文摘This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conjugate differential operator P_(r)(D)induced by■Also,the modulus of continuity of the r-th derivative,or r-th self-conjugate differential,does not exceed a given modulus of continuityω.Then we obtain the asymptotic results,especially for the case p=∞,1≤q≤∞.
基金Supported by Shandong Provincial Natural Science Foundation of China(Grant No.ZR2021MA003,ZR2020MA020).
文摘This paper deals with a homogeneous Neumann initial-boundary problem of a 4th-order parabolic equation modeling epitaxial growth of thin film. We determine the classification of initial energy on the existence of blow-up, global existence and extinction of solutions by using the potential well method and the auxiliary function method.Moreover, asymptotic estimates on global solution and extinction solution are studied,respectively.
基金Supported by the Fundamental Research Funds for the Central UniversitiesMajor Project of the National Social Science Foundation of China(13&ZD163)Zhejiang Provincial Natural Science Foundation(LY13A010001 and LY17A010016)
文摘Portfolio selection is an important issue in finance and it involves the balance between risk and return. This paper investigates portfolio selection under Mean-CVa R model in a nonparametric framework with α-mixing data as financial data tends to be dependent. Many works have provided some insight into the performance of portfolio selection from the aspects of data and simulation while in this paper we concentrate on the asymptotic behaviors of the optimal solutions and risk estimation in theory.
文摘We aim to find the eigenvalues and eigenfunctions of the barrier potential case for Strum-Liouville operator on the finite interval [0,π] when λ > 0. Generally, the eigenvalue problem for the Sturm-Liouville operator is often solved by using integral equations, which are sometimes complex to solve, and difficulties may arise in computing the boundary values. Considering the said complexity, we have successfully developed a technique to give the asymptotic formulae of the eigenvalue and the eigenfunction for Sturm-Liouville operator with barrier potential. The results are of significant interest in the field of quantum mechanics and atomic systems to observe discrete energy levels.
文摘In present paper, using some methods of approximation theory, the trace formulas for eigenvalues of a eigenvalue problem are calculated under the periodic condition and the decaying condition at x∞.
基金Supported by NSF of China(10171083),NSF of Fujian
文摘This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a smooth bounded domain in RN(N≥3), 0∈Ω, The result of asymptotic estimate of global solution depends on the best constant in Hardy inequality.
文摘Third order singulary perturbed boundary value problem by means of differential inequality theories is studied. Based on the given results of second order nonlinear boundary value problem, the upper and lower solutions method of third order nonlinear boundary value problems by making use of Volterra type integral operator was established. Specific upper and lower solutions were constructed, and existence and asymptotic estimates of solutions under suitable conditions were obtained. The result shows that it seems to be new to apply these techniques to solving these kinds of third order singularly perturbed boundary value problem. An example is given to demonstrate the applications.
文摘In this paper the existence of solutions of the singularly perturbed boundary value problems on infinite interval for the second order nonlinear equation containing a small parameterε>0,εy'=f(x,y,y'),y'(0)=a,y(∞)=βis examined,where are constants,and i=0,1.Moreover,asymptotic estimates of the solutions for the above problems are given.
文摘A time series x(t), t≥1, is said to be an unstable ARMA process if x(t) satisfies an unstableARMA model such asx(t)=a_1x(t-1)+a_2x(t-2)+…+a_8x(t-s)+w(t)where w(t) is a stationary ARMA process; and the characteristic polynomial A(z)=1-a_1z-a_2z^2-…-a_3z^3 has all roots on the unit circle. Asymptotic behavior of sum form 1 to n (x^2(t)) will be studied by showing somerates of divergence of sum form 1 to n (x^2(t)). This kind of properties Will be used for getting the rates of convergenceof least squares estimates of parameters a_1, a_2,…, a_?
基金The talent research fund launched (3004-893325) of Dalian University of Technologythe NNSF (10271049) of China.
文摘This article concerded with a semiparametric generalized partial linear model (GPLM) with the type Ⅱ censored data. A sieve maximum likelihood estimator (MLE) is proposed to estimate the parameter component, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically normal and efficient, and the estimator of the nonparametric function has an optimal convergence rate.
基金the National Natural Science Foundation of China Grant 10261002
文摘In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on the quaternionic Heisenberg group. Moreover a Martin compactification of the quaternionic Heisenberg group is constructed, and we prove that the Martin boundary of this group is homeomorphic to the unit ball in the quaternionic field.
文摘In this paper, we study Robin boundary vlaue problem for third order equation εx'' = f(t, x, x', ω(ε)x', ε), x(0) = A, a1x'(0) - a2x'(0) = B, b1x'(1) +b2x'(1) = C. By means of upper and lower solutions method, and the existenceand asymptotic estimation of solution are established.
文摘This paper deals with the estimation in nonparametrio regression model.Sincethe conditional mean is sensitive to the tail behavior of the conditional distributionof the model,instead conditional median is considered.For estimation of theconditional median,the sequence of the nearest neighbor estimators is shown to beasymptotio normal and consistent.
基金This research is supported by Youth Science Foundation of Beijing Normal University.
文摘In the distribution family with common support and the one side truncated distribution family, Bickle, I. A. Ibragimov and R. Z. Hasminskii proved two important convolution theorems. As to the two-side truncated case, we also proved a convolution theorem, which plays an extraordinary role in the efficiency theory. In this paper, we will study another kind of two-side truncated distribution family, and prove a convolution result with normal form. On the basis of this convolution result, a new kind of efficiency concept is given; meanwhile, we will show that MLE is an efficient estimate in this distribution family.
文摘Consider the model Y=Xτβ+g(T)+ε. Here g is a smooth but unknown function, β is a k×1 parameter vector to be estimated and ε, is an random error with mean 0 and variance σ2. The asymptotically efficient estimator of β is constructed on the basis of the model Yi=Xτiβ+g(Ti)+εi, i=1,…,n, when the density functions of (X,T) and ε are known or unknown.Finally, an asymptotically normal estimator of σ2 is given.
基金Supported by the National Natural Science Foundation of China(No.11271155,11371168,J1310022,11501241)Natural Science Foundation of Jilin Province(20150520053JH)Science and Technology Research Program of Education Department in Jilin Province for the 12th Five-Year Plan(440020031139)
文摘In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.
基金Supported by National Natural Science Foundation of China (Grant No. 10871177)Specialized Research Fund for Doctor Program of Higher Education (Grant No. 20060335032)
文摘In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and constant premium rate, we establish a uniform simple asymptotic formula for ruin probability of the renewal model in the case where the initial surplus is large.