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一些常见分布族的反集中函数
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作者 胡泽春 宋仁明 谭渊 《数学理论与应用》 2024年第1期1-15,共15页
假定{X_(α)}为一族服从某类分布的随机变量,具有有限期望E[X_(α)]和有限方差Var(X_(α)),其中α为一参数.受Hollom和Portier的论文(arXiv:2306.07811v1)的启发,在本文中我们考虑反集中函数(0,∞)∋y→inf_(α)P(|X_(α)-E[X_(α)]|≥y... 假定{X_(α)}为一族服从某类分布的随机变量,具有有限期望E[X_(α)]和有限方差Var(X_(α)),其中α为一参数.受Hollom和Portier的论文(arXiv:2306.07811v1)的启发,在本文中我们考虑反集中函数(0,∞)∋y→inf_(α)P(|X_(α)-E[X_(α)]|≥y√Var(X_(α))),并给出其清晰表示.我们将证明,对于某些常见分布族,包括均匀分布、指数分布、非退化高斯分布和学生t分布,反集中函数不恒为零,这表明相应随机变量族具有某种反集中性质;然而对另外一些常见分布族,包括二项分布、泊松分布、负二项分布、超几何分布、伽马分布、帕雷托分布、威布尔分布、对数正态分布和贝塔分布,反集中函数恒为零. 展开更多
关键词 分布 测度反集中
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Uniform boundary Harnack principle for rotationally symmetric Lvy processes in general open sets 被引量:2
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作者 KIM Panki song renming VONDRACEK Zoran 《Science China Mathematics》 SCIE 2012年第11期2317-2333,共17页
In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous Levy processes.
关键词 Levy processes subordinate Brownian motion harmonic functions boundary Harnack principle Poisson kernel
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Quasi-stationarity and quasi-ergodicity of general Markov processes
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作者 ZHANG JunFei LI ShouMei song renming 《Science China Mathematics》 SCIE 2014年第10期2013-2024,共12页
In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and ... In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and if X admits a strictly positive continuous transition density p(t,x,y)(with respect to m)which is bounded in(x,y)for every t>0,then X has a unique quasi-stationary distribution and a unique quasi-ergodic distribution.We also present several classes of Markov processes satisfying the above conditions. 展开更多
关键词 Markov processes quasi-stationary distributions mean ratio quasi-stationary distributions quasiergodicity distributions
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