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.
It is proved that the semilinear elliptic problem with zero boundary value -Δ u=λu-|u| q-1 u has a changing sign solution, as q∈(0,1) and λ>λ 2 , where λ 2 is the second eigenvalue of the ...It is proved that the semilinear elliptic problem with zero boundary value -Δ u=λu-|u| q-1 u has a changing sign solution, as q∈(0,1) and λ>λ 2 , where λ 2 is the second eigenvalue of the operator -Δ in the space H 1 0(Ω).展开更多
Two results about the multiplicity of nontrivial periodic bouncing solutions for sublinear damped vibration systems-x=g(t)x+f(t,x) are obtained via the Generalized Nonsmooth Saddle Point Theorem and a technique establ...Two results about the multiplicity of nontrivial periodic bouncing solutions for sublinear damped vibration systems-x=g(t)x+f(t,x) are obtained via the Generalized Nonsmooth Saddle Point Theorem and a technique established by Wu Xian and Wang Shaomin.Both of them imply the condition "f≥0" required in some previous papers can be weakened,furthermore,one of them also implies the condition about ■F(t,x)/■t required in some previous papers,such as "|■F(t,x)/■t|=σ_(0)F(t,x)" and "|■F(t,x)/■t|≤C(1+F(t,x))", is unnecessary,where F(t,x):=∫_(0)~xf(t,x)ds,and σ_(0),C are positive constants.展开更多
We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster poin...We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster point of the empirical averages.Next,we consider sublinear expectations on a Polish space,and show that for each constantμ∈[μ,μ^(-)],there exists a probability P_(μ)∈Θsuch thatlim_(n→∞)ξ_(n)=μ,P_(μ-a.s.,(0.1))supposing thatΘis weakly compact and.Under the same conditions,we obtain a generalization of(0.1)in the product space with replaced by.Here is a Borel measurable function on,.Finally,we characterize the triviality of the tail-algebra of the i.i.d.random variables under a sublinear expectation.展开更多
This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)...This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)^(n)X_(i)Y_(i),1/α√n∑_(i=1)^(n)X_(i))}_(n=1)^(∞)converges in distribution to L_(1),where L_(t=(ε_(t),η_(t),ζ_(t))),t∈[0,1],is a multidimensional nonlinear Lévy process with an uncertainty■set as a set of Lévy triplets.This nonlinear Lévy process is characterized by a fully nonlinear and possibly degenerate partial integro-differential equation(PIDE){δ_(t)u(t,x,y,z)-sup_(F_(μ),q,Q)∈■{∫_(R^(d)δλu(t,x,y,z)(dλ)with.To construct the limit process,we develop a novel weak convergence approach based on the notions of tightness and weak compactness on a sublinear expectation space.We further prove a new type of Lévy-Khintchine representation formula to characterize.As a byproduct,we also provide a probabilistic approach to prove the existence of the above fully nonlinear degenerate PIDE.展开更多
In this paper some oscillation criteria are established for equation [q(t)y'] +a(t)f(y) = 0, where a(t) is not assumed to be non-negative and f(y) is nodecreasing in y, and yf(y) > 0 for y≠0, f(y) also satisf...In this paper some oscillation criteria are established for equation [q(t)y'] +a(t)f(y) = 0, where a(t) is not assumed to be non-negative and f(y) is nodecreasing in y, and yf(y) > 0 for y≠0, f(y) also satisfics a sublinear condition, q(t) is a positive function on [0, ). These results extend earlier oscillation theorems of Philos and Wong.展开更多
This paper mainly studies the existence of positive solutions of singular sub-linear boundary value problems concerning the generalized Emden-Fowler equations. Anecessary and sufficient condition for the existence of ...This paper mainly studies the existence of positive solutions of singular sub-linear boundary value problems concerning the generalized Emden-Fowler equations. Anecessary and sufficient condition for the existence of positive solutions to this problemhas been obtained by using the method of lower and upper solutions with the fixed poilltt heorems.展开更多
In this paper, we prove that for a sublinear expectation E[·] defined on L2(Ω, F, P ), the following statements are equivalent: (i) E is a minimal member of the set of all sublinear expectations defined on L2(Ω...In this paper, we prove that for a sublinear expectation E[·] defined on L2(Ω, F, P ), the following statements are equivalent: (i) E is a minimal member of the set of all sublinear expectations defined on L2(Ω, F, P ); (ii) E is linear; (iii) the two-dimensional Jensen's inequality for E holds. Furthermore, we prove a sandwich theorem for subadditive expectation and superadditive expectation.展开更多
In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.
The alternating direction method of multipliers(ADMM)is widely used in solving structured convex optimization problems.Despite its success in practice,the convergence of the standard ADMM for minimizing the sum of N(N...The alternating direction method of multipliers(ADMM)is widely used in solving structured convex optimization problems.Despite its success in practice,the convergence of the standard ADMM for minimizing the sum of N(N≥3)convex functions,whose variables are linked by linear constraints,has remained unclear for a very long time.Recently,Chen et al.(Math Program,doi:10.1007/s10107-014-0826-5,2014)provided a counter-example showing that the ADMM for N≥3 may fail to converge without further conditions.Since the ADMM for N≥3 has been very successful when applied to many problems arising from real practice,it is worth further investigating under what kind of sufficient conditions it can be guaranteed to converge.In this paper,we present such sufficient conditions that can guarantee the sublinear convergence rate for the ADMM for N≥3.Specifically,we show that if one of the functions is convex(not necessarily strongly convex)and the other N-1 functions are strongly convex,and the penalty parameter lies in a certain region,the ADMM converges with rate O(1/t)in a certain ergodic sense and o(1/t)in a certain non-ergodic sense,where t denotes the number of iterations.As a by-product,we also provide a simple proof for the O(1/t)convergence rate of two-blockADMMin terms of both objective error and constraint violation,without assuming any condition on the penalty parameter and strong convexity on the functions.展开更多
An existence theorem for the solution to the equation -△u+b(x)u=f(x,u),in R^N is given by means of variational method where b(x)→∞,as丨x丨→∞ and f(x,s)has linear growth in s at infinity and sublinear growth in s ...An existence theorem for the solution to the equation -△u+b(x)u=f(x,u),in R^N is given by means of variational method where b(x)→∞,as丨x丨→∞ and f(x,s)has linear growth in s at infinity and sublinear growth in s at zero.For a special case,some multiplicity result is proved.展开更多
In this paper,we prove the existence of multiple periodic solutionsfor a class of singular Hamiltonian systems with sublinear terms via variationalmethods.
In this note, the authors survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the ...In this note, the authors survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity property, the authors prove that convergence in capacity is stronger than convergence in distribution,and give some equivalent characterizations of convergence in distribution. In addition,they give a dominated convergence theorem under sublinear expectations, which may have its own interest.展开更多
This study establishes the boundedness of sublinear operators on block spaces built on Banach function spaces. These results are used to study the boundedness of the Marcinkiewicz integrals, singular integral operator...This study establishes the boundedness of sublinear operators on block spaces built on Banach function spaces. These results are used to study the boundedness of the Marcinkiewicz integrals, singular integral operators and fractional integral operators with homogeneous kernels on block-type spaces.展开更多
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special versio...In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of large numbers. Finally, we present a strong law of large numbers for independent and identically distributed random variables under one-order type moment condition.展开更多
We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the...We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the existence for G-Lévy processes.We also introduce G-Poisson processes.展开更多
This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations,which improves the results presented by Song[15]and Fang et al.[3].
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This research is supported by NNSFC(1 9771 0 72 ) and ZNSF.And thanks to JNCASR in India Fortheir host when the firstauthor is
文摘It is proved that the semilinear elliptic problem with zero boundary value -Δ u=λu-|u| q-1 u has a changing sign solution, as q∈(0,1) and λ>λ 2 , where λ 2 is the second eigenvalue of the operator -Δ in the space H 1 0(Ω).
基金Supported by the National Natural Science Foundation of China (Grant No. 12171355)Elite Scholar Program in Tianjin University,P. R. China。
文摘Two results about the multiplicity of nontrivial periodic bouncing solutions for sublinear damped vibration systems-x=g(t)x+f(t,x) are obtained via the Generalized Nonsmooth Saddle Point Theorem and a technique established by Wu Xian and Wang Shaomin.Both of them imply the condition "f≥0" required in some previous papers can be weakened,furthermore,one of them also implies the condition about ■F(t,x)/■t required in some previous papers,such as "|■F(t,x)/■t|=σ_(0)F(t,x)" and "|■F(t,x)/■t|≤C(1+F(t,x))", is unnecessary,where F(t,x):=∫_(0)~xf(t,x)ds,and σ_(0),C are positive constants.
基金supported by National Key R&D Program of China(Grant Nos.2020YFA0712700,2018YFA0703901)NSFCs(Grant No.11871458)Key Research Program of Frontier Sciences,CAS(Grant No.QYZDBSSW-SYS017).
文摘We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster point of the empirical averages.Next,we consider sublinear expectations on a Polish space,and show that for each constantμ∈[μ,μ^(-)],there exists a probability P_(μ)∈Θsuch thatlim_(n→∞)ξ_(n)=μ,P_(μ-a.s.,(0.1))supposing thatΘis weakly compact and.Under the same conditions,we obtain a generalization of(0.1)in the product space with replaced by.Here is a Borel measurable function on,.Finally,we characterize the triviality of the tail-algebra of the i.i.d.random variables under a sublinear expectation.
基金supported by the National Key R&D Program of China(Grant No.2018YFA0703900)the National Natural Science Foundation of China(Grant No.11671231)+2 种基金the Qilu Young Scholars Program of Shandong Universitysupported by the Tian Yuan Projection of the National Natural Science Foundation of China(Grant Nos.11526205,11626247)the National Basic Research Program of China(973 Program)(Grant No.2007CB814900(Financial Risk)).
文摘This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)^(n)X_(i)Y_(i),1/α√n∑_(i=1)^(n)X_(i))}_(n=1)^(∞)converges in distribution to L_(1),where L_(t=(ε_(t),η_(t),ζ_(t))),t∈[0,1],is a multidimensional nonlinear Lévy process with an uncertainty■set as a set of Lévy triplets.This nonlinear Lévy process is characterized by a fully nonlinear and possibly degenerate partial integro-differential equation(PIDE){δ_(t)u(t,x,y,z)-sup_(F_(μ),q,Q)∈■{∫_(R^(d)δλu(t,x,y,z)(dλ)with.To construct the limit process,we develop a novel weak convergence approach based on the notions of tightness and weak compactness on a sublinear expectation space.We further prove a new type of Lévy-Khintchine representation formula to characterize.As a byproduct,we also provide a probabilistic approach to prove the existence of the above fully nonlinear degenerate PIDE.
文摘In this paper some oscillation criteria are established for equation [q(t)y'] +a(t)f(y) = 0, where a(t) is not assumed to be non-negative and f(y) is nodecreasing in y, and yf(y) > 0 for y≠0, f(y) also satisfics a sublinear condition, q(t) is a positive function on [0, ). These results extend earlier oscillation theorems of Philos and Wong.
基金supported by National Natural Science Foundation of China (Grant No.10771122)Natural Science Foundation of Shandong Province of China (Grant No.Y2006A08)National Basic Research Program of China (Grant No.2007CB814900)
文摘Under some weaker conditions,we give a central limit theorem under sublinear expectations,which extends Peng's central limit theorem.
文摘This paper mainly studies the existence of positive solutions of singular sub-linear boundary value problems concerning the generalized Emden-Fowler equations. Anecessary and sufficient condition for the existence of positive solutions to this problemhas been obtained by using the method of lower and upper solutions with the fixed poilltt heorems.
基金supported by National Basic Research Program of China (973 Program) (Grant No.2007CB814901) (Financial Risk)National Natural Science Foundation of China (Grant No. 10671111)
文摘In this paper, we prove that for a sublinear expectation E[·] defined on L2(Ω, F, P ), the following statements are equivalent: (i) E is a minimal member of the set of all sublinear expectations defined on L2(Ω, F, P ); (ii) E is linear; (iii) the two-dimensional Jensen's inequality for E holds. Furthermore, we prove a sandwich theorem for subadditive expectation and superadditive expectation.
基金Supported by NNSFC(Grant No.11371191)Jiangsu Province Basic Research Program(Natural Science Foundation)(Grant No.BK2012720)
文摘In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.
基金The research of S.-Q.Ma was supported in part by the Hong Kong Research Grants Council General Research Fund Early Career Scheme(No.CUHK 439513)The research of S.-Z.Zhang was supported in part by the National Natural Science Foundation(No.CMMI 1161242).
文摘The alternating direction method of multipliers(ADMM)is widely used in solving structured convex optimization problems.Despite its success in practice,the convergence of the standard ADMM for minimizing the sum of N(N≥3)convex functions,whose variables are linked by linear constraints,has remained unclear for a very long time.Recently,Chen et al.(Math Program,doi:10.1007/s10107-014-0826-5,2014)provided a counter-example showing that the ADMM for N≥3 may fail to converge without further conditions.Since the ADMM for N≥3 has been very successful when applied to many problems arising from real practice,it is worth further investigating under what kind of sufficient conditions it can be guaranteed to converge.In this paper,we present such sufficient conditions that can guarantee the sublinear convergence rate for the ADMM for N≥3.Specifically,we show that if one of the functions is convex(not necessarily strongly convex)and the other N-1 functions are strongly convex,and the penalty parameter lies in a certain region,the ADMM converges with rate O(1/t)in a certain ergodic sense and o(1/t)in a certain non-ergodic sense,where t denotes the number of iterations.As a by-product,we also provide a simple proof for the O(1/t)convergence rate of two-blockADMMin terms of both objective error and constraint violation,without assuming any condition on the penalty parameter and strong convexity on the functions.
基金This research is supported by N.N.S.F.C.and Z.N.S.F.
文摘An existence theorem for the solution to the equation -△u+b(x)u=f(x,u),in R^N is given by means of variational method where b(x)→∞,as丨x丨→∞ and f(x,s)has linear growth in s at infinity and sublinear growth in s at zero.For a special case,some multiplicity result is proved.
文摘In this paper,we prove the existence of multiple periodic solutionsfor a class of singular Hamiltonian systems with sublinear terms via variationalmethods.
基金supported by the National Natural Science Foundation of China(No.11771309)the Fundamental Research Funds for the Central Universities of China
文摘In this note, the authors survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity property, the authors prove that convergence in capacity is stronger than convergence in distribution,and give some equivalent characterizations of convergence in distribution. In addition,they give a dominated convergence theorem under sublinear expectations, which may have its own interest.
文摘This study establishes the boundedness of sublinear operators on block spaces built on Banach function spaces. These results are used to study the boundedness of the Marcinkiewicz integrals, singular integral operators and fractional integral operators with homogeneous kernels on block-type spaces.
基金Supported in part by the National Natural Science Foundation of China under Grant No.11371191Jiangsu Province Basic Research Program(Natural Science Foundation)under Grant No.BK2012720
文摘In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of large numbers. Finally, we present a strong law of large numbers for independent and identically distributed random variables under one-order type moment condition.
基金This work was supported by National Key R&D Program of China(Grant No.2018YFA0703900)National Natural Science Foundation of China(Grant No.11671231)+1 种基金Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.11526205 and 11626247)National Basic Research Program of China(973 Program)(Grant No.2007CB814900).
文摘We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the existence for G-Lévy processes.We also introduce G-Poisson processes.
基金This project is supported by National Key R&D Program of China(Grant No.2018YFA0703900)National Natural Science Foundation of China(Grant Nos.11601281,11671231).
文摘This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations,which improves the results presented by Song[15]and Fang et al.[3].