A hierarchy of Liouville integrable finite-dimensional Hamiltonian systems whose Hamiltonian phase flows commute with each other is generated and an infinite number of involutive explicit common integrals of motion an...A hierarchy of Liouville integrable finite-dimensional Hamiltonian systems whose Hamiltonian phase flows commute with each other is generated and an infinite number of involutive explicit common integrals of motion and a set of its involutive explicit generators are given.展开更多
In work, dynamics of the spherical loaded clots is studied. For the self-coordinated description of non-stationary processes model representation of potential, obviously time-dependent and allowing construction moveme...In work, dynamics of the spherical loaded clots is studied. For the self-coordinated description of non-stationary processes model representation of potential, obviously time-dependent and allowing construction movement integral is used. Classical and quantum tasks are considered.展开更多
We obtain new upper tail probabilities of m-times integrated Brownian motions under the uniform norm and the Lp norm. For the uniform norm, Talagrand's approach is used, while for the Lp norm, Zolotare's appro...We obtain new upper tail probabilities of m-times integrated Brownian motions under the uniform norm and the Lp norm. For the uniform norm, Talagrand's approach is used, while for the Lp norm, Zolotare's approach together with suitable metric entropy and the associated small ball probabilities are used. This proposed method leads to an interesting and concrete connection between small ball probabilities and upper tail probabilities(large ball probabilities) for general Gaussian random variables in Banach spaces. As applications,explicit bounds are given for the largest eigenvalue of the covariance operator, and appropriate limiting behaviors of the Laplace transforms of m-times integrated Brownian motions are presented as well.展开更多
Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This exten...Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm（t） is also obtained.展开更多
文摘A hierarchy of Liouville integrable finite-dimensional Hamiltonian systems whose Hamiltonian phase flows commute with each other is generated and an infinite number of involutive explicit common integrals of motion and a set of its involutive explicit generators are given.
文摘In work, dynamics of the spherical loaded clots is studied. For the self-coordinated description of non-stationary processes model representation of potential, obviously time-dependent and allowing construction movement integral is used. Classical and quantum tasks are considered.
基金supported by the Simons Foundation(Grant No.246211)
文摘We obtain new upper tail probabilities of m-times integrated Brownian motions under the uniform norm and the Lp norm. For the uniform norm, Talagrand's approach is used, while for the Lp norm, Zolotare's approach together with suitable metric entropy and the associated small ball probabilities are used. This proposed method leads to an interesting and concrete connection between small ball probabilities and upper tail probabilities(large ball probabilities) for general Gaussian random variables in Banach spaces. As applications,explicit bounds are given for the largest eigenvalue of the covariance operator, and appropriate limiting behaviors of the Laplace transforms of m-times integrated Brownian motions are presented as well.
基金Project supported by the National Natural Science Foundation of China (No.10131040)the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).
文摘Let {Xm（t）, t∈R＋} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm （LIL） for Xm（t） is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm（t） is also obtained.
