In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
Let {S t H, t ≥ 0) be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the ...Let {S t H, t ≥ 0) be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the sub-fractional Brownian motion and the mixed fractional Brownian motion. We also determine the values of H for which SH is not a semi-martingale.展开更多
The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process ...The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the following conclusions are obtained: the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent increments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Markov process being still a Markov process are given.展开更多
The present work is aimed at studying the mechanic properties of the extra-wide concrete self-anchored suspension bridge under static and dynamic vehicle loads. Based on the field test using 12 heavy trucks and finite...The present work is aimed at studying the mechanic properties of the extra-wide concrete self-anchored suspension bridge under static and dynamic vehicle loads. Based on the field test using 12 heavy trucks and finite element simulations, the static deformations of different components, stress increments and distributions of the girder, as well as the vibration characteristics and damping ratio of the Hunan Road Bridge were analyzed, which is the widest self-anchored suspension bridge in China at present. The dynamic responses were calculated using the Newmark-β integration method assisted by the simulation models of bridge and vehicles, the influences on the dynamic impact coefficient(DIC) brought by the vehicle parameters, girder width, eccentricity travel and deck flatness were also researched. The spatial effect of the girder is obvious due to the extra width, which performs as the stress increments distribute unevenly along the transverse direction, and the girder deflections and stress increments of the upper plate change as a "V" and "M" shape respectively under the symmetrical vehicle loads affected by the shear lag effect, cross slope and local effect of the wheels, the maximum of stress increments are located in the junctions with the inner webs. The obvious girder torsional deformation and the apparent unevenness of the hanger forces between the two cable planes under the eccentric vehicle loads, together with the mode shapes such as the girder transverse bending and torsion which appear relatively earlier, all reflect the weakened torsional rigidity of the extra-wide girder. The transverse displacements of towers are more obvious than the longitudinal ones. As for the influences on the DIC, the static effect of the heavier vehicles plays a major role when pass through with a higher speed and the changes of vehicle suspension stiffness generate greater impacts than the suspension damp. The values of DIC in the vehicle-running side during the eccentric travel, affected by the restricts from the static 展开更多
The problem of uniform dimensions for multi-parameter processes, which may not possess the uniform stochastic H?lder condition, is investigated. The problem of uniform dimension for multi-parameter stable processes is...The problem of uniform dimensions for multi-parameter processes, which may not possess the uniform stochastic H?lder condition, is investigated. The problem of uniform dimension for multi-parameter stable processes is solved. That is, ifZ is a stable (N,d, α)-process and αN ?d, then $$\forall E \subseteq \mathbb{R}_ + ^N , \dim Z\left( E \right) = \alpha \cdot \dim E$$ holds with probability 1, whereZ(E) = {x : ?t ∈E,Z t =x} is the image set ofZ onE. The uniform upper bounds for multi-parameter processes with independent increments under general conditions are also given. Most conclusions about uniform dimension can be considered as special cases of our results.展开更多
In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^...In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^p-valued Wiener processes in the Holder norm.展开更多
In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments fo...In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process.展开更多
Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain...Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.展开更多
文摘In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
文摘Let {S t H, t ≥ 0) be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the sub-fractional Brownian motion and the mixed fractional Brownian motion. We also determine the values of H for which SH is not a semi-martingale.
基金Supported by the National Natural Science Foundation of China (10671197)
文摘The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the following conclusions are obtained: the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent increments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Markov process being still a Markov process are given.
基金Project(51278104)supported by the National Natural Science Foundation of ChinaProject(2011Y03)supported by Jiangsu Province Transportation Scientific Research Programs,China+1 种基金Project(20133204120015)supported by the Research Fund for the Doctoral Program of Higher Education of ChinaProject(12KJB560003)supported by Jiangsu Province Universities Natural Science Foundation,China
文摘The present work is aimed at studying the mechanic properties of the extra-wide concrete self-anchored suspension bridge under static and dynamic vehicle loads. Based on the field test using 12 heavy trucks and finite element simulations, the static deformations of different components, stress increments and distributions of the girder, as well as the vibration characteristics and damping ratio of the Hunan Road Bridge were analyzed, which is the widest self-anchored suspension bridge in China at present. The dynamic responses were calculated using the Newmark-β integration method assisted by the simulation models of bridge and vehicles, the influences on the dynamic impact coefficient(DIC) brought by the vehicle parameters, girder width, eccentricity travel and deck flatness were also researched. The spatial effect of the girder is obvious due to the extra width, which performs as the stress increments distribute unevenly along the transverse direction, and the girder deflections and stress increments of the upper plate change as a "V" and "M" shape respectively under the symmetrical vehicle loads affected by the shear lag effect, cross slope and local effect of the wheels, the maximum of stress increments are located in the junctions with the inner webs. The obvious girder torsional deformation and the apparent unevenness of the hanger forces between the two cable planes under the eccentric vehicle loads, together with the mode shapes such as the girder transverse bending and torsion which appear relatively earlier, all reflect the weakened torsional rigidity of the extra-wide girder. The transverse displacements of towers are more obvious than the longitudinal ones. As for the influences on the DIC, the static effect of the heavier vehicles plays a major role when pass through with a higher speed and the changes of vehicle suspension stiffness generate greater impacts than the suspension damp. The values of DIC in the vehicle-running side during the eccentric travel, affected by the restricts from the static
基金Project supported by Fujian Natural Science Foundation.
文摘The problem of uniform dimensions for multi-parameter processes, which may not possess the uniform stochastic H?lder condition, is investigated. The problem of uniform dimension for multi-parameter stable processes is solved. That is, ifZ is a stable (N,d, α)-process and αN ?d, then $$\forall E \subseteq \mathbb{R}_ + ^N , \dim Z\left( E \right) = \alpha \cdot \dim E$$ holds with probability 1, whereZ(E) = {x : ?t ∈E,Z t =x} is the image set ofZ onE. The uniform upper bounds for multi-parameter processes with independent increments under general conditions are also given. Most conclusions about uniform dimension can be considered as special cases of our results.
文摘In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^p-valued Wiener processes in the Holder norm.
基金Supported by the Natural Science Foundation of Hubei Province of China(2011CDB229)
文摘In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process.
基金Project supported by the National Natural Science Foundation of Chinaan NSERC Canada grant of M.Csorgo at Carletoa University of Canada+1 种基金the Fok Yingtung Education Foundationan NSERC Canada Scientific Exchange Award at Carleton University
文摘Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.