In this paper,we consider the derivatives of intersection local time for two independent d-dimensional symmetricα-stable processes X^(α) and X^(α)with respective indices α and α.We first study the sufficient cond...In this paper,we consider the derivatives of intersection local time for two independent d-dimensional symmetricα-stable processes X^(α) and X^(α)with respective indices α and α.We first study the sufficient condition for the existence of the derivatives,which makes us obtain the exponential integrability and H?lder continuity.Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin.Moreover,we also study the power variation of the derivatives.展开更多
Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetric...Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.展开更多
The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional ...The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional least squares estimators(CLSEs)of all the parameters involved in the Ornstein–Uhlenbeck process are proposed.We establish the consistency and the asymptotic distributions of our estimators asεgoes to 0 and n goes to∞simultaneously.展开更多
We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution co...We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.展开更多
A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properti...A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.展开更多
Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect...Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect to local time.展开更多
Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measur...Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.展开更多
Using approximation technique, we introduce the concepts of canonical extension and symmetrio integral for jump process and obtain some results in the chaotic form.
The alternating direction method of multipliers(ADMM)has been extensively investigated in the past decades for solving separable convex optimization problems,and surprisingly,it also performs efficiently for nonconvex...The alternating direction method of multipliers(ADMM)has been extensively investigated in the past decades for solving separable convex optimization problems,and surprisingly,it also performs efficiently for nonconvex programs.In this paper,we propose a symmetric ADMM based on acceleration techniques for a family of potentially nonsmooth and nonconvex programming problems with equality constraints,where the dual variables are updated twice with different stepsizes.Under proper assumptions instead of the socalled Kurdyka-Lojasiewicz inequality,convergence of the proposed algorithm as well as its pointwise iteration-complexity are analyzed in terms of the corresponding augmented Lagrangian function and the primal-dual residuals,respectively.Performance of our algorithm is verified by numerical examples corresponding to signal processing applications in sparse nonconvex/convex regularized minimization.展开更多
We discuss the symmetric quantum discord (SQD) for an arbitrary two-qubit state consisting of subsystems A and B and give the analysis formula of the symmetric quantum discord for the arbitrary two-qubit state. We a...We discuss the symmetric quantum discord (SQD) for an arbitrary two-qubit state consisting of subsystems A and B and give the analysis formula of the symmetric quantum discord for the arbitrary two-qubit state. We also give the optimization process of the symmetric quantum discord for some states and obtain the symmetric quantum discord. We compare the quantum discord (QD) with the symmetric quantum discord, and find that the symmetric quantum discord is greater than the quantum discord. We also find that the symmetric quantum discord can be unequal to the quantum discord when the right quantum discord (measure on subsystem B) is equal to the left quantum discord (measure on subsystem A).展开更多
The (e, 2e) triple-differential cross sections of Ag+ (4p, 4s) are calculated based on the three-body distorted-wave Born approximation considering post-collision interaction in coplanar symmetric geometry. The e...The (e, 2e) triple-differential cross sections of Ag+ (4p, 4s) are calculated based on the three-body distorted-wave Born approximation considering post-collision interaction in coplanar symmetric geometry. The energy of the outgoing electron is set to be 50, 70, 100, 200, 300,500, 700, and 1000 eV, and the intensity and splitting of forward and backward peaks are discussed in detail. Some new structures are observed around 15° and 85° for 4p and 4s orbitals. Structures in triple-differential cross sections at 15° are reported for the first time. A double-binary collision is proposed to explain the formation of such structures. The structures at 85° are also considered as the result of one kind of double-binary collision.展开更多
We establish sharp functional inequalities for time-changed symmetric α-stable processes on Rd with d≥1 and α∈(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, whe...We establish sharp functional inequalities for time-changed symmetric α-stable processes on Rd with d≥1 and α∈(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, when the time change is defined via the special function W(x)=(1+|x|)β with β>α we obtain optimal Nash-type inequalities, which in turn give us optimal upper bounds for the density function of the associated semigroups.展开更多
The drift parameter estimation problem of the complex Ornstein-Uhlenbeck process driven by a complexα-stable motion is considered.Based on discrete observations,an estimator of the unknown drift parameter is construc...The drift parameter estimation problem of the complex Ornstein-Uhlenbeck process driven by a complexα-stable motion is considered.Based on discrete observations,an estimator of the unknown drift parameter is constructed by using the least squares method.Moreover,the strong consistency and the asymptotic distribution of the least squares estimator are derived under some assumptions.展开更多
In this article, authors discuss the problem of uniform packing dimension of the image set of multiparameter stochastic processes without random uniform Holder condition, and obtain the uniform packing dimension of mu...In this article, authors discuss the problem of uniform packing dimension of the image set of multiparameter stochastic processes without random uniform Holder condition, and obtain the uniform packing dimension of multiparameter stable processes. If Z is a stable (N, d, α)-process and αN ≤ d, then the following holds with probability 1 Dim Z(E)=α Dim E for any Borel setE ∈B(R +^N), where Z(E)={x:E←t∈E,Z(t)=x}, Dim (E) denotes the packing dimension of E.展开更多
Let W =(W_t)_(t≥0) be a supercritical a-stable Dawson-Watanabe process(withα∈(0,2]) and f be a test function in the domain of-(-△)^(α/2) satisfying some integrability condition. Assuming the initial measure W_0 h...Let W =(W_t)_(t≥0) be a supercritical a-stable Dawson-Watanabe process(withα∈(0,2]) and f be a test function in the domain of-(-△)^(α/2) satisfying some integrability condition. Assuming the initial measure W_0 has a finite positive moment, we determine the long-time asymptotic of arbitrary order of W_t(f). In particular, it is shown that the local behavior of Wt in long-time is completely determined by the asymptotic of the total mass W_t(1), a global characteristic.展开更多
Based on the quantile regression,we extend Koenker and Xiao(2004)and Ling and McAleer(2004)'s works from nite-variance innovations to in nite-variance innovations.A robust t-ratio statistic to test for unit-root a...Based on the quantile regression,we extend Koenker and Xiao(2004)and Ling and McAleer(2004)'s works from nite-variance innovations to in nite-variance innovations.A robust t-ratio statistic to test for unit-root and a re-sampling method to approximate the critical values of the t-ratio statistic are proposed in this paper.It is shown that the limit distribution of the statistic is a functional of stable processes and a Brownian bridge.The nite sample studies show that the proposed t-ratio test always performs signi cantly better than the conventional unit-root tests based on least squares procedure,such as the Augmented Dick Fuller(ADF)and Philliphs-Perron(PP)test,in the sense of power and size when in nitevariance disturbances exist.Also,quantile Kolmogorov-Smirnov(QKS)statistic and quantile Cramer-von Mises(QCM)statistic are considered,but the nite sample studies show that they perform poor in power and size,respectively.An application to the Consumer Price Index for nine countries is also presented.展开更多
基金Supported by National Natural Science Foundation of China(Grant Nos.12071003,12201294)Natural Science Foundation of Jiangsu Province,China(Grant No.BK20220865)。
文摘In this paper,we consider the derivatives of intersection local time for two independent d-dimensional symmetricα-stable processes X^(α) and X^(α)with respective indices α and α.We first study the sufficient condition for the existence of the derivatives,which makes us obtain the exponential integrability and H?lder continuity.Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin.Moreover,we also study the power variation of the derivatives.
基金supported by National Key R&D Program of China(Grant No.2018YFF01012600)National Natural Science Foundation of China(Grant No.61701021)Fundamental Research Funds for the Central Universities(Grant No.FRF-TP-19-006A3).
文摘Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.
基金Key Natural Science Foundation of Anhui Education Commission,China(No.KJ2017A568)Natural Science Foundation of Anhui Province,China(No.1808085MA02)+1 种基金Quality Engineering Project of Anhui Province,China(No.2019jyxm0476)Quality Engineering Project of Bengbu University,China(No.2018JYXML8)。
文摘The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional least squares estimators(CLSEs)of all the parameters involved in the Ornstein–Uhlenbeck process are proposed.We establish the consistency and the asymptotic distributions of our estimators asεgoes to 0 and n goes to∞simultaneously.
基金Supported by the Science and Technology Research Projects of Hubei Provincial Department of Education(B2022077)。
文摘We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.
文摘A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.
文摘Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect to local time.
基金Supported by NNSF of China (10001020 and 10471003), Foundation for Authors Awarded Excellent Ph.D.Dissertation
文摘Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.
基金Supported in part by National Natural Science Foundation of China.
文摘Using approximation technique, we introduce the concepts of canonical extension and symmetrio integral for jump process and obtain some results in the chaotic form.
基金supported by the National Natural Science Foundation of China(Grant Nos.12001430,11801455,11971238)by the Guangdong Basic and Applied Basic Research Foundation(Grant No.2023A1515012405)+4 种基金by the Shanxi Fundamental Science Research Project for Mathematics and Physics(Grant No.22JSQ001)by the Sichuan Science and Technology Program(Grant No.2023NSFSC1922)by the Innovation Team Funds of China West Normal University(Grant No.KCXTD2023-3)by the Fundamental Research Funds of China West Normal University(Grant No.23kc010)by the Open Project of Key Laboratory(Grant No.CSSXKFKTM202004),School of Mathematical Sciences,Chongqing Normal University.
文摘The alternating direction method of multipliers(ADMM)has been extensively investigated in the past decades for solving separable convex optimization problems,and surprisingly,it also performs efficiently for nonconvex programs.In this paper,we propose a symmetric ADMM based on acceleration techniques for a family of potentially nonsmooth and nonconvex programming problems with equality constraints,where the dual variables are updated twice with different stepsizes.Under proper assumptions instead of the socalled Kurdyka-Lojasiewicz inequality,convergence of the proposed algorithm as well as its pointwise iteration-complexity are analyzed in terms of the corresponding augmented Lagrangian function and the primal-dual residuals,respectively.Performance of our algorithm is verified by numerical examples corresponding to signal processing applications in sparse nonconvex/convex regularized minimization.
基金supported by the National Natural Science Foundation of China(Grant No.11174028)the Fundamental Research Funds for the Central Universities,China(Grant No.2011JBZ013)
文摘We discuss the symmetric quantum discord (SQD) for an arbitrary two-qubit state consisting of subsystems A and B and give the analysis formula of the symmetric quantum discord for the arbitrary two-qubit state. We also give the optimization process of the symmetric quantum discord for some states and obtain the symmetric quantum discord. We compare the quantum discord (QD) with the symmetric quantum discord, and find that the symmetric quantum discord is greater than the quantum discord. We also find that the symmetric quantum discord can be unequal to the quantum discord when the right quantum discord (measure on subsystem B) is equal to the left quantum discord (measure on subsystem A).
基金Project supported by the Natural Science Foundation of Shandong Province, China (Grant No. Q2008A07)
文摘The (e, 2e) triple-differential cross sections of Ag+ (4p, 4s) are calculated based on the three-body distorted-wave Born approximation considering post-collision interaction in coplanar symmetric geometry. The energy of the outgoing electron is set to be 50, 70, 100, 200, 300,500, 700, and 1000 eV, and the intensity and splitting of forward and backward peaks are discussed in detail. Some new structures are observed around 15° and 85° for 4p and 4s orbitals. Structures in triple-differential cross sections at 15° are reported for the first time. A double-binary collision is proposed to explain the formation of such structures. The structures at 85° are also considered as the result of one kind of double-binary collision.
文摘We establish sharp functional inequalities for time-changed symmetric α-stable processes on Rd with d≥1 and α∈(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, when the time change is defined via the special function W(x)=(1+|x|)β with β>α we obtain optimal Nash-type inequalities, which in turn give us optimal upper bounds for the density function of the associated semigroups.
基金Key Natural Science Foundation of Anhui Education Commission,China(No.KJ2017A568)Natural Science Foundation of Anhui Province,China(No.1808085MA02)Natural Science Foundation of Bengbu University,China(No.2018CXY045)
文摘The drift parameter estimation problem of the complex Ornstein-Uhlenbeck process driven by a complexα-stable motion is considered.Based on discrete observations,an estimator of the unknown drift parameter is constructed by using the least squares method.Moreover,the strong consistency and the asymptotic distribution of the least squares estimator are derived under some assumptions.
基金Supported by the National Natural Science Foundation of China.
文摘In this article, authors discuss the problem of uniform packing dimension of the image set of multiparameter stochastic processes without random uniform Holder condition, and obtain the uniform packing dimension of multiparameter stable processes. If Z is a stable (N, d, α)-process and αN ≤ d, then the following holds with probability 1 Dim Z(E)=α Dim E for any Borel setE ∈B(R +^N), where Z(E)={x:E←t∈E,Z(t)=x}, Dim (E) denotes the packing dimension of E.
文摘Let W =(W_t)_(t≥0) be a supercritical a-stable Dawson-Watanabe process(withα∈(0,2]) and f be a test function in the domain of-(-△)^(α/2) satisfying some integrability condition. Assuming the initial measure W_0 has a finite positive moment, we determine the long-time asymptotic of arbitrary order of W_t(f). In particular, it is shown that the local behavior of Wt in long-time is completely determined by the asymptotic of the total mass W_t(1), a global characteristic.
文摘Based on the quantile regression,we extend Koenker and Xiao(2004)and Ling and McAleer(2004)'s works from nite-variance innovations to in nite-variance innovations.A robust t-ratio statistic to test for unit-root and a re-sampling method to approximate the critical values of the t-ratio statistic are proposed in this paper.It is shown that the limit distribution of the statistic is a functional of stable processes and a Brownian bridge.The nite sample studies show that the proposed t-ratio test always performs signi cantly better than the conventional unit-root tests based on least squares procedure,such as the Augmented Dick Fuller(ADF)and Philliphs-Perron(PP)test,in the sense of power and size when in nitevariance disturbances exist.Also,quantile Kolmogorov-Smirnov(QKS)statistic and quantile Cramer-von Mises(QCM)statistic are considered,but the nite sample studies show that they perform poor in power and size,respectively.An application to the Consumer Price Index for nine countries is also presented.