Asymptotic normality of error density estimator in stationary and explosive autoregressive models

In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors.

The Stochastic Asymptotic Stability Analysis in Two Species Lotka-Volterra Model

The asymptotic stability of two species stochastic Lotka-Volterra model is explored in this paper. Firstly, the Lotka-Volterra model with random parameter is built and reduced into the equivalent deterministic system by orthogonal polynomial approximation. Then, the linear stability theory and Routh-Hurwitz criterion for nonlinear deterministic systems are applied to the equivalent one. At last, at the aid of Lyapunov second method, we obtain that as the random intensity or statistical parameter of random variable is changed, the stability about stochastic Lotka-Volterra model is different from the deterministic system.

On the Asymptotic Stability of Discrete Crocodilians Model

The sex ratio of crocodiles is strongly biased towards females, often as high as 10 females to 1 male. In crocodilians, the temperature of egg incubation is the environmental factor determining sex. If the temperature is low, around 30˚C, the hatchlings are all females. Higher temperature, around 34˚C, hatch all males. This study was made to consider the asymptotic stability of a positive equilibrium point in a nonlinear discrete model of the basic nesting population model, which is described in three-region depending on the temperature of egg incubation. This model is based on key life-historical data and Murray’s research. To study above, we have applied the classical linearization method and P. Cull’s method and moreover, we employ non-standard discretization methods for later our Equations (6)-(8) and (15).

Asymptotic solution of a weak nonlinear model for the mid-latitude stationary wind field of a two-layer barotropic ocean

A weak nonlinear model of a two-layer barotropic ocean with Rayleigh dissipation is built.The analytic asymptotic solution is derived in the mid-latitude stationary wind field,and the physical meaning of the corresponding problem is discussed.

FLUID-SOLID COUPLING MATHEMATICAL MODEL OF CONTAMINANT TRANSPORT IN UNSATURATED ZONE AND ITS ASYMPTOTICAL SOLUTION

The process of contaminant transport is a problem of multicomponent and multiphase flow in unsaturated zone. Under the presupposition that gas existence affects water transport, a coupled mathematical model of contaminant transport in unsaturated zone has been established based on fluid_solid interaction mechanics theory. The asymptotical solutions to the nonlinear coupling mathematical model were accomplished by the perturbation and integral transformation method. The distribution law of pore pressure, pore water velocity and contaminant concentration in unsaturated zone has been presented under the conditions of with coupling and without coupling gas phase. An example problem was used to provide a quantitative verification and validation of the model. The asymptotical solution was compared with Faust model solution. The comparison results show reasonable agreement between asymptotical solution and Faust solution, and the gas effect and media deformation has a large impact on the contaminant transport. The theoretical basis is provided for forecasting contaminant transport and the determination of the relationship among pressure_saturation_permeability in laboratory.

ASYMPTOTIC NORMALITY OF PARAMETERSESTIMATION IN EV MODEL WITH REPLICATEDOBSERVATIONS

This paper based on the essay [1], studies in case that replicated observations are available in some experimental points., the parameters estimation of one dimensional linear errors-in-variables (EV) models. Asymptotic normality is established.

ASYMPTOTIC PROPERTIES OF ESTIMATORS IN PARTIALLY LINEAR SINGLE-INDEX MODEL FOR LONGITUDINAL DATA

In this article, a partially linear single-index model /or longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be estimated simultaneously by the proposed method while the feature of longitudinal data is considered. The existence, strong consistency and asymptotic normality of the estimators are proved under suitable conditions. A simulation study is conducted to investigate the finite sample performance of the proposed method. Our approach can also be used to study the pure single-index model for longitudinal data.

Asymptotic Behavior of a Stochastic SIRS Model with Non-linear Incidence and Levy Jumps

A stochastic susceptible-infective-recovered-susceptible( SIRS) model with non-linear incidence and Levy jumps was considered. Under certain conditions, the SIRS had a global positive solution. The stochastically ultimate boundedness of the solution of the model was obtained by using the method of Lyapunov function and the generalized Ito's formula. At last,asymptotic behaviors of the solution were discussed according to the value of R0. If R0< 1,the solution of the model oscillates around a steady state, which is the diseases free equilibrium of the corresponding deterministic model,and if R0> 1,it fluctuates around the endemic equilibrium of the deterministic model.

A class of asymptotic solution for the time delay wind field model of an ocean

A time delay model of a two-layer barotropic ocean with Rayleigh dissipation is built. Using the improved perturba- tion method, an analytic asymptotic solution of a better approximate degree is obtained in the mid-latitude wind field, and the physical meaning of the corresponding solution is also discussed.

Asymptotic solving method for a sea air oscillator model of atmospheric physics

In this paper, a class of coupled system for the E1 Nifio/La Nifia southern oscillation （ENSO） atmospheric physics oscillation model is considered. We propose an ENSO atmospheric physics model using a method from the asymptotic theory. It is indicated from the results that the asymptotic method can be used for analyzing the sea surface temperature anomaly and the thermocline depth anomaly of the atmosphere-ocean oscillation for the ENSO model in the equatorial Pacific.

The asymptotic stability analysis in stochastic logistic model with Poisson growth coefficient

The asymptotic stability of a discrete logistic model with random growth coefficient is studied in this paper. Firstly, the discrete logistic model with random growth coefficient is built and reduced into its deterministic equivalent system by orthogonal polynomial approximation. Then, the linear stability theory and the Jury criterion of nonlinear deterministic discrete systems are applied to the equivalent one. At last, by mathematical analysis, we find that the parameter interval for asymptotic stability of nontrivial equilibrium in stochastic logistic system gets smaller as the random intensity or statistical parameters of random variable is increased and the random parameter’s influence on asymptotic stability in stochastic logistic system becomes prominent.

Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims

Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval.

Some Asymptotic Properties for Multivariate Partially Linear Models

纸在独立错误下面认为 multivariate 是部分线性的模型，并且为参量的部件和 nonparametric 部件 F 调查 asymptotic 偏爱和变化协变性(洠 ?  ??

LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES

Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied.

Asymptotic Convergence to Steady-State Solutions for Solutions of the Initial Boundary Problem to a Simplified Hydrodynamic Model for Semiconductor

We studied the asymptotic behavior of solutions to the initial boundary value problem on the spatial interval [0,1] for a one-dimensional simplified gydrodynamic model for semiconductors wheng(t)→b *, and proved the unique global existence of smooth solutions to the initial boundary problem. We also show that the solutions converge to the corresponding steady-state solutions time-asymptotically by introducing the suitable shift functions.

Asymptotic Behavior of the Solutions to the One-Dimensional Nonisentropic Hydrodynamic Model for Semiconductors

In this paper, the asymptotic behavior of the global smooth solutions to the Cauchy problem for the one-dimensional nonisentropic Euler-Poisson （or full hydrodynamic） model for semiconductors, where the energy equation with non-zero thermal conductivity coefficient are contained, is discussed. The global existence of smooth solutions for the Cauchy problem with small perturbed initial data is proved. In particular, that the solutions converge to the corresponding stationary solutions exponentially fast as t → ∞ is showed.

Asymptotic stability of solutions to the nonisentropic hydrodynamic model for semiconductors

In this paper, the asymptotic stability of smooth solutions to the multidimensional nonisentropic hydrodynamic model for semiconductors is established, under the assumption that the initial data are a small perturbation of the stationary solutions for the thermal equilibrium state, whose proofs mainly depend on the basic energy methods.

Asymptotic Behavior and Stability of Stochastic SIR Model with Variable Diffusion Rates

In this paper, we propose random fluctuation on contact and recovery rates in deterministic SIR model with disease deaths in nonparametric manner and derive a new stochastic SIR model with distributed time delay and general diffusion coefficients. By analysis of the introduced model, we obtain the sufficient conditions for the regularity, existence and uniqueness of a global solution by means of Lyapunov function. Moreover, we also investigate the stochastic asymptotic stability of disease free equilibria and endemic equilibria of this model. Finally, we illustrate our general results by applications.

Asymptotic solution for EI Nino-southern oscillation of nonlinear model

A class of nonlinear coupled system for EI Nino-Southern Oscillation （ENSO） model is considered. Using the asymptotic theory and method of variational iteration, the asymptotic expansion of the solution for ENSO models is obtained.

Asymptotic Normality of Multi-Dimension Quasi Maximum Likelihood Estimate in Generalized Linear Models withAdaptive Design

We study the quasi likelihood equation in Generalized Linear Models（GLM） with adaptive design ∑（i=1）^n xi（yi-h（x＇iβ））=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.