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Some Probability Properties of Random Walk in Time-Random Environment

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Wuhan university Journal of Natural Sciences 2004年第2期9卷 139-143页

作者： ZhangXiao-min LiBo schoolofmathematicsandstatistics WuhanUniversityWuhan430072HubeiChina

A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper. Moreover, some basic probability relations similar to the classical case which are very useful in the corresponding research of fractal properties are given. At the end, a typical example is provided to show the recurrence and transience. Key words random environment - random walk in timerandom environment - skew product Markov chain CLC number O 211.6 Foudation item: Supported by the National Natural Science Foundation of china (10371092) and Foundation of Wuhan university.Biography: Zhang Xiao-min (1977-), male, Ph. D candidate, research direction: stochastic processes and random fractal.

关键词： random environment random walk in timerandom environment skew product Markov chain

AGING PROPERTIES OF THE LIFETIME IN SIMPLE ADDITIVE DEGRADATION MODELS

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Journal of Systems Science & Complexity 2011年第4期24卷 753-760页

作者： Xiaohu LI Rongfang YAN Yiqiang ZHAO school of Mathematical Science Xiamen University Xiamen 361005 China. College of mathematics and Information Beienee Northwest Normal University Lanzhou 730050 China. schoolof mathematics and statistics Carleton University Ottawa Ontario KIS 5B6 Canada.

This paper deals with the simple additive degradation models with single random effect. The authors further study the link between the aging property of the implied lifetime and that of the random variation. It is found that both the aging property of the random variation and the analytical behavior of the mean degradation path influence the aging behavior of the implied lifetime.

关键词： decreasing reversed hazard rate (DRHR) failure rate increasing failure rate (IFR) increasing failure rate in average (IFRA) new better than used (NBU) star-shaped super-additivity.

Extension of Some Classical Results on Ruin Probability to Delayed Renewal Model

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Acta Mathematicae Applicatae Sinica 2002年第4期18卷 675-680页

作者： Chun Su, Tao Jiang, Qi-he TangDepartment of statistics and finance, university of Science and Technology of china, Hefei 230026 Department of statistics and finance University of Science and Technology of China Hefei 230026 China

Embrechts and Veraverbeke investigated the renewal risk model and gave a tail equivalence relationship of the ruin probabilities (?)(x) under the assumption that the claim size is heavy-tailed, which is regarded as a classical result in the context of extremal value theory. In this note we extend this result to the delayed renewal risk model.

关键词： Delayed renewal risk model heavy-tails ruin probability

Exponential Convergence of Fisher Entropy for Diffusion Processes

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Wuhan university Journal of Natural Sciences 2011年第2期16卷 130-132页

作者： LIU Wei school of mathematics and statistics Wuhan UniversityWuhan 430072 Hubei China

In this paper, we introduce the definition of Γ-Fisher entropy. For the stochastic differential equation in Rd and the unique invariant probability measure μ, we obtain the exponential convergence of Γ-Fisher entropy with respect to μ under some condition about Γ and the drift b. Moreover, we revisit the exponential convergence of the usual Fisher entropy under the Bakry Emery condition.

关键词： Fisher entropy diffusion processes exponential convergence

ELLIPTIC GRADIENT ESTIMATES FOR DIFFUSION OPERATORS ON COMPLETE RIEMANNIAN MANIFOLDS

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Acta Mathematica Scientia 2010年第5期30卷 1555-1560页

作者：钱斌 school of mathematics and statistics Wuhan University Institut de Math'ematiques de Toulouse Universit'e de Toulouse

In this note, we obtain the elliptic estimate for diffusion operator L = △＋△Ф·△ on complete, noncompact Riemannian manifolds, under the curvature condition CD（K, m）, which generalizes B. L. Kotschwar＇s work [5]. As an application, we get estimate on the heat kernel. The Bernstein-type gradient estimate for SchrSdinger-type gradient is also derived.

关键词： gradient estimate Bakry-Emery curvature diffusion operator

Attraction and Stability for Neutral Stochastic Functional Differential Equations

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Wuhan university Journal of Natural Sciences 2009年第3期14卷 205-209页

作者： CEN Liqun, DAI Weixing, HU Shigeng school of mathematics and statistics, Huazhong university of Science and Technology, Wuhan 4.0074. Hubei, {4. school of mathematics and statistics Huazhong University of Science and Technology Wuhan Hubei 430074 China

The main aim of this paper is to establish several new criteria on the attractor for the solutions of neutral stochastic func- tional differential equations. A kind of ψ-function is introduced to our discussion, and some results on the attractor for the product of the ψ-function and the solutions are obtained. As a byproduct, a number of new criteria on asymptotic stability are also shown.

关键词： Lyapunov's method attractor semimartingale convergence theorem Ito's formula

Strong Stability of Linear Forms in φ-Mixing Random Variables

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Wuhan university Journal of Natural Sciences 2009年第1期14卷 6-10页

作者： GAN Shixin school of mathematics and statistics Wuhan UniversityWuhan 430072 Hubei China

In this paper some new results of strong stability of linear forms in φ-mixing random variables are given. It is mainly proved that for a sequence of φ-mixing random variables {xn,n≥1} and two sequences of positive numbers {an,n≥1} and {bn,n≥1} there exist d dn∈R,n = 1,2,..., such that bn^-1∑i=1^naixi-dn→0 *** some suitable conditions. The results extend and improve the corresponding theorems for independent identically distributed random variables.

关键词： strong stability linear form φ-mixing random variable sequence strong law of large numbers

A General Solution for Trinomial Linear Recurrence with Two Indices

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Wuhan university Journal of Natural Sciences 2011年第3期16卷 190-192页

作者： YU Chang'an school of mathematics and statistics Wuhan University Wuhan 430072 Hubei China

In this paper, we present the explicit formula of general solution for a class of homogeneous trinomial recurrence of variable coefficients with two indices by applying iteration and induction. It provides a concrete ... 详细信息

关键词： a formula of general solution homogeneous trinomial recurrence variable coefficients two indices

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社会主义民主政治、政治文明与依法治国

思想战线 2003年第6期29卷 93-96页

作者：匡自明黄稳书云南大学公共管理学院云南昆明650091 云南财经学校云南昆明650032

党的十六大报告关于“发展社会主义民主政治,建设社会主义政治文明,是全面建设小康社会的重要目标” 的科学论断,深刻揭示了社会主义民主政治、社会主义政治文明与依法治国的内在联系。在我国全面建设小康社会的伟大实践中发展社会主义... 详细信息

党的十六大报告关于“发展社会主义民主政治,建设社会主义政治文明,是全面建设小康社会的重要目标” 的科学论断,深刻揭示了社会主义民主政治、社会主义政治文明与依法治国的内在联系。在我国全面建设小康社会的伟大实践中发展社会主义民主政治,建设社会主义政治文明,最根本的是要把坚持党的领导、人民当家作主和依法治国有机统一起来,坚持中国特色社会主义政治建设和政治体制改革的发展方向。

关键词：民主政治政治文明依法治国社会主义