In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function: Then we give the lim...In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function: Then we give the limiting distribution of MLE θn for 1 < min(α,β) < 2 and consider the Bahadur asymptotic estimator. Since the results depend only on α,β,C1,C2 and are independent of the concrete form of f(x), they have adaptability.展开更多
This paper studies the joint tail behavior of two randomly weighted sums∑_(i=1)^(m)Θ_(i)X_(i)and∑_(j=1)^(n)θ_(j)Y_(j)for some m,n∈N∪{∞},in which the primary random variables{X_(i);i∈N}and{Y_(i);i∈N},respectiv...This paper studies the joint tail behavior of two randomly weighted sums∑_(i=1)^(m)Θ_(i)X_(i)and∑_(j=1)^(n)θ_(j)Y_(j)for some m,n∈N∪{∞},in which the primary random variables{X_(i);i∈N}and{Y_(i);i∈N},respectively,are real-valued,dependent and heavy-tailed,while the random weights{Θi,θi;i∈N}are nonnegative and arbitrarily dependent,but the three sequences{X_(i);i∈N},{Y_(i);i∈N}and{Θ_(i),θ_(i);i∈N}are mutually independent.Under two types of weak dependence assumptions on the heavy-tailed primary random variables and some mild moment conditions on the random weights,we establish some(uniformly)asymptotic formulas for the joint tail probability of the two randomly weighted sums,expressing the insensitivity with respect to the underlying weak dependence structures.As applications,we consider both discrete-time and continuous-time insurance risk models,and obtain some asymptotic results for ruin probabilities.展开更多
This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covarianc...This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.展开更多
In this paper, we investigate the asymptotic behavior for the finite- and infinite-time ruin probabilities of a nonstandard renewal model in which the claims are identically distributed but not necessarily inde- pende...In this paper, we investigate the asymptotic behavior for the finite- and infinite-time ruin probabilities of a nonstandard renewal model in which the claims are identically distributed but not necessarily inde- pendent. Under the assumptions that the identical distribution of the claims belongs to the class of extended regular variation （ERV） and that the tails of joint distributions of every two claims are negligible compared to the tails of their margins, we obtain the precise approximations for the finite- and infinite-time ruin probabilities.展开更多
In this paper, we will compute the transfer matrices to find the eigenfrequenciesfor the vibrations of the general non-collinear Euler-Bernoulli or Timoshenko beamstructure with dissipative joints. We will allow the s...In this paper, we will compute the transfer matrices to find the eigenfrequenciesfor the vibrations of the general non-collinear Euler-Bernoulli or Timoshenko beamstructure with dissipative joints. We will allow the structure to be three dimensional,and thus we must consider all types of vibrations simulaneously, including longitudinaland torsional vibrations. The general structure considered will consist of any number ofbeams joined end to end to form a chain. Many, different kinds of dampers areallowed, even within the same structure. We also will allow different materials withinthe structure as well as different beam widths. We then will show. that asymptotic estimates can be used to find the eigenfrequencies approximately.展开更多
文摘In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function: Then we give the limiting distribution of MLE θn for 1 < min(α,β) < 2 and consider the Bahadur asymptotic estimator. Since the results depend only on α,β,C1,C2 and are independent of the concrete form of f(x), they have adaptability.
基金supported by the Humanities and Social Sciences Foundation of the Ministry of Education of China(Grant No.20YJA910006)Natural Science Foundation of Jiangsu Province of China(Grant No.BK20201396)+2 种基金supported by the Postgraduate Research and Practice Innovation Program of Jiangsu Province of China(Grant No.KYCX211939)supported by the Research Grants Council of Hong KongChina(Grant No.HKU17329216)。
文摘This paper studies the joint tail behavior of two randomly weighted sums∑_(i=1)^(m)Θ_(i)X_(i)and∑_(j=1)^(n)θ_(j)Y_(j)for some m,n∈N∪{∞},in which the primary random variables{X_(i);i∈N}and{Y_(i);i∈N},respectively,are real-valued,dependent and heavy-tailed,while the random weights{Θi,θi;i∈N}are nonnegative and arbitrarily dependent,but the three sequences{X_(i);i∈N},{Y_(i);i∈N}and{Θ_(i),θ_(i);i∈N}are mutually independent.Under two types of weak dependence assumptions on the heavy-tailed primary random variables and some mild moment conditions on the random weights,we establish some(uniformly)asymptotic formulas for the joint tail probability of the two randomly weighted sums,expressing the insensitivity with respect to the underlying weak dependence structures.As applications,we consider both discrete-time and continuous-time insurance risk models,and obtain some asymptotic results for ruin probabilities.
基金supported by an NSERC granta startup fund of University of Alberta
文摘This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.
基金Supported by the National Basic Research Program of China(973 Program)(No.2007CB814905)
文摘In this paper, we investigate the asymptotic behavior for the finite- and infinite-time ruin probabilities of a nonstandard renewal model in which the claims are identically distributed but not necessarily inde- pendent. Under the assumptions that the identical distribution of the claims belongs to the class of extended regular variation （ERV） and that the tails of joint distributions of every two claims are negligible compared to the tails of their margins, we obtain the precise approximations for the finite- and infinite-time ruin probabilities.
文摘In this paper, we will compute the transfer matrices to find the eigenfrequenciesfor the vibrations of the general non-collinear Euler-Bernoulli or Timoshenko beamstructure with dissipative joints. We will allow the structure to be three dimensional,and thus we must consider all types of vibrations simulaneously, including longitudinaland torsional vibrations. The general structure considered will consist of any number ofbeams joined end to end to form a chain. Many, different kinds of dampers areallowed, even within the same structure. We also will allow different materials withinthe structure as well as different beam widths. We then will show. that asymptotic estimates can be used to find the eigenfrequencies approximately.
