The parameters of principal and directional extrema in a marine environment are important in marine engineering design, especially for appropriate construction of oceanic platforms and other structures. When designing...The parameters of principal and directional extrema in a marine environment are important in marine engineering design, especially for appropriate construction of oceanic platforms and other structures. When designing wave walls and break water structures, the orientation of the breakwater or seawall depends mainly on the direction of the strongest waves. However, the strength of the breakwater and the elevation of the seawall depend on the magnitude of the biggest wave height of the strongest waves. Thus, identification of directional extrema plays an important role in the design of wave factors. When calculating the directional extremum, different materials may require different specific computational methods, yet few theoretical studies have been conducted in this field of research. Based on multivariate extremnm statistical theory, this paper utilizes a discrete random variable to build a joint probability model compounded by a discrete random variable and a multivariate continuous random variable. Furthermore, this paper provides the first investigation on the theories and methodologies to deduce wave directional extrema. The results provide tools for both creating the calculation method of the directional extremum value and providing the rational directional extremum parameters for marine engineering design.展开更多
Define the incremental fractional Brownian field with parameter H ∈ （0, 1） by ZH（τ, s） = BH（s-＋τ） - BH（S）, where BH（s） is a fractional Brownian motion with Hurst parameter H ∈ （0, 1）. We firstly deriv...Define the incremental fractional Brownian field with parameter H ∈ （0, 1） by ZH（τ, s） = BH（s-＋τ） - BH（S）, where BH（s） is a fractional Brownian motion with Hurst parameter H ∈ （0, 1）. We firstly derive the exact tail asymptoties for the maximum MH＊（T） = max（τ,s）∈[a,b]×[0,T] ZH（τ, s）/τH of the standardised fractional Brownian motion field, with any fixed 0 〈 a 〈 b 〈 ∞ and T 〉 0; and we, furthermore, extend the obtained result to the ease that T is a positive random variable independent of {BH（s）, s ≥ 0}. As a by-product, we obtain the Gumbel limit law for MH＊r（T） as T →∞.展开更多
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out...We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.展开更多
基金Supported by the National Natural Science Foundation of China (No. 40776006)Shanghai Typhoon Research Fund (No.2009ST05)
文摘The parameters of principal and directional extrema in a marine environment are important in marine engineering design, especially for appropriate construction of oceanic platforms and other structures. When designing wave walls and break water structures, the orientation of the breakwater or seawall depends mainly on the direction of the strongest waves. However, the strength of the breakwater and the elevation of the seawall depend on the magnitude of the biggest wave height of the strongest waves. Thus, identification of directional extrema plays an important role in the design of wave factors. When calculating the directional extremum, different materials may require different specific computational methods, yet few theoretical studies have been conducted in this field of research. Based on multivariate extremnm statistical theory, this paper utilizes a discrete random variable to build a joint probability model compounded by a discrete random variable and a multivariate continuous random variable. Furthermore, this paper provides the first investigation on the theories and methodologies to deduce wave directional extrema. The results provide tools for both creating the calculation method of the directional extremum value and providing the rational directional extremum parameters for marine engineering design.
基金supported by National Natural Science Foundation of China(Grant Nos.11326175 and 71471090)Natural Science Foundation of Zhejiang Province of China(Grant No.LQ14A010012)+2 种基金Research Start-up Foundation of Jiaxing University(Grant No.70512021)China Postdoctoral Science Foundation(Grant No.2014T70449)Natural Science Foundation of Jiangsu Province of China(Grant No.BK20131339)
文摘Define the incremental fractional Brownian field with parameter H ∈ （0, 1） by ZH（τ, s） = BH（s-＋τ） - BH（S）, where BH（s） is a fractional Brownian motion with Hurst parameter H ∈ （0, 1）. We firstly derive the exact tail asymptoties for the maximum MH＊（T） = max（τ,s）∈[a,b]×[0,T] ZH（τ, s）/τH of the standardised fractional Brownian motion field, with any fixed 0 〈 a 〈 b 〈 ∞ and T 〉 0; and we, furthermore, extend the obtained result to the ease that T is a positive random variable independent of {BH（s）, s ≥ 0}. As a by-product, we obtain the Gumbel limit law for MH＊r（T） as T →∞.
基金supported by National Natural Science Foundation of China(Grant No.11231005)
文摘We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.
