RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS

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.

A SIGN CHANGING SOLUTION FOR ELLIPTIC EQUATION WITH SUBLINEAR TERM AT ORIGIN

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).

Multiplicity of Periodic Bouncing Solutions for Sublinear Damped Variation Systems via Nonsmooth Variational Methods

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.

A strong law of large numbers under sublinear expectations

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.

A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation

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.

OSCILLATION CRITERION FOR A CLASS OFSECOND ORDER SUBLINEAR DIFFERENTIALEQUATIONS

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.

A general central limit theorem under sublinear expectations

Under some weaker conditions,we give a central limit theorem under sublinear expectations,which extends Peng's central limit theorem.

POSITIVE SOLUTIONS OF SINGULAR SUBLINEAR SECOND ORDER BOUNDARY VALUE PROBLEMS

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.

The minimal sublinear expectations and their related properties

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.

向量值次线性算子的交换子在变指数Herz-Morrey空间上的加权估计

利用变指数A(p(·))权理论及广义BMO范数性质,我们证明了一类向量值次线性算子的交换子在加权变指数Herz-Morrey空间MK^(α)(·)λ_(q)(·)ω上的有界性,其中α(·),p(·)和q(·)均为变指数.

Multi-dimensional Central Limit Theorems and Laws of Large Numbers under Sublinear Expectations

In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.

On the Sublinear Convergence Rate of Multi-block ADMM

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.

The Existence Theorems for a Class of Sublinear Elliptic Equations in R^N

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.

A REMARK ON PERIODIC SOLUTIONS OF SINGULAR HAMILTONIAN SYSTEMS WITH SUBLINEAR TERMS

In this paper,we prove the existence of multiple periodic solutionsfor a class of singular Hamiltonian systems with sublinear terms via variationalmethods.

ON INDEFINITE SUBLINEAR ELLIPTIC EQUATIONS

1.IntroductionLetnCRN,N23,beasmoothboundeddomainandconsiderthesemilinearellipticequationswhereatbELoc(Q),AERIisaparameter.Itisasimplifiedmodelforsomeproblemsinpopulationdynamicsandinreaction-diffusionprocessess(seethereferencesof[1]).Bytheresultsof[...

Convergences of Random Variables Under Sublinear Expectations

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.

Sublinear operators on block-type spaces

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.

Some Inequalities and Limit Theorems Under Sublinear Expectations

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.

G-Lévy processes under sublinear expectations

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.

Convergence rate of Peng’s law of large numbers under sublinear expectations

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].