A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differen...A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved展开更多
This paper considers diffusion processes {X^(?)(t)} on R^2, which are perturbations of dynamical system {X(t)} (dX(t)=b(X(t))dt) on R^2. By means of weak convergence of probability measures, the authors characterize t...This paper considers diffusion processes {X^(?)(t)} on R^2, which are perturbations of dynamical system {X(t)} (dX(t)=b(X(t))dt) on R^2. By means of weak convergence of probability measures, the authors characterize the limit behavior for empirical measures of {X^(?)(t)} in a neighborhood domain of saddle point of the dynamical system as the perturbations tend to zero.展开更多
In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit techni...In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study.展开更多
We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.
In this article, we prove upper large deviations for the empirical measure generated by stationary mixing random sequence under some suitable assumptions and upper large deviations for the mixing random sequence.
This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete ev...This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete events that are not represented in the primary sequences. One novel feature is that in lieu of the usual scaling in empirical measure sequences, the authors consider scaling in both space and time, which leads to new limit results. Under broad conditions, it is shown that a scaled sequence of the empirical measure converges weakly to a number of Brownian bridges modulated by a continuous-time Markov chain. Ramifications and special cases are also considered.展开更多
We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small para...We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.展开更多
Let(λ_(1),...,λ_(n)) be β-Laguerre ensembles with parametersβ,p,n and μ_(n):=1/n∑^(n)_(i=1)δ_(Xi) with for 1≤i≤n.In this paper,asβvaries and satisfies lim_(n→∞)log n/βn=0,we offer a modified Marchenko-Pas...Let(λ_(1),...,λ_(n)) be β-Laguerre ensembles with parametersβ,p,n and μ_(n):=1/n∑^(n)_(i=1)δ_(Xi) with for 1≤i≤n.In this paper,asβvaries and satisfies lim_(n→∞)log n/βn=0,we offer a modified Marchenko-Pastur,law or semicircle law as the weak limits for the sequence μ_(n) when lim_(n→∞)n/p=γ∈(0,1]or lim_(n→∞)n/p=0,respectively.This recovers some well-known results.Moreover,we give a full large deviation principle of μ_(n) with speed βn^(2) and good rate function I_(γ) under the same condition to characterize the speed of the convergence.The minimizer of I_(γ) is a modified Marchenko-Pastur law forγ∈(0,1]and the semicircle law forγ=0.展开更多
IEEE 802.11p/DSRC (Dedicated Short Range Communication) is considered to be a promising wireless communication standard for enhancing transportation safety and efficiency. However, IEEE 802.11p-based Vehicle- to-Veh...IEEE 802.11p/DSRC (Dedicated Short Range Communication) is considered to be a promising wireless communication standard for enhancing transportation safety and efficiency. However, IEEE 802.11p-based Vehicle- to-Vehicle (V2V) communication is still unreliable because of the complicating factors of high vehicle speed and complex radio environments. In this paper, we performed a data-based evaluation of V2V communication reliability, using real-world measurements in a typical urban expressway in Beijing. With respect to the characteristics of the urban expressway and our experimental data, we found road slope and traffic density to be the major environmental factors having a significant impact on the V2V communication's Line-Of-Sight (LOS) conditions. On the basis of these two factors, we propose a fuzzy classification method for the LOS conditions, and separate the real- time communication environments into different LOS cases. For each LOS case, we quantify the metrics as received signal strength indication, packet delivery rate, and communication latency. The results reveal that the communication reliability in urban expressways is very unstable because of the changing LOS conditions. This study provides a useful reference for the IEEE 802.11 p-based cooperative systems in urban expressways.展开更多
The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, und...The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, under somewhat weaker assumptions than those of Bryc,the author extends Bryc's results by taking the finer topology which is generated by the integralsover bounded measurable functions.展开更多
文摘A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved
基金Partially supported by the National Natural Science Foundation of China
文摘This paper considers diffusion processes {X^(?)(t)} on R^2, which are perturbations of dynamical system {X(t)} (dX(t)=b(X(t))dt) on R^2. By means of weak convergence of probability measures, the authors characterize the limit behavior for empirical measures of {X^(?)(t)} in a neighborhood domain of saddle point of the dynamical system as the perturbations tend to zero.
文摘In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study.
基金supported by the National Natural Science Foundation of China(11171262)the Specialized Research Fund for the Doctoral Program of Higher Education (200804860048)
文摘We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.
基金The NSF (10571073) of China985 Program of Jilin University
文摘In this article, we prove upper large deviations for the empirical measure generated by stationary mixing random sequence under some suitable assumptions and upper large deviations for the mixing random sequence.
基金supported by the Air Force Office of Scientific Research under Grant No.FA9550-15-1-0131
文摘This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete events that are not represented in the primary sequences. One novel feature is that in lieu of the usual scaling in empirical measure sequences, the authors consider scaling in both space and time, which leads to new limit results. Under broad conditions, it is shown that a scaled sequence of the empirical measure converges weakly to a number of Brownian bridges modulated by a continuous-time Markov chain. Ramifications and special cases are also considered.
基金The authors would like to thank the referees for providing many helpful comments and suggestions. Research of the second author was supported in part by the National Natural Science Foundation of China (Grant No. 11171024).
文摘We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.
基金Supported by NSFC(Grant Nos.12171038,11871008)the National Key R&D Program of China(Grant No.2020YFA0712900)985 Projects。
文摘Let(λ_(1),...,λ_(n)) be β-Laguerre ensembles with parametersβ,p,n and μ_(n):=1/n∑^(n)_(i=1)δ_(Xi) with for 1≤i≤n.In this paper,asβvaries and satisfies lim_(n→∞)log n/βn=0,we offer a modified Marchenko-Pastur,law or semicircle law as the weak limits for the sequence μ_(n) when lim_(n→∞)n/p=γ∈(0,1]or lim_(n→∞)n/p=0,respectively.This recovers some well-known results.Moreover,we give a full large deviation principle of μ_(n) with speed βn^(2) and good rate function I_(γ) under the same condition to characterize the speed of the convergence.The minimizer of I_(γ) is a modified Marchenko-Pastur law forγ∈(0,1]and the semicircle law forγ=0.
基金partially supported by the National Key Basic Research and Development (973) Program of China (No. 2012CB725405)the National Natural Science Foundation of China (No. 61273238)
文摘IEEE 802.11p/DSRC (Dedicated Short Range Communication) is considered to be a promising wireless communication standard for enhancing transportation safety and efficiency. However, IEEE 802.11p-based Vehicle- to-Vehicle (V2V) communication is still unreliable because of the complicating factors of high vehicle speed and complex radio environments. In this paper, we performed a data-based evaluation of V2V communication reliability, using real-world measurements in a typical urban expressway in Beijing. With respect to the characteristics of the urban expressway and our experimental data, we found road slope and traffic density to be the major environmental factors having a significant impact on the V2V communication's Line-Of-Sight (LOS) conditions. On the basis of these two factors, we propose a fuzzy classification method for the LOS conditions, and separate the real- time communication environments into different LOS cases. For each LOS case, we quantify the metrics as received signal strength indication, packet delivery rate, and communication latency. The results reveal that the communication reliability in urban expressways is very unstable because of the changing LOS conditions. This study provides a useful reference for the IEEE 802.11 p-based cooperative systems in urban expressways.
基金Project supported by the National Natural Science Foundation of China
文摘The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, under somewhat weaker assumptions than those of Bryc,the author extends Bryc's results by taking the finer topology which is generated by the integralsover bounded measurable functions.