Let{X_(ni),F_(ni);1≤i≤n,n≥1}be an array of R^(d)martingale difference random vectors and{A_(ni),1≤i≤n,n≥1}be an array of m×d matrices of real numbers.In this paper,the Marcinkiewicz-Zygmund type weak law of...Let{X_(ni),F_(ni);1≤i≤n,n≥1}be an array of R^(d)martingale difference random vectors and{A_(ni),1≤i≤n,n≥1}be an array of m×d matrices of real numbers.In this paper,the Marcinkiewicz-Zygmund type weak law of large numbers for maximal weighted sums of martingale difference random vectors is obtained with not necessarily finite p-th(1<p<2)moments.Moreover,the complete convergence and strong law of large numbers are established under some mild conditions.An application to multivariate simple linear regression model is also provided.展开更多
The ocean plays an important role in maintaining the equilibrium of Earth’s ecology and providing humans access to a wealth of resources.To obtain a high-precision underwater image classification model,we propose a c...The ocean plays an important role in maintaining the equilibrium of Earth’s ecology and providing humans access to a wealth of resources.To obtain a high-precision underwater image classification model,we propose a classification model that combines an EfficientnetB0 neural network and a two-hidden-layer random vector functional link network(EfficientnetB0-TRVFL).The features of underwater images were extracted using the EfficientnetB0 neural network pretrained via ImageNet,and a new fully connected layer was trained on the underwater image dataset using the transfer learning method.Transfer learning ensures the initial performance of the network and helps in the development of a high-precision classification model.Subsequently,a TRVFL was proposed to improve the classification property of the model.Net construction of the two hidden layers exhibited a high accuracy when the same hidden layer nodes were used.The parameters of the second hidden layer were obtained using a novel calculation method,which reduced the outcome error to improve the performance instability caused by the random generation of parameters of RVFL.Finally,the TRVFL classifier was used to classify features and obtain classification results.The proposed EfficientnetB0-TRVFL classification model achieved 87.28%,74.06%,and 99.59%accuracy on the MLC2008,MLC2009,and Fish-gres datasets,respectively.The best convolutional neural networks and existing methods were stacked up through box plots and Kolmogorov-Smirnov tests,respectively.The increases imply improved systematization properties in underwater image classification tasks.The image classification model offers important performance advantages and better stability compared with existing methods.展开更多
In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations a...In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations and the training of deep learning model that needs great computing power support, the distributed algorithm that can carry out multi-party joint modeling has attracted everyone’s attention. The distributed training mode relieves the huge pressure of centralized model on computer computing power and communication. However, most distributed algorithms currently work in a master-slave mode, often including a central server for coordination, which to some extent will cause communication pressure, data leakage, privacy violations and other issues. To solve these problems, a decentralized fully distributed algorithm based on deep random weight neural network is proposed. The algorithm decomposes the original objective function into several sub-problems under consistency constraints, combines the decentralized average consensus (DAC) and alternating direction method of multipliers (ADMM), and achieves the goal of joint modeling and training through local calculation and communication of each node. Finally, we compare the proposed decentralized algorithm with several centralized deep neural networks with random weights, and experimental results demonstrate the effectiveness of the proposed algorithm.展开更多
By using the generalized MacWilliams theorem, we give new representations for expectation and variance of Hamming distance between two i.i.d random vectors. By using the new representations, we derive a lower bound fo...By using the generalized MacWilliams theorem, we give new representations for expectation and variance of Hamming distance between two i.i.d random vectors. By using the new representations, we derive a lower bound for the variance, and present a simple and direct proof of the inequality of [1].展开更多
In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector f...In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.展开更多
To solve the precision and reliability problem of various machinery equipments and military vehicles, some military organisations, the industrial sector and the academia at home and abroad begin to pay attention to th...To solve the precision and reliability problem of various machinery equipments and military vehicles, some military organisations, the industrial sector and the academia at home and abroad begin to pay attention to the statistical distribution of machining dimensions, material properties and service loads, and the system reliability optimization design with constraints and reliability optimization design of various mechanical parts is studied in this way. However, the above researches focus on solving the strength and the life problem, and no studies have been done on the discrete degree and discrete pattern of other performance indicators. The concept of using a random vector to describe the mechanical parts performance indicators is presented; characteristics between the value of the vector variance matrix determinant and the sum of the diagonal covariance matrix in describing the performance indicators of vector dispersion are studied and compared. A clutch diaphragm spring is set as an example, the geometric dimension indicator is described with random vector, and the applicability of using variance matrix determinant and variance matrix trace of geometric dimension vector to describe discrete degree of random vector is studied by using Monte-Carlo simulation method and component discrete degree perturbation method. Also, the effects of different components of diaphragm spring geometric dimension vector on the value of covariance matrix determinant and the sum of covariance matrix diagonal of diaphragm spring performance indicators vector are analyzed. The present study shows that the impacts of the dispersion of diaphragm spring cone angle on every performance dispersion are all ranked first, and far exceed that of other dimension dispersion. So it must be strictly controlled in the production process. The result of the research work provides a reference for the design of diaphragm spring, and also it presents a proper method for researching the performance of other mechanical parts.展开更多
Electroencephalography(EEG),helps to analyze the neuronal activity of a human brain in the form of electrical signals with high temporal resolution in the millisecond range.To extract clean clinical information from E...Electroencephalography(EEG),helps to analyze the neuronal activity of a human brain in the form of electrical signals with high temporal resolution in the millisecond range.To extract clean clinical information from EEG signals,it is essential to remove unwanted artifacts that are due to different causes including at the time of acquisition.In this piece of work,the authors considered the EEG signal contaminated with Electrocardiogram(ECG)artifacts that occurs mostly in cardiac patients.The clean EEG is taken from the openly available Mendeley database whereas the ECG signal is collected from the Physionet database to create artifacts in the EEG signal and verify the proposed algorithm.Being the artifactual signal is non-linear and non-stationary the Random Vector Functional Link Network(RVFLN)model is used in this case.The Machine Learning approach has taken a leading role in every field of current research and RVFLN is one of them.For the proof of adaptive nature,the model is designed with EEG as a reference and artifactual EEG as input.The peaks of ECG signals are evaluated for artifact estimation as the amplitude is higher than the EEG signal.To vary the weight and reduce the error,an exponentially weighted Recursive Least Square(RLS)algorithm is used to design the adaptive filter with the novel RVFLN model.The random vectors are considered in this model with a radial basis function to satisfy the required signal experimentation.It is found that the result is excellent in terms of Mean Square Error(MSE),Normalized Mean Square Error(NMSE),Relative Error(RE),Gain in Signal to Artifact Ratio(GSAR),Signal Noise Ratio(SNR),Information Quantity(IQ),and Improvement in Normalized Power Spectrum(INPS).Also,the proposed method is compared with the earlier methods to show its efficacy.展开更多
Direct online measurement on product quality of industrial processes is difficult to be realized,which leads to a large number of unlabeled samples in modeling data.Therefore,it needs to employ semi-supervised learnin...Direct online measurement on product quality of industrial processes is difficult to be realized,which leads to a large number of unlabeled samples in modeling data.Therefore,it needs to employ semi-supervised learning(SSL)method to establish the soft sensor model of product quality.Considering the slow time-varying characteristic of industrial processes,the model parameters should be updated smoothly.According to this characteristic,this paper proposes an online adaptive semi-supervised learning algorithm based on random vector functional link network(RVFLN),denoted as OAS-RVFLN.By introducing a L2-fusion term that can be seen a weight deviation constraint,the proposed algorithm unifies the offline and online learning,and achieves smoothness of model parameter update.Empirical evaluations both on benchmark testing functions and datasets reveal that the proposed OAS-RVFLN can outperform the conventional methods in learning speed and accuracy.Finally,the OAS-RVFLN is applied to the coal dense medium separation process in coal industry to estimate the ash content of coal product,which further verifies its effectiveness and potential of industrial application.展开更多
Random vector functional ink(RVFL)networks belong to a class of single hidden layer neural networks in which some parameters are randomly selected.Their network structure in which contains the direct links between inp...Random vector functional ink(RVFL)networks belong to a class of single hidden layer neural networks in which some parameters are randomly selected.Their network structure in which contains the direct links between inputs and outputs is unique,and stability analysis and real-time performance are two difficulties of the control systems based on neural networks.In this paper,combining the advantages of RVFL and the ideas of online sequential extreme learning machine(OS-ELM)and initial-training-free online extreme learning machine(ITFOELM),a novel online learning algorithm which is named as initial-training-free online random vector functional link algo rithm(ITF-ORVFL)is investigated for training RVFL.The link vector of RVFL network can be analytically determined based on sequentially arriving data by ITF-ORVFL with a high learning speed,and the stability for nonlinear systems based on this learning algorithm is analyzed.The experiment results indicate that the proposed ITF-ORVFL is effective in coping with nonparametric uncertainty.展开更多
Forecasting wind speed is an extremely complicated and challenging problem due to its chaotic nature and its dependence on several atmospheric conditions.Although there are several intelligent techniques in the litera...Forecasting wind speed is an extremely complicated and challenging problem due to its chaotic nature and its dependence on several atmospheric conditions.Although there are several intelligent techniques in the literature for wind speed prediction,their accuracies are not yet very reliable.Therefore,in this paper,a new hybrid intelligent technique named the deep mixed kernel random vector functional-link network auto-encoder(AE)is proposed for wind speed prediction.The proposed method eliminates manual tuning of hidden nodes with random weights and biases,providing prediction model generalization and representation learning.This reduces reconstruction error due to the exact inversion of the kernel matrix,unlike the pseudo-inverse in a random vector functional-link network,and short-ens the execution time.Furthermore,the presence of a direct link from the input to the output reduces the complexity of the prediction model and improves the prediction accuracy.The kernel parameters and coefficients of the mixed kernel system are optimized using a new chaotic sine–cosine Levy flight optimization technique.The lowest errors in terms of mean absolute error(0.4139),mean absolute percentage error(4.0081),root mean square error(0.4843),standard deviation error(1.1431)and index of agreement(0.9733)prove the efficiency of the proposed model in comparison with other deep learning models such as deep AEs,deep kernel extreme learning ma-chine AEs,deep kernel random vector functional-link network AEs,benchmark models such as least square support vector machine,autoregressive integrated moving average,extreme learning machines and their hybrid models along with different state-of-the-art methods.展开更多
Molten iron temperature as well as Si, P, and S contents is the most essential molten iron quality （MIQ） indices in the blast furnace （BF） ironmaking, which requires strict monitoring during the whole ironmaking p...Molten iron temperature as well as Si, P, and S contents is the most essential molten iron quality （MIQ） indices in the blast furnace （BF） ironmaking, which requires strict monitoring during the whole ironmaking production. However, these MIQ parameters are difficult to be directly measured online, and large-time delay exists in off-line analysis through laboratory sampling. Focusing on the practical challenge, a data-driven modeling method was presented for the prediction of MIQ using the improved muhivariable incremental random vector functional-link net- works （M-I-RVFLNs）. Compared with the conventional random vector functional-link networks （RVFLNs） and the online sequential RVFLNs, the M-I-RVFLNs have solved the problem of deciding the optimal number of hidden nodes and overcome the overfitting problems. Moreover, the proposed M I RVFLNs model has exhibited the potential for multivariable prediction of the MIQ and improved the terminal condition for the multiple-input multiple-out- put （MIMO） dynamic system, which is suitable for the BF ironmaking process in practice. Ultimately, industrial experiments and contrastive researches have been conducted on the BF No. 2 in Liuzhou Iron and Steel Group Co. Ltd. of China using the proposed method, and the results demonstrate that the established model produces better estima ting accuracy than other MIQ modeling methods.展开更多
In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.
We introduce the notion of symmetric covariation,which is a new measure of dependence between two components of a symmetricα-stable random vector,where the stability parameterαmeasures the heavy-tailedness of its di...We introduce the notion of symmetric covariation,which is a new measure of dependence between two components of a symmetricα-stable random vector,where the stability parameterαmeasures the heavy-tailedness of its distribution.Unlike covariation that exists only whenα∈(1,2],symmetric covariation is well defined for allα∈(0,2].We show that symmetric covariation can be defined using the proposed generalized fractional derivative,which has broader usages than those involved in this work.Several properties of symmetric covariation have been derived.These are either similar to or more general than those of the covariance functions in the Gaussian case.The main contribution of this framework is the representation of the characteristic function of bivariate symmetricα-stable distribution via convergent series based on a sequence of symmetric covariations.This series representation extends the one of bivariate Gaussian.展开更多
基金Supported by the Outstanding Youth Research Project of Anhui Colleges(Grant No.2022AH030156)。
文摘Let{X_(ni),F_(ni);1≤i≤n,n≥1}be an array of R^(d)martingale difference random vectors and{A_(ni),1≤i≤n,n≥1}be an array of m×d matrices of real numbers.In this paper,the Marcinkiewicz-Zygmund type weak law of large numbers for maximal weighted sums of martingale difference random vectors is obtained with not necessarily finite p-th(1<p<2)moments.Moreover,the complete convergence and strong law of large numbers are established under some mild conditions.An application to multivariate simple linear regression model is also provided.
基金support of the National Key R&D Program of China(No.2022YFC2803903)the Key R&D Program of Zhejiang Province(No.2021C03013)the Zhejiang Provincial Natural Science Foundation of China(No.LZ20F020003).
文摘The ocean plays an important role in maintaining the equilibrium of Earth’s ecology and providing humans access to a wealth of resources.To obtain a high-precision underwater image classification model,we propose a classification model that combines an EfficientnetB0 neural network and a two-hidden-layer random vector functional link network(EfficientnetB0-TRVFL).The features of underwater images were extracted using the EfficientnetB0 neural network pretrained via ImageNet,and a new fully connected layer was trained on the underwater image dataset using the transfer learning method.Transfer learning ensures the initial performance of the network and helps in the development of a high-precision classification model.Subsequently,a TRVFL was proposed to improve the classification property of the model.Net construction of the two hidden layers exhibited a high accuracy when the same hidden layer nodes were used.The parameters of the second hidden layer were obtained using a novel calculation method,which reduced the outcome error to improve the performance instability caused by the random generation of parameters of RVFL.Finally,the TRVFL classifier was used to classify features and obtain classification results.The proposed EfficientnetB0-TRVFL classification model achieved 87.28%,74.06%,and 99.59%accuracy on the MLC2008,MLC2009,and Fish-gres datasets,respectively.The best convolutional neural networks and existing methods were stacked up through box plots and Kolmogorov-Smirnov tests,respectively.The increases imply improved systematization properties in underwater image classification tasks.The image classification model offers important performance advantages and better stability compared with existing methods.
文摘In the contemporary era, the proliferation of information technology has led to an unprecedented surge in data generation, with this data being dispersed across a multitude of mobile devices. Facing these situations and the training of deep learning model that needs great computing power support, the distributed algorithm that can carry out multi-party joint modeling has attracted everyone’s attention. The distributed training mode relieves the huge pressure of centralized model on computer computing power and communication. However, most distributed algorithms currently work in a master-slave mode, often including a central server for coordination, which to some extent will cause communication pressure, data leakage, privacy violations and other issues. To solve these problems, a decentralized fully distributed algorithm based on deep random weight neural network is proposed. The algorithm decomposes the original objective function into several sub-problems under consistency constraints, combines the decentralized average consensus (DAC) and alternating direction method of multipliers (ADMM), and achieves the goal of joint modeling and training through local calculation and communication of each node. Finally, we compare the proposed decentralized algorithm with several centralized deep neural networks with random weights, and experimental results demonstrate the effectiveness of the proposed algorithm.
文摘By using the generalized MacWilliams theorem, we give new representations for expectation and variance of Hamming distance between two i.i.d random vectors. By using the new representations, we derive a lower bound for the variance, and present a simple and direct proof of the inequality of [1].
文摘In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.
文摘To solve the precision and reliability problem of various machinery equipments and military vehicles, some military organisations, the industrial sector and the academia at home and abroad begin to pay attention to the statistical distribution of machining dimensions, material properties and service loads, and the system reliability optimization design with constraints and reliability optimization design of various mechanical parts is studied in this way. However, the above researches focus on solving the strength and the life problem, and no studies have been done on the discrete degree and discrete pattern of other performance indicators. The concept of using a random vector to describe the mechanical parts performance indicators is presented; characteristics between the value of the vector variance matrix determinant and the sum of the diagonal covariance matrix in describing the performance indicators of vector dispersion are studied and compared. A clutch diaphragm spring is set as an example, the geometric dimension indicator is described with random vector, and the applicability of using variance matrix determinant and variance matrix trace of geometric dimension vector to describe discrete degree of random vector is studied by using Monte-Carlo simulation method and component discrete degree perturbation method. Also, the effects of different components of diaphragm spring geometric dimension vector on the value of covariance matrix determinant and the sum of covariance matrix diagonal of diaphragm spring performance indicators vector are analyzed. The present study shows that the impacts of the dispersion of diaphragm spring cone angle on every performance dispersion are all ranked first, and far exceed that of other dimension dispersion. So it must be strictly controlled in the production process. The result of the research work provides a reference for the design of diaphragm spring, and also it presents a proper method for researching the performance of other mechanical parts.
文摘Electroencephalography(EEG),helps to analyze the neuronal activity of a human brain in the form of electrical signals with high temporal resolution in the millisecond range.To extract clean clinical information from EEG signals,it is essential to remove unwanted artifacts that are due to different causes including at the time of acquisition.In this piece of work,the authors considered the EEG signal contaminated with Electrocardiogram(ECG)artifacts that occurs mostly in cardiac patients.The clean EEG is taken from the openly available Mendeley database whereas the ECG signal is collected from the Physionet database to create artifacts in the EEG signal and verify the proposed algorithm.Being the artifactual signal is non-linear and non-stationary the Random Vector Functional Link Network(RVFLN)model is used in this case.The Machine Learning approach has taken a leading role in every field of current research and RVFLN is one of them.For the proof of adaptive nature,the model is designed with EEG as a reference and artifactual EEG as input.The peaks of ECG signals are evaluated for artifact estimation as the amplitude is higher than the EEG signal.To vary the weight and reduce the error,an exponentially weighted Recursive Least Square(RLS)algorithm is used to design the adaptive filter with the novel RVFLN model.The random vectors are considered in this model with a radial basis function to satisfy the required signal experimentation.It is found that the result is excellent in terms of Mean Square Error(MSE),Normalized Mean Square Error(NMSE),Relative Error(RE),Gain in Signal to Artifact Ratio(GSAR),Signal Noise Ratio(SNR),Information Quantity(IQ),and Improvement in Normalized Power Spectrum(INPS).Also,the proposed method is compared with the earlier methods to show its efficacy.
基金Projects(61603393,61973306)supported in part by the National Natural Science Foundation of ChinaProject(BK20160275)supported by the Natural Science Foundation of Jiangsu Province,China+1 种基金Projects(2015M581885,2018T110571)supported by the Postdoctoral Science Foundation of ChinaProject(PAL-N201706)supported by the Open Project Foundation of State Key Laboratory of Synthetical Automation for Process Industries of Northeastern University,China
文摘Direct online measurement on product quality of industrial processes is difficult to be realized,which leads to a large number of unlabeled samples in modeling data.Therefore,it needs to employ semi-supervised learning(SSL)method to establish the soft sensor model of product quality.Considering the slow time-varying characteristic of industrial processes,the model parameters should be updated smoothly.According to this characteristic,this paper proposes an online adaptive semi-supervised learning algorithm based on random vector functional link network(RVFLN),denoted as OAS-RVFLN.By introducing a L2-fusion term that can be seen a weight deviation constraint,the proposed algorithm unifies the offline and online learning,and achieves smoothness of model parameter update.Empirical evaluations both on benchmark testing functions and datasets reveal that the proposed OAS-RVFLN can outperform the conventional methods in learning speed and accuracy.Finally,the OAS-RVFLN is applied to the coal dense medium separation process in coal industry to estimate the ash content of coal product,which further verifies its effectiveness and potential of industrial application.
基金supported by the Ministry of Science and Technology of China(2018AAA0101000,2017YFF0205306,WQ20141100198)the National Natural Science Foundation of China(91648117)。
文摘Random vector functional ink(RVFL)networks belong to a class of single hidden layer neural networks in which some parameters are randomly selected.Their network structure in which contains the direct links between inputs and outputs is unique,and stability analysis and real-time performance are two difficulties of the control systems based on neural networks.In this paper,combining the advantages of RVFL and the ideas of online sequential extreme learning machine(OS-ELM)and initial-training-free online extreme learning machine(ITFOELM),a novel online learning algorithm which is named as initial-training-free online random vector functional link algo rithm(ITF-ORVFL)is investigated for training RVFL.The link vector of RVFL network can be analytically determined based on sequentially arriving data by ITF-ORVFL with a high learning speed,and the stability for nonlinear systems based on this learning algorithm is analyzed.The experiment results indicate that the proposed ITF-ORVFL is effective in coping with nonparametric uncertainty.
文摘Forecasting wind speed is an extremely complicated and challenging problem due to its chaotic nature and its dependence on several atmospheric conditions.Although there are several intelligent techniques in the literature for wind speed prediction,their accuracies are not yet very reliable.Therefore,in this paper,a new hybrid intelligent technique named the deep mixed kernel random vector functional-link network auto-encoder(AE)is proposed for wind speed prediction.The proposed method eliminates manual tuning of hidden nodes with random weights and biases,providing prediction model generalization and representation learning.This reduces reconstruction error due to the exact inversion of the kernel matrix,unlike the pseudo-inverse in a random vector functional-link network,and short-ens the execution time.Furthermore,the presence of a direct link from the input to the output reduces the complexity of the prediction model and improves the prediction accuracy.The kernel parameters and coefficients of the mixed kernel system are optimized using a new chaotic sine–cosine Levy flight optimization technique.The lowest errors in terms of mean absolute error(0.4139),mean absolute percentage error(4.0081),root mean square error(0.4843),standard deviation error(1.1431)and index of agreement(0.9733)prove the efficiency of the proposed model in comparison with other deep learning models such as deep AEs,deep kernel extreme learning ma-chine AEs,deep kernel random vector functional-link network AEs,benchmark models such as least square support vector machine,autoregressive integrated moving average,extreme learning machines and their hybrid models along with different state-of-the-art methods.
基金Item Sponsored by National Natural Science Foundation of China(61290323,61333007,61473064)Fundamental Research Funds for Central Universities of China(N130108001)+1 种基金National High Technology Research and Development Program of China(2015AA043802)General Project on Scientific Research for Education Department of Liaoning Province of China(L20150186)
文摘Molten iron temperature as well as Si, P, and S contents is the most essential molten iron quality （MIQ） indices in the blast furnace （BF） ironmaking, which requires strict monitoring during the whole ironmaking production. However, these MIQ parameters are difficult to be directly measured online, and large-time delay exists in off-line analysis through laboratory sampling. Focusing on the practical challenge, a data-driven modeling method was presented for the prediction of MIQ using the improved muhivariable incremental random vector functional-link net- works （M-I-RVFLNs）. Compared with the conventional random vector functional-link networks （RVFLNs） and the online sequential RVFLNs, the M-I-RVFLNs have solved the problem of deciding the optimal number of hidden nodes and overcome the overfitting problems. Moreover, the proposed M I RVFLNs model has exhibited the potential for multivariable prediction of the MIQ and improved the terminal condition for the multiple-input multiple-out- put （MIMO） dynamic system, which is suitable for the BF ironmaking process in practice. Ultimately, industrial experiments and contrastive researches have been conducted on the BF No. 2 in Liuzhou Iron and Steel Group Co. Ltd. of China using the proposed method, and the results demonstrate that the established model produces better estima ting accuracy than other MIQ modeling methods.
基金1)This work is supported by NSFC(10571159),SRFDP(2002335090)and KRF(D00008)2)This work is supported by NSFC(10401037)and China Postdoctoral Science Foundation3)This work is supported by the Brain Korea 21 Project in 2005
文摘In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.
文摘We introduce the notion of symmetric covariation,which is a new measure of dependence between two components of a symmetricα-stable random vector,where the stability parameterαmeasures the heavy-tailedness of its distribution.Unlike covariation that exists only whenα∈(1,2],symmetric covariation is well defined for allα∈(0,2].We show that symmetric covariation can be defined using the proposed generalized fractional derivative,which has broader usages than those involved in this work.Several properties of symmetric covariation have been derived.These are either similar to or more general than those of the covariance functions in the Gaussian case.The main contribution of this framework is the representation of the characteristic function of bivariate symmetricα-stable distribution via convergent series based on a sequence of symmetric covariations.This series representation extends the one of bivariate Gaussian.
