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The Principal Eigenvalue for Jump Processes

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Acta Mathematica Sinica,English Series 2000年第3期16卷 361-368页

作者： mufa chen Department of {2.,beijing normal university,beijing 100875,P.R.china Department of mathematics Beijing Normal University Beijing 100875 P. R. China

A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is *** result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov... 详细信息

关键词： Principal eigenvalue Jump processes Variational formula for Dirichlet form

Reaction-diffusion processes

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Chinese Science Bulletin 1998年第17期43卷 1409-1420页

作者： chen mufa{2. beijing 100875, china beijing normal {2. Beijing China

The main progress made in the past dozen years or more in the study of reaction-diffusion (abbrev. RD) processes is surveyed. The processes are motivated from some typical models in the modern non-equilibrium statistical physics and consist of an important class of interacting particle systems which is currently an active research field in probability and mathematical physics. The models are concrete but as a part of the infinite-dimensional mathematics, the topic is quite hard. It is explained how new problems arise, and how some new ideas and new mathematical tools are introduced. Surprisingly, the mathematical tools produced from the study on the simple models then turn to have a lot of powerful applications not only in probability theory but also in other branches of mathematics. Nevertheless, the story is still far from finished, and some important open problems are proposed for further study.

关键词： Reaction-diffusion process ergodicity phase transitions coupling.

Nash Inequalities for General Symmetric Forms

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Acta Mathematica Sinica,English Series 1999年第3期15卷 353-370页

作者： mufa chen Department of {2., beijing normal university, beijing 100875, P. R. china Department of mathematics Beijing Normal University Beijing P. R. China

This paper deals with the Nash inequalities and the related ones for general symmetric forms which can be very much unbounded. Some sufficient conditions in terms of the isoperimetric inequalities and some necessary conditions for the inequalities are presented. The resulting conditions can be sharp qualitatively as illustrated by some examples. It turns out that for a probability measure, the Nash inequalities are much stronger than the Poincare and the logarithmic Sobolev inequalities in the present context.

关键词： Nash inequality Symmetric form Isoperimetric Inequality Jump process

Optimal Markovian Couplings and Applications

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Acta Mathematica Sinica,English Series 1994年第3期10卷 260-275页

作者： chen mufa Department of {2. beijing normal university beijing,100875 china 1. Department of mathematics Beijing Normal University 100875 Beijing China

This paper is devoted to studying a new topic:optimal Markovian couplings,mainly for time-continuous Markov *** study emphasizes the analysis of the coupling opera- tors rather than the *** constructions of optimal Markovian couplings for Markov chains and diffusions are presented,which are often ***,the results are applied to study the L^2.convergence for Markov chains and for a diffusion on compact *** estimate of the convergent rate provided by this method can be sharp.

关键词： chen Optimal Markovian Couplings and Applications OMC

Estimate of Exponential Convergence Rate in Total Variation by Spectral Gap

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Acta Mathematica Sinica,English Series 1998年第1期14卷 9-16页

作者： chen mufa Department of {2., beijing normal university, beijing 100875, china 北京师范大学数学系北京

This note is devoted to study the exponential convergence rate in the total variation for reversible Markov processes by comparing it with the spectral gap. It is proved that in a quite general setup, with a suitable restriction on the initial distributions, the rate is bounded from below by the spectral gap. Furthemore, in the compact case or for birth-death processes or half-line diffosions, the rate is shown to be equal to the spectral gap.

关键词： Total variation Spectral gap Markov processes

Estimation of Spectral Gap for Markov Chains

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Acta Mathematica Sinica,English Series 1996年第4期12卷 337-360页

作者： chen mufa Department of {2. beijing normal university beijing, 100875 china Department of mathematics Beijing Normal University Beijing China

The study of the convergent rate (spectra gap) in the L^2.sense is motivated from several different fields: probability statistics, mathematical physics, computer science and so on and it is now an artive research topic. Based on a new approach (the coupling technique) introduced in [7] for the estimate of the convergent rate and as a continuation of [4],[5],[7-9],[2.] and [2.], this paper studies the estimate of the rate for time-continuous Markov chains. Two variational formulas for the rate are presented here for the first time for birth-death processes. For diffusions, similar results are presented in an accompany paper [10]. The new formulas enable us to recover or improve the main known results. The connection between the sharp estimate and the corresponding eigenfunction is explored and illustrated by various examples. A previous result on optimal Markovian couplings is also extended in the paper.

关键词： Markov chains Spectral gap Couplings

Functional central limit theorem for super α-stable processes

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Science china mathematics 2004年第6期47卷 874-881页

作者： HONG WenmingDepartment of mathematics, beijing normal university,{2., china 1. Department of mathematics Beijing Normal University 100875 Beijing China

A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α 2. (0 2., the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2. and higher dimensions d 2., the limiting process is Brownian motion.

关键词： super α-stable processes occupation time central limit theorem evolution equation

On asymptotics of t-type regression estimation in multiple linear model

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Science china mathematics 2004年第4期47卷 628-639页

作者： GUI HengjianDepartment of mathematics, beijing normal university,{2., china 1. Department of mathematics Beijing Normal University 100875 Beijing China

We consider a robust estimator (t-type regression estimator) of multiple linear regression model by maximizing marginal likelihood of a scaled t-type error *** marginal likelihood can also be applied to the de-correlated response when the withinsubject correlation can be consistently estimated from an initial estimate of the model based on the independent working assumption. This paper shows that such a t-type estimator is consistent.

关键词： t-type regression estimator, M-estimator, one-step estimate, consistency, asymptotic normality.

THE HAUSDORFF MEASURE FOR THE SAMPLE PATH OF THE WESTWATER PROCESS

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Chinese Annals of mathematics,Series B 1996年第3期17卷 375-388页

作者： ZHOU XIANYIN(Depatment of mathematics, beijing normal university{2., china) beijing normal UNIV DEPT MATHBEIJING 100875PEOPLES R CHINA

It is proved that φ(s) = s2.log |logs| is the correct function to give the Hausdorff measureof a sample path of the Westwater process.

关键词： Hausdorff measure Wiener process Westwater process Sojourn time