摘要:

Let {Xnk} be be an array of rowwise independent random elements in a separable Banach space. Chung type strong laws of large numbers are obtained under various moment conditions on the random elements and geometric type p, 1≤p≤2, conditions on the Banach space. Comparisons with existing results for arrays of random elements are provided to illustrate the strength of these results. The results can be directly applied to show the asymptotic validity of the bootstrap mean and variance for random functions

ISSN:0736-2994    

DOI:10.1080/07362999708809501

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

General theorems concerning the existence and uniqueness of invariant measures are proved for a certain class of regular diffusion processes in Separable Banach spaces under some weak compactness and other conditions. Then, based on these theorems, some verifiable sufficient conditions are obtained to ensure the existence and uniqueness of an invariant distribution for the strong solution to some nonlinear evolution equations in a Hilbert space. The results are applied to certain monotone parabolic Itô equations as well as to the 2-D Navier-Stokes equations under random perturbations

ISSN:0736-2994    

DOI:10.1080/07362999708809502

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measuremand functionsf,h, taking values in Banach spaces. Then we use this result to prove the similar “associativity” property of the stochastic integralL.(K-X)= (LK)Xfor processesX,K,Ltaking values in Banach spaces

ISSN:0736-2994    

DOI:10.1080/07362999708809503

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In the paper some controlled stochastic evolution equations with an average cost per unit time functional are studied. Using a Markov control, the solution to a stochastic evolution equation is considered in the mild sense, and the strong Feller property of the solution is shown. Assuming the Roxin condition and a tightness condition that is uniform in control, the existence of an optimal control is proved

ISSN:0736-2994    

DOI:10.1080/07362999708809504

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

A ‘microaveraging’ Euler type difference scheme is developed for stochástic singularly perturbed systems. It is proven that the scheme converges in the mean square sense to the solution of the associated reduced problem. A discrete version of the stochastic averaging assumption is developed in order to study this convergence problem

ISSN:0736-2994    

DOI:10.1080/07362999708809505

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

A general estimator for linear functionals of the covariance function of a stationary process is investigated. The rate of convergence is obtained for a large class of functionals. The rate depends essentially on the functional. This yields an explanation of the different rates of convergence for various spectral estimates. The asymptotic normality of the estimator is proved under integrability conditions on the cumulant functions

ISSN:0736-2994    

DOI:10.1080/07362999708809506

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We present the concepts of set - valued stochastic integrals and stochastic inclusions. The main result of the paper deals with a selection property of set - valued stochastic integrals. This property is a fundamental one for stochastic inclusions.

ISSN:0736-2994    

DOI:10.1080/07362999708809507

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, we consider random evolution inclusion of the subdifferential type with a convex valued perturbation and we establish the existence of a random strong solution. Two examples, the first a nonlinear random parabolic partial differential inclusion and the second a random differential variational inequality, are also worked out in detail

ISSN:0736-2994    

DOI:10.1080/07362999708809508

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The paper considers the problem of the optimum preventive maintenance of the system with two elements and one re¬storing device. The system 's behaviour is described by a semi-Markov process with complex descrete and continuous set of states. Whether the preventive maintenance is performed depends on the state of the system's elements and the level of past life of the element which performs the duties of the main element. The paper contains the solution to the system of integral equations relative to the stationary distribution of a Markov chain included in given semi-Markov process. This results makes it possible to find various-stationary functionals on the process trajectories and lead the task of optimum control to searching the extreme value of given function of two real variables

ISSN:0736-2994    

DOI:10.1080/07362999708809509

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

A multivariate non-parametric test and a semi-parametric regression model via counting process are proposed for detecting the heterogeneity of a disease spread through a community. The infection rates are allowed to depend on time in an arbitrary manner. Infectious data usually are not completely observed, nevertheless only partial information of the epidemic is needed for the suggested methods. The testing procedures and the associated methods of analysis are illustrated with reference to epidemics of respiratory disease on the Island of Tristan da Cunha in the South Atlantic

ISSN:0736-2994    

DOI:10.1080/07362999708809510

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor