ISSN:0010-3640    

DOI:10.1002/cpa.3160440802

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

ISSN:0010-3640    

DOI:10.1002/cpa.3160440803

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

ISSN:0010-3640    

DOI:10.1002/cpa.3160440804

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

ISSN:0010-3640    

DOI:10.1002/cpa.3160440805

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

摘要:

AbstractFor a class of Markov processes (in continuous or discrete time) we show that if the full large deviation holds for normalized occupation time measuresLt(w, ˙) with some rate functionJ, then the lower semicontinuous regularization ofJmust agree with the rate functionIintroduced by M. D. Donsker and S. R. S. Varadhan. As a consequence we show that for processes such as Brownian motion the full large deviation principle forLt(w, ˙) cannot hold withanyrate functio

ISSN:0010-3640    

DOI:10.1002/cpa.3160440806

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

摘要:

AbstractLetX(t),t≧ 0, be a real stationary Gaussian process, and, foru>0 andt>0, letLt(u) be the time spent byX(s), 0 ≦s≦t, above the levelu. Hereuis taken to be a functionu(t) oft, andLtis defined asLt(u(t)). It is shown that the distribution of (Lt–ELt)/(VarLt)1/2converges, fort→ ∞ andu(t) → ∞, to a standard normal distribution under various conditions relating the growth ofu(t) to the decay of the covariance and other functions ass

ISSN:0010-3640    

DOI:10.1002/cpa.3160440807

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

ISSN:0010-3640    

DOI:10.1002/cpa.3160440808

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

ISSN:0010-3640    

DOI:10.1002/cpa.3160440809

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

摘要:

AbstractWe carried out new computer simulations of the Boghosian‐Levermore stochastic cellular automaton for the Burgers equation. The existence of an extra “conservation law” in the dynamics—even and odd lattice sites exchange their contents at every time step—implies that the automaton decomposes into two independent subsystems; the simulations show that the density from each subsystem exhibits a “shock front” which does not broaden with time. The location of the shock in a particular microscopic realization differs from that predicted by the Burgers equation by an amount which depends only on the initial microscopic density of the particle system, that is, fluctuations in the stochastic dynamics do not affect the shock profile on the time scale considered. This is in complete accord with theoretical expectations. The apparent broadening of the shock in the original Boghosian‐Levermore simulations is shown to result from averaging the two subs

ISSN:0010-3640    

DOI:10.1002/cpa.3160440810

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY

摘要:

AbstractWe discuss Serre's restricted formulation of the notion of a measure‐valued solution, for a 2 × 2 system whose characteristic fields are both linearly degenerate. We prove existence, uniqueness, and regularity results for this formulation. As an application, we prove the convergence of a particle method when the high‐frequency component of the exact solution is not resolved by the computational

ISSN:0010-3640    

DOI:10.1002/cpa.3160440811

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1991

数据来源: WILEY