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On the Strong Approximation for a Simple Reentrant Line in Light Traffic Under First-buffer First-served Service Discipline 论 "先缓冲先服务 "纪律下轻度交通中简单重入线的强近似值
IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-05 DOI: 10.1007/s10255-024-1093-8
Kai-ming Yang, Yong-jiang Guo

For a 2-station and 3-class reentrant line under first-buffer first-served (FBFS) service discipline in light traffic, we firstly construct the strong approximations for performance measures including the queue length, workload, busy time and idle time processes. Based on the obtained strong approximations, we use a strong approximation method to find all the law of the iterated logarithms (LILs) for the above four performance measures, which are expressed as some functions of system parameters: means and variances of interarrival and service times, and characterize the fluctuations around their fluid approximations.

对于轻流量下先缓冲先服务(FBFS)服务规则下的 2 站 3 班重入线路,我们首先构建了性能指标的强近似值,包括队列长度、工作量、繁忙时间和空闲时间过程。基于得到的强近似值,我们使用强近似方法求出了上述四个性能指标的所有迭代对数定律(LILs),这些性能指标表示为系统参数的一些函数:到达时间和服务时间的均值和方差,并描述了其流体近似值附近的波动特征。
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引用次数: 0
Strong Limit Theorems for Weighted Sums under the Sub-linear Expectations 次线性期望下加权和的强极限定理
IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-05 DOI: 10.1007/s10255-024-1127-2
Feng-xiang Feng, Ding-cheng Wang, Qun-ying Wu, Hai-wu Huang

In this article, we study strong limit theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. We establish general strong law and complete convergence theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. Our results of strong limit theorems are more general than some related results previously obtained by Thrum (1987), Li et al. (1995) and Wu (2010) in classical probability space.

本文研究了亚线性期望下扩展负相关随机变量加权和的强极限定理。我们建立了亚线性期望下扩展负相关随机变量加权和的一般强律和完全收敛定理。我们的强极限定理结果比 Thrum (1987)、Li 等人 (1995) 和 Wu (2010) 以前在经典概率空间中得到的一些相关结果更为普遍。
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引用次数: 0
Sliced Average Variance Estimation for Tensor Data 张量数据的切分平均方差估计
IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-05 DOI: 10.1007/s10255-024-1024-8
Chuan-quan Li, Pei-wen Xiao, Chao Ying, Xiao-hui Liu

Tensor data have been widely used in many fields, e.g., modern biomedical imaging, chemometrics, and economics, but often suffer from some common issues as in high dimensional statistics. How to find their low-dimensional latent structure has been of great interest for statisticians. To this end, we develop two efficient tensor sufficient dimension reduction methods based on the sliced average variance estimation (SAVE) to estimate the corresponding dimension reduction subspaces. The first one, entitled tensor sliced average variance estimation (TSAVE), works well when the response is discrete or takes finite values, but is not (sqrt n) consistent for continuous response; the second one, named bias-correction tensor sliced average variance estimation (CTSAVE), is a de-biased version of the TSAVE method. The asymptotic properties of both methods are derived under mild conditions. Simulations and real data examples are also provided to show the superiority of the efficiency of the developed methods.

张量数据已被广泛应用于现代生物医学成像、化学计量学和经济学等多个领域,但往往存在一些与高维统计相同的问题。如何找到它们的低维潜在结构一直是统计学家们非常关心的问题。为此,我们开发了两种基于切片平均方差估计(SAVE)的高效张量充分降维方法,以估计相应的降维子空间。第一种方法名为张量切片平均方差估计(TSAVE),在响应离散或取值有限时效果很好,但对于连续响应则不一致;第二种方法名为偏差修正张量切片平均方差估计(CTSAVE),是TSAVE方法的去偏差版本。这两种方法的渐近特性都是在温和条件下得出的。还提供了模拟和真实数据实例,以显示所开发方法的优越性。
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引用次数: 0
Multiple Normalized Solutions for Nonlinear Biharmonic Schrödinger Equations in ℝN with L2-Subcritical Growth 具有 L2 次临界增长的ℝN 中非线性双谐波薛定谔方程的多重归一化解决方案
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1131-6
Jun Wang, Li Wang, Ji-xiu Wang

In this article, we consider the existence of normalized solutions for the following nonlinear biharmonic Schrödinger equations

$$left{{matrix{{{Delta ^2}u = lambda u + hleft({varepsilon x} right),fleft(u right),} & {x in mathbb{R}{^N},} cr {int_{mathbb{R}{^N}} {{{left| u right|}^2}dx = {c^2},}} & {x in mathbb{R}{^N},} cr}} right.$$

where c, ε > 0; N ≥ 5; λ ∈ ℝ is a Lagrange multiplier and is unknown, hC(ℝN; [0;∞)); f: ℝ → ℝ is continuous function satisfying L2-subcritical growth. When ε is small enough, we get multiple normalized solutions. Moreover, we also obtain orbital stability of the solutions.

在本文中,我们考虑了以下非线性双谐波薛定谔方程的归一化解的存在性$$left{matrix{{Delta ^2}u = lambda u + hleft({varepsilon x} right),fleft(u right),} &;{x in mathbb{R}{^N},} cr {int_{mathbb{R}{^N}}{{{left| u right|}^2}dx = {c^2},}} & {x inmathbb{R}{^N},} cr}}其中 c, ε > 0; N ≥ 5; λ∈ ℝ 是拉格朗日乘数且未知,h∈ C(ℝN; [0;∞)); f: ℝ → ℝ 是满足 L2 次临界增长的连续函数。当 ε 足够小时,我们会得到多个归一化解。此外,我们还得到了解的轨道稳定性。
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引用次数: 0
Sharp Interface Limit for the One-dimensional Compressible Navier-Stokes/Allen-Cahn System with Composite Waves 具有复合波的一维可压缩纳维-斯托克斯/阿伦-卡恩系统的锐界面极限
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1130-7
Ya-zhou Chen, Yi Peng, Xiao-ding Shi

This paper is concerned with the sharp interface limit of Cauchy problem for the one-dimensional compressible Navier-Stokes/Allen-Cahn system with a composite wave consisting of the superposition of a rarefaction wave and a shock wave. Under the assumption that the viscosity coefficient and the reciprocal of mobility coefficient are directly proportional to the interface thickness, we first convert the sharp interface limit of the system into the large time behavior of the composite wave via a natural scaling. Then we prove that the composite wave is asymptotically stable under the small initial perturbations and the small strength of the rarefaction and shock wave. Finally, we show the solution of the Cauchy problem exists for all time, and converges to the composite wave solution of the corresponding Euler equations as the thickness of the interface tends to zero. The proof is mainly based on the energy method and the relative entropy.

本文主要研究一维可压缩 Navier-Stokes/Allen-Cahn 系统中由稀释波和冲击波叠加而成的复合波的尖锐界面极限 Cauchy 问题。在粘滞系数和流动系数倒数与界面厚度成正比的假设下,我们首先通过自然缩放将系统的尖锐界面极限转换为复合波的大时间行为。然后,我们证明复合波在初始扰动较小、稀释波和冲击波强度较小的情况下是渐近稳定的。最后,我们证明了 Cauchy 问题的解在所有时间内都存在,并且随着界面厚度趋于零,收敛于相应欧拉方程的复合波解。证明主要基于能量法和相对熵。
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引用次数: 0
Fourier Transform of Anisotropic Hardy Spaces Associated with Ball Quasi-Banach Function Spaces and Its Applications to Hardy-Littlewood Inequalities 与球准巴纳赫函数空间相关的各向异性哈代空间的傅立叶变换及其在哈代-利特尔伍德不等式中的应用
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1124-5
Chao-an Li, Xian-jie Yan, Da-chun Yang

Let A be a general expansive matrix and X be a ball quasi-Banach function space on ℝn, whose certain power (namely its convexification) supports a Fefferman-Stein vector-valued maximal inequality and the associate space of whose other power supports the boundedness of the powered Hardy-Littlewood maximal operator. Let HAX(ℝn) be the anisotropic Hardy space associated with A and X. The authors first prove that the Fourier transform of fHAX(ℝn) coincides with a continuous function F on ℝn in the sense of tempered distributions. Moreover, the authors obtain a pointwise inequality that the function F is less than the product of the anisotropic Hardy space norm of f and a step function with respect to the transpose matrix of the expansive matrix A. Applying this, the authors further induce a higher order convergence for the function F at the origin and give a variant of the Hardy-Littlewood inequality in HAX(ℝn). All these results have a wide range of applications. Particularly, the authors apply these results, respectively, to classical (variable and mixed-norm) Lebesgue spaces, Lorentz spaces, Orlicz spaces, Orlicz-slice spaces, and local generalized Herz spaces and, even on the last four function spaces, the obtained results are completely new.

设 A 是一般扩张矩阵,X 是ℝn 上的球状准巴纳赫函数空间,其某个幂(即其凸化)支持费弗曼-斯坦向量值最大不等式,其另一个幂的关联空间支持动力哈代-利特尔伍德最大算子的有界性。作者首先证明了 f∈ HAX(ℝn) 的傅里叶变换与ℝn 上的连续函数 F 重合。此外,作者还得到了一个点式不等式,即函数 F 小于 f 的各向异性哈代空间规范与关于扩张矩阵 A 的转置矩阵的阶跃函数的乘积。应用这一点,作者进一步诱导了函数 F 在原点的高阶收敛,并给出了 HAX(ℝn) 中 Hardy-Littlewood 不等式的变体。所有这些结果都有广泛的应用前景。特别是,作者将这些结果分别应用于经典(可变和混合规范)Lebesgue 空间、洛伦兹空间、Orlicz 空间、Orlicz-slice 空间和局部广义 Herz 空间,甚至在后四个函数空间上,所获得的结果也是全新的。
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引用次数: 0
Asymptotic Property of Parabolic Equations Involving Pseudo-relativistic Schrödinger Operators 涉及伪相对论薛定谔算子的抛物方程的渐近特性
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1097-4
Chen Qiao, Su-fang Tang

In this paper, we investigate parabolic equations involving nonlocal pseudo-relativistic Schrödinger operators (−Δ + m2)s with s ∈ (0, 1) and mass m > 0 in bounded regions. We establish the asymptotic narrow region principle and asymptotic strong maximum principle for anti symmetric function. As applications, employing the method of moving planes, we show the asymptotical radial symmetry and monotonicity of positive solutions in an unit ball.

本文研究了涉及非局部伪相对论薛定谔算子 (-Δ + m2)s 的抛物方程,其中 s∈ (0, 1) 和质量 m > 0 在有界区域内。我们建立了反对称函数的渐近窄区原理和渐近强最大原理。作为应用,我们利用移动平面的方法,证明了单位球内正解的渐近径向对称性和单调性。
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引用次数: 0
Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps 带有跳跃的多变量扩散的欧式利差期权定价的伊托-泰勒扩展法
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1094-7
Ge Wang, Yu-xuan Lu, Qing Zhou, Wei-lin Xiao

In this paper, we propose a new method for spread option pricing under the multivariate irreducible diffusions without jumps and with different types of jumps by the expansion of the transition density function. By the quasi-Lamperti transform, which unitizes the diffusion matrix at the initial time, and applying the small-time Itô-Taylor expansion method, we derive explicit recursive formulas for the expansion coefficients of transition densities and spread option prices for multivariate diffusions with jumps in return. It is worth mentioning that we also give the closed-form formula of spread option price whose underlying asset price processes contain a Merton jump and a double exponential jump, which is innovative compared with current literature. The theoretical proof of convergence is presented in detail.

本文提出了一种在无跳跃和有不同类型跳跃的多变量不可还原扩散条件下,通过扩展过渡密度函数进行价差期权定价的新方法。通过准兰佩蒂变换将初始时的扩散矩阵单元化,并应用小时间伊托-泰勒扩张法,我们推导出了有跳跃的多变量扩散的过渡密度扩张系数和价差期权价格的显式递推公式。值得一提的是,我们还给出了基础资产价格过程包含默顿跳跃和双指数跳跃的价差期权价格的闭式计算公式,与现有文献相比具有创新性。我们还详细介绍了收敛性的理论证明。
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引用次数: 0
Privacy-Preserving Frank-Wolfe on Shuffle Model 洗牌模型上的隐私保护弗兰克-沃尔夫
IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1095-6
Ling-jie Zhang, Shi-song Wu, Hai Zhang

In this paper, we design the differentially private variants of the classical Frank-Wolfe algorithm with shuffle model in the optimization of machine learning. Under weak assumptions and the generalized linear loss (GLL) structure, we propose a noisy Frank-Wolfe with shuffle model algorithm (NoisyFWS) and a noisy variance-reduced Frank-Wolfe with the shuffle model algorithm (NoisyVRFWS) by adding calibrated laplace noise under shuffling scheme in the p(p ∈ [1, 2])-case, and study their privacy as well as utility guarantees for the Hölder smoothness GLL. In particular, the privacy guarantees are mainly achieved by using advanced composition and privacy amplification by shuffling. The utility bounds of the NoisyFWS and NoisyVRFWS are analyzed and obtained the optimal excess population risks ({cal O}({n^{ - {{1 + alpha } over {4alpha }}}} + {{log (d)sqrt {log ({1 mathord{left/ {vphantom {1 delta }} right.} delta })} } over {nepsilon,}})) and ({cal O}({n^{ - {{1 + alpha } over {4alpha }}}} + {{log (d)sqrt {log ({1 mathord{left/ {vphantom {1 delta }} right.} delta })} } over {{n^2epsilon},}})) with gradient complexity ({cal O}({n^{ - {{{{(1 + alpha )}^2}} over {4{alpha ^2}}}}})) for (alpha in left[ {{1 mathord{left/ {vphantom {1 {sqrt 3 ,,1}}} right.} {sqrt 3 ,,1}}} right]). It turns out that the risk rates under shuffling scheme are a nearly-dimension independent rate, which is consistent with the previous work in some cases. In addition, there is a vital tradeoff between (α, L)-Hölder smoothness GLL and the gradient complexity. The linear gradient complexity ({cal O}(n)) is showed by the parameter α = 1.

本文设计了机器学习优化中带有洗牌模型的经典弗兰克-沃尔夫算法的不同私有变体。在弱假设和广义线性损失(GLL)结构下,我们提出了带洗牌模型的噪声弗兰克-沃尔夫算法(NoisyFWS)和在ℓp(p∈ [1, 2])情况下,通过在洗牌方案下添加校准的拉普拉斯噪声而实现的带洗牌模型的噪声方差降低弗兰克-沃尔夫算法(NoisyVRFWS),并研究了它们的隐私性以及霍尔德平滑性 GLL 的效用保证。其中,隐私保证主要是通过使用高级合成和洗牌的隐私放大来实现的。分析了NoisyFWS和NoisyVRFWS的效用边界,并得到了最优过剩人口风险({cal O}({n^{ - {{1 + alpha }over {4alpha }}}}+ {{log (d)sqrt {log ({1 mathord{left/ {vphantom {1 delta }} right.} delta })} }}over {nepsilon,}}) and({cal O}({n^{ - {{1 +alpha })over {4alpha }}}}+ {{log (d)sqrt {log ({1 mathord{left/ {vphantom {1 delta }} right.} delta })} }}over {{n^2epsilon}})) with gradient complexity ({cal O}({n^{ - {{{{(1 +alpha )}^2}}over {4{alpha ^2}}}}})}) for (alpha in left[ {{1 mathord{ left/ { vphantom {1 { sqrt 3 ,,1}}})right.}{sqrt 3 ,,1}}right]).结果表明,洗牌方案下的风险率是一个几乎与维度无关的比率,这在某些情况下与之前的工作是一致的。此外,(α, L)-荷尔德平滑度 GLL 与梯度复杂度之间存在着重要的权衡。线性梯度复杂度 ({cal O}(n)) 由参数 α = 1 表示。
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引用次数: 0
Meromorphic Solutions to Higher Order Nonlinear Delay Differential Equations 高阶非线性延迟微分方程的同构解
IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Pub Date : 2024-06-01 DOI: 10.1007/s10255-024-1098-3
Ye-zhou Li, Ming-yue Wu, He-qing Sun

Let w(z) be non-rational meromorphic solutions with hyper-order less than 1 to a family of higher order nonlinear delay differential equations

$$matrix{{wleft( {z + 1} right)wleft( {z - 1} right), + ,aleft( z right){{{w^{left( k right)}}left( z right)} over {wleft( z right)}} = Rleft( {z,,wleft( z right)} right),} & {k in mathbb{N}{^ + },} cr}$$

where a(z) is rational, (Rleft( {z,,wleft( z right)} right) = {{Pleft( {z,,w,,left( z right)} right)} over {Qleft( {z,,w,,left( z right)} right)}}) is an irreducible rational function in w with rational coefficients in z. This paper mainly show the relationships of the degree of P(z,w(z)) and Q(z,w(z)) when the above equations exist such solutions w(z). There are also some examples to show that our results are sharp.

Let w(z) be non-rational meromorphic solutions with hyper-order less than 1 to a family of higher order nonlinear delay differential equations $$matrix{{wleft( {z + 1} right)wleft( {z - 1} right)、+ ,aleft( z right){{w^{left( k right)}}left( z right)} over {wleft( z right)}} = Rleft( {z,,wleft( z right)} right),} &;{k in mathbb{N}{^ + },} cr}$$ 其中a(z)是有理的, (Rleft( {z,,wleft( zright)} right) = {{Pleft( {z,,w,、over{Qleft({z,,w,,left(zright)}right)})是一个在 w 中具有在 z 中的有理系数的不可还原的有理函数。本文主要说明当上述方程存在这样的解 w(z) 时,P(z,w(z)) 和 Q(z,w(z)) 的度数关系。本文还列举了一些例子来说明我们的结果是尖锐的。
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引用次数: 0
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Acta Mathematicae Applicatae Sinica, English Series
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