This paper deals with the preblem of existence and uniqueness of the stationary distributions (abbr., s. d.'s) for the processes constructed in [4] .The main results are stated in § 1. For the reader's co...This paper deals with the preblem of existence and uniqueness of the stationary distributions (abbr., s. d.'s) for the processes constructed in [4] .The main results are stated in § 1. For the reader's convenience we first restate the existence theorems (Theorem 1 and 2) of the processes given in [4]. Then two existence theorems (Theorem 3 and 4) and a uniqueness theorem (Theorem 5) for the s. d.'s of the processes are presented. The last result (Theorem 6), as an application of the previous ones, is about the Schlgl model which comes from nonequilibrium statisticali physics. The details of the proofs of Theorem 3—6 are given in § 2—4.展开更多
Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with ...Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.展开更多
Generalized method of moments based on probability generating function is considered. Estimation and model testing are unified using this approach which also leads to distribution free chi-square tests. The estimation...Generalized method of moments based on probability generating function is considered. Estimation and model testing are unified using this approach which also leads to distribution free chi-square tests. The estimation methods developed are also related to estimation methods based on generalized estimating equations but with the advantage of having statistics for model testing. The methods proposed overcome numerical problems often encountered when the probability mass functions have no closed forms which prevent the use of maximum likelihood (ML) procedures and in general, ML procedures do not lead to distribution free model testing statistics.展开更多
GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characte...GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characteristic function of other GMM procedures in the literature. The procedures are relatively simple to implement and are less simulation-oriented than simulated methods of inferences yet have the potential of good efficiencies for models with densities without closed form. The procedures also yield better estimators than method of moment estimators for models with more than three parameters as higher order sample moments tend to be unstable.展开更多
This paper is concerned with the fault detection(FD) problem for a class of discretetime stochastic systems with channel fadings, randomly occurring multiple communication delays,and infinitely distributed delays. A...This paper is concerned with the fault detection(FD) problem for a class of discretetime stochastic systems with channel fadings, randomly occurring multiple communication delays,and infinitely distributed delays. All of the three phenomena have the characteristics of randomly occurring and three sequences of stochastic variables which are mutually independent but obey the Bernoulli distribution are employed to describe them. The aim of this paper is to design an FD filter such that the FD dynamics is exponentially stable in the mean square and, at the same time, the error between the residual signal and the fault signal is made as small as possible. Intensive analysis is utilized to derive the sufficient conditions for the designed FD filter, which guarantees the exponential stability and the prescribed H∞ performance. FD filter parameters are obtained by solving a convex optimization problem. An illustrative example is provided to demonstrate the effectiveness of the FD design scheme.展开更多
In this paper, based on the recent results of Cozlan and Leonard we give optimal transportation- entropy inequalities for several usual distributions on R, such as Bernoulli, Binomial, Poisson, Gamma distributions and...In this paper, based on the recent results of Cozlan and Leonard we give optimal transportation- entropy inequalities for several usual distributions on R, such as Bernoulli, Binomial, Poisson, Gamma distributions and infinitely divisible distributions with positive or negative jumps.展开更多
This paper considers the leaderless consensus problem of linear time-invariant multi-agent systems with infinite distributed communication delays.A novel distributed low gain controller is proposed based on the soluti...This paper considers the leaderless consensus problem of linear time-invariant multi-agent systems with infinite distributed communication delays.A novel distributed low gain controller is proposed based on the solution to a parametric algebraic Riccati equation.It is shown via the newly developed Lyapunov-like method that not only the consensus of linear time-invariant multi-agent systems can be achieved exponentially under some mild assumptions but also an estimate of the exponential convergence rate of consensus is given in this work.The Lyapunovlike method is also extended to handle a special case of linear time-varying multi-agent systems.In addition,the obtained results include the results on the leaderless consensus of linear multiagent systems with bounded distributed communication delays as special cases.To the best of our knowledge,this is thefirst work that develops the Lyapunov-like method for the leaderless consensus problems of both time-invariant and time-varying linear multi-agent systems with infinite distributed communication delays.Finally,a numerical example is presented to illustrate the effectiveness of the proposed controller.展开更多
文摘This paper deals with the preblem of existence and uniqueness of the stationary distributions (abbr., s. d.'s) for the processes constructed in [4] .The main results are stated in § 1. For the reader's convenience we first restate the existence theorems (Theorem 1 and 2) of the processes given in [4]. Then two existence theorems (Theorem 3 and 4) and a uniqueness theorem (Theorem 5) for the s. d.'s of the processes are presented. The last result (Theorem 6), as an application of the previous ones, is about the Schlgl model which comes from nonequilibrium statisticali physics. The details of the proofs of Theorem 3—6 are given in § 2—4.
基金Supported by the National Natural Science Foundation of China(11071001)Supported by the NSF of Education Bureau of Anhui Province(KJ2009A005Z,KJ2010ZD02,2010SQRL159)+1 种基金Supported by the 211 Project of Anhui University(KJTD002B)Supported by the Natural Science Foundation of Anhui Province(1208085MA13)
文摘Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.
文摘Generalized method of moments based on probability generating function is considered. Estimation and model testing are unified using this approach which also leads to distribution free chi-square tests. The estimation methods developed are also related to estimation methods based on generalized estimating equations but with the advantage of having statistics for model testing. The methods proposed overcome numerical problems often encountered when the probability mass functions have no closed forms which prevent the use of maximum likelihood (ML) procedures and in general, ML procedures do not lead to distribution free model testing statistics.
文摘GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characteristic function of other GMM procedures in the literature. The procedures are relatively simple to implement and are less simulation-oriented than simulated methods of inferences yet have the potential of good efficiencies for models with densities without closed form. The procedures also yield better estimators than method of moment estimators for models with more than three parameters as higher order sample moments tend to be unstable.
基金supported in part by the National Natural Science Foundation of China under Grant Nos.61422301 and 61374127the Alexander von Humboldt Foundation of Germany and Youth Science Foundation of Daqing Normal University under Grant No.11ZR10
文摘This paper is concerned with the fault detection(FD) problem for a class of discretetime stochastic systems with channel fadings, randomly occurring multiple communication delays,and infinitely distributed delays. All of the three phenomena have the characteristics of randomly occurring and three sequences of stochastic variables which are mutually independent but obey the Bernoulli distribution are employed to describe them. The aim of this paper is to design an FD filter such that the FD dynamics is exponentially stable in the mean square and, at the same time, the error between the residual signal and the fault signal is made as small as possible. Intensive analysis is utilized to derive the sufficient conditions for the designed FD filter, which guarantees the exponential stability and the prescribed H∞ performance. FD filter parameters are obtained by solving a convex optimization problem. An illustrative example is provided to demonstrate the effectiveness of the FD design scheme.
基金Supported by the National Natural Science Foundation of China (No.11001208)the Fundamental Research Funds for the Central Universities
文摘In this paper, based on the recent results of Cozlan and Leonard we give optimal transportation- entropy inequalities for several usual distributions on R, such as Bernoulli, Binomial, Poisson, Gamma distributions and infinitely divisible distributions with positive or negative jumps.
基金supported by the Research Grants Council of the Hong Kong Special Administrative Region of China(CityU/11201120).
文摘This paper considers the leaderless consensus problem of linear time-invariant multi-agent systems with infinite distributed communication delays.A novel distributed low gain controller is proposed based on the solution to a parametric algebraic Riccati equation.It is shown via the newly developed Lyapunov-like method that not only the consensus of linear time-invariant multi-agent systems can be achieved exponentially under some mild assumptions but also an estimate of the exponential convergence rate of consensus is given in this work.The Lyapunovlike method is also extended to handle a special case of linear time-varying multi-agent systems.In addition,the obtained results include the results on the leaderless consensus of linear multiagent systems with bounded distributed communication delays as special cases.To the best of our knowledge,this is thefirst work that develops the Lyapunov-like method for the leaderless consensus problems of both time-invariant and time-varying linear multi-agent systems with infinite distributed communication delays.Finally,a numerical example is presented to illustrate the effectiveness of the proposed controller.