We prove a new Donsker’s invariance principle for independent and identically distributed random variables under the sub-linear expectation.As applications,the small deviations and Chung’s law of the iterated logari...We prove a new Donsker’s invariance principle for independent and identically distributed random variables under the sub-linear expectation.As applications,the small deviations and Chung’s law of the iterated logarithm are obtained.展开更多
We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the nat...We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the natural martingale Wn = Zn/E[Zn｜ξ], the convergence rates of W - Wn （by considering the convergence in law with a suitable norming, the almost sure convergence, the convergence in Lp, and the convergence in probability）, and limit theorems （such as central limit theorems, moderate and large deviations principles） on （log Zn）.展开更多
We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the converge...We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the convergence of the free energy n-llog Zn（t）, large deviation principles, and central limit theorems for the sequence of measures {Zn}, and a necessary and sufficient condition for the existence of moments of the limit of the martingale Zn（t）/E[Zn（t）ξ].展开更多
Let(Zn)be a supercritical branching process with immigration in an independent and identically distributed random environment.Under necessary moment conditions,we show the exact convergence rate in the central limit t...Let(Zn)be a supercritical branching process with immigration in an independent and identically distributed random environment.Under necessary moment conditions,we show the exact convergence rate in the central limit theorem on log Zn and establish the corresponding local limit theorem by using the moments of the natural submartingale and the convergence rates of its logarithm.By similar approach and with the help of a change of measure,we also present the so-called integrolocal theorem and integral large deviation theorem to characterize the precise asymptotics of the upper large deviations.展开更多
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then stud...In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.展开更多
Let X^ε be a small perturbation Wishart process with values in the set of positive definite matrices of size m, i.e., the process X^ε is the solution of stochastic differential equation with non-Lipschitz diffusion ...Let X^ε be a small perturbation Wishart process with values in the set of positive definite matrices of size m, i.e., the process X^ε is the solution of stochastic differential equation with non-Lipschitz diffusion coefficient： dXt^ε = √εXt^εtdBt＇ ＋ dBt＇√εXt^ε ＋ ρImdt, X0 = x, where B is an rn x m matrix valued Brownian motion and B＇ denotes the transpose of the matrix B. In this paper, we prove that { （Xt^ε-Xt^0）/√εh^2（ε）,ε 〉 0} satisfies a large deviation principle, and （Xt^ε - Xt^0）/√ε converges to a Gaussian process, where h（ε） → ＋∞ and √ε h（ε） →0 as ε →0. A moderate deviation principle and a functional central limit theorem for the eigenvalue process of X^ε are also obtained by the delta method.展开更多
An experimental study was undertaken to express the hardening Swift law according to friction stir welding （FSW） aluminum alloy 2017. Tensile tests of welded joints were run in accordance with face centered composit...An experimental study was undertaken to express the hardening Swift law according to friction stir welding （FSW） aluminum alloy 2017. Tensile tests of welded joints were run in accordance with face centered composite design. Two types of identified models based on least square method and response surface method were used to assess the contribution of FSW independent factors on the hardening parameters. These models were introduced into finite-element code ＂Abaqus＂ to simulate tensile tests of welded joints. The relative average deviation criterion, between the experimental data and the numerical simulations of tension-elongation of tensile tests, shows good agreement between the experimental results and the predicted hardening models. These results can be used to perform multi-criteria optimization for carrying out specific welds or conducting numerical simulation of plastic deformation of forming process of FSW parts such as hydroforming, bending and forging.展开更多
基金This research supported by Grants from the National Natural Science Foundation of China(No.11225104)and the Fundamental Research Funds for the Central Universities.
文摘We prove a new Donsker’s invariance principle for independent and identically distributed random variables under the sub-linear expectation.As applications,the small deviations and Chung’s law of the iterated logarithm are obtained.
基金Acknowledgements This work was partially supported by the National Natural Science Foundation of China （Grant Nos. 11171044, 11101039） and the Natural Science Foundation of Hunan Province （Grant No. 11JJ2001）.
文摘We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the natural martingale Wn = Zn/E[Zn｜ξ], the convergence rates of W - Wn （by considering the convergence in law with a suitable norming, the almost sure convergence, the convergence in Lp, and the convergence in probability）, and limit theorems （such as central limit theorems, moderate and large deviations principles） on （log Zn）.
基金Acknowledgements The authors would like to thank the anonymous referees for valuable comments and remarks. This work was partially supported by the Natural Scientific Research Innovation Foundation in Harbin Institute of Technology （HIT. NSRIF. 2015102）, the National Natural Science Foundation of China （Grant Nos. 11171044, 11101039）, and by the Natural Science Foundation of Hunan Province （Grant No. 11JJ2001）.
文摘We consider a branching random walk on N with a random environment in time （denoted by ξ）. Let Zn be the counting measure of particles of generation n, and let Zn（t） be its Laplace transform. We show the convergence of the free energy n-llog Zn（t）, large deviation principles, and central limit theorems for the sequence of measures {Zn}, and a necessary and sufficient condition for the existence of moments of the limit of the martingale Zn（t）/E[Zn（t）ξ].
基金Supported by Shandong Provincial Natural Science Foundation(Grant No.ZR2021MA085)National Natural Science Foundation of China(Grant No.11971063)。
文摘Let(Zn)be a supercritical branching process with immigration in an independent and identically distributed random environment.Under necessary moment conditions,we show the exact convergence rate in the central limit theorem on log Zn and establish the corresponding local limit theorem by using the moments of the natural submartingale and the convergence rates of its logarithm.By similar approach and with the help of a change of measure,we also present the so-called integrolocal theorem and integral large deviation theorem to characterize the precise asymptotics of the upper large deviations.
基金the National Natural Science Foundation of China (Grant No.10121101)
文摘In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.
基金Acknowledgements The authors would like to thank anonymous reviewers for their valuable comments and suggestions. This work was supported by the Specialized Research Fund for the Doctoral Program of Higher Education of China （Grant No. 200804860048） and the National Natural Science Foundation of China （Grant No. 11171262）.
文摘Let X^ε be a small perturbation Wishart process with values in the set of positive definite matrices of size m, i.e., the process X^ε is the solution of stochastic differential equation with non-Lipschitz diffusion coefficient： dXt^ε = √εXt^εtdBt＇ ＋ dBt＇√εXt^ε ＋ ρImdt, X0 = x, where B is an rn x m matrix valued Brownian motion and B＇ denotes the transpose of the matrix B. In this paper, we prove that { （Xt^ε-Xt^0）/√εh^2（ε）,ε 〉 0} satisfies a large deviation principle, and （Xt^ε - Xt^0）/√ε converges to a Gaussian process, where h（ε） → ＋∞ and √ε h（ε） →0 as ε →0. A moderate deviation principle and a functional central limit theorem for the eigenvalue process of X^ε are also obtained by the delta method.
文摘An experimental study was undertaken to express the hardening Swift law according to friction stir welding （FSW） aluminum alloy 2017. Tensile tests of welded joints were run in accordance with face centered composite design. Two types of identified models based on least square method and response surface method were used to assess the contribution of FSW independent factors on the hardening parameters. These models were introduced into finite-element code ＂Abaqus＂ to simulate tensile tests of welded joints. The relative average deviation criterion, between the experimental data and the numerical simulations of tension-elongation of tensile tests, shows good agreement between the experimental results and the predicted hardening models. These results can be used to perform multi-criteria optimization for carrying out specific welds or conducting numerical simulation of plastic deformation of forming process of FSW parts such as hydroforming, bending and forging.
