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1.
We consider subordinators Xα=(Xα(t))t0 in the domain of attraction at 0 of a stable subordinator (Sα(t))t0 (where α(0,1)); thus, with the property that Π¯α, the tail function of the canonical measure of Xα, is regularly varying of index ?α(?1,0) as x0. We also analyse the boundary case, α=0, when Π¯α is slowly varying at 0. When α(0,1), we show that (tΠ¯α(Xα(t)))?1 converges in distribution, as t0, to the random variable (Sα(1))α. This latter random variable, as a function of α, converges in distribution as α0 to the inverse of an exponential random variable. We prove these convergences, also generalised to functional versions (convergence in D[0,1]), and to trimmed versions, whereby a fixed number of its largest jumps up to a specified time are subtracted from the process. The α=0 case produces convergence to an extremal process constructed from ordered jumps of a Cauchy subordinator. Our results generalise random walk and stable process results of Darling, Cressie, Kasahara, Kotani and Watanabe.  相似文献   

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As is known, if B=(Bt)t[0,T] is a G-Brownian motion, a process of form 0tηsdBs?0t2G(ηs)ds, ηMG1(0,T), is a non-increasing G-martingale. In this paper, we shall show that a non-increasing G-martingale cannot be form of 0tηsds or 0tγsdBs, η,γMG1(0,T), which implies that the decomposition for generalized G-Itô processes is unique: For arbitrary ζHG1(0,T), ηMG1(0,T) and non-increasing G-martingales K,L, if 0tζsdBs+0tηsds+Kt=Lt,t[0,T],then we have η0, ζ0 andKt=Lt. As an application, we give a characterization to the G-Sobolev spaces introduced in Peng and Song (2015).  相似文献   

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We establish the exponential convergence with respect to the L1-Wasserstein distance and the total variation for the semigroup corresponding to the stochastic differential equation dXt=dZt+b(Xt)dt,where (Zt)t0 is a pure jump Lévy process whose Lévy measure ν fulfills infxRd,|x|κ0[ν(δx1ν)](Rd)>0for some constant κ0>0, and the drift term b satisfies that for any x,yRd, b(x)?b(y),x?yΦ1(|x?y|)|x?y|,|x?y|<l0;?K2|x?y|2,|x?y|l0with some positive constants K2,l0 and positive measurable function Φ1. The method is based on the refined basic coupling for Lévy jump processes. As a byproduct, we obtain sufficient conditions for the strong ergodicity of the process (Xt)t0.  相似文献   

6.
《Discrete Mathematics》2022,345(8):112903
Graphs considered in this paper are finite, undirected and loopless, but we allow multiple edges. The point partition number χt(G) is the least integer k for which G admits a coloring with k colors such that each color class induces a (t?1)-degenerate subgraph of G. So χ1 is the chromatic number and χ2 is the point arboricity. The point partition number χt with t1 was introduced by Lick and White. A graph G is called χt-critical if every proper subgraph H of G satisfies χt(H)<χt(G). In this paper we prove that if G is a χt-critical graph whose order satisfies |G|2χt(G)?2, then G can be obtained from two non-empty disjoint subgraphs G1 and G2 by adding t edges between any pair u,v of vertices with uV(G1) and vV(G2). Based on this result we establish the minimum number of edges possible in a χt-critical graph G of order n and with χt(G)=k, provided that n2k?1 and t is even. For t=1 the corresponding two results were obtained in 1963 by Tibor Gallai.  相似文献   

7.
Let (Wn(θ))nN0 be Biggins’ martingale associated with a supercritical branching random walk, and let W(θ) be its almost sure limit. Under a natural condition for the offspring point process in the branching random walk, we show that if the law of W1(θ) belongs to the domain of normal attraction of an α-stable distribution for some α(1,2), then, as n, there is weak convergence of the tail process (W(θ)?Wn?k(θ))kN0, properly normalized, to a random scale multiple of a stationary autoregressive process of order one with α-stable marginals.  相似文献   

8.
Let (Zn)n0 be a branching process in a random environment defined by a Markov chain (Xn)n0 with values in a finite state space X. Let Pi be the probability law generated by the trajectories of Xnn0 starting at X0=iX. We study the asymptotic behaviour of the joint survival probability PiZn>0,Xn=j, jX as n+ in the critical and strongly, intermediate and weakly subcritical cases.  相似文献   

9.
A level-dependent Lévy process solves the stochastic differential equation dU(t)=dX(t)??(U(t))dt, where X is a spectrally negative Lévy process. A special case is a multi-refracted Lévy process with ?k(x)=j=1kδj1{xbj}. A general rate function ? that is non-decreasing and locally Lipschitz continuous is also considered. We discuss solutions of the above stochastic differential equation and investigate the so-called scale functions, which are counterparts of the scale functions from the theory of Lévy processes. We show how fluctuation identities for U can be expressed via these scale functions. We demonstrate that the derivatives of the scale functions are solutions of Volterra integral equations.  相似文献   

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This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: ?β+ν2(?Δ)α2u(t,x)=Itγρ(u(t,x))W?(t,x),t>0,xRd,where W? is the space–time white noise, α(0,2], β(0,2), γ0 and ν>0. Fundamental solutions and their properties, in particular the nonnegativity, are derived. The existence and uniqueness of solution together with the moment bounds of the solution are obtained under Dalang’s condition: d<2α+αβmin(2γ?1,0). In some cases, the initial data can be measures. When β(0,1], we prove the sample path regularity of the solution.  相似文献   

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The tensor product (G1,G2,G3) of graphs G1, G2 and G3 is defined by V(G1,G2,G3)=V(G1)×V(G2)×V(G3)and E(G1,G2,G3)=((u1,u2,u3),(v1,v2,v3)):|{i:(ui,vi)E(Gi)}|2.Let χf(G) be the fractional chromatic number of a graph G. In this paper, we prove that if one of the three graphs G1, G2 and G3 is a circular clique, χf(G1,G2,G3)=min{χf(G1)χf(G2),χf(G1)χf(G3),χf(G2)χf(G3)}.  相似文献   

14.
Building on recent work of Dvořák and Yepremyan, we show that every simple graph of minimum degree 7t+7 contains Kt as an immersion and that every graph with chromatic number at least 3.54t+4 contains Kt as an immersion. We also show that every graph on n vertices with no independent set of size three contains K2n5 as an immersion.  相似文献   

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In 2009, Kyaw proved that every n-vertex connected K1,4-free graph G with σ4(G)n?1 contains a spanning tree with at most 3 leaves. In this paper, we prove an analogue of Kyaw’s result for connected K1,5-free graphs. We show that every n-vertex connected K1,5-free graph G with σ5(G)n?1 contains a spanning tree with at most 4 leaves. Moreover, the degree sum condition “σ5(G)n?1” is best possible.  相似文献   

17.
In the two disjoint shortest paths problem ( 2-DSPP), the input is a graph (or a digraph) and its vertex pairs (s1,t1) and (s2,t2), and the objective is to find two vertex-disjoint paths P1 and P2 such that Pi is a shortest path from si to ti for i=1,2, if they exist. In this paper, we give a first polynomial-time algorithm for the undirected version of the 2-DSPP with an arbitrary non-negative edge length function.  相似文献   

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《Discrete Mathematics》2022,345(5):112805
Given a graph H and an integer k?2, let fk(n,H) be the smallest number of colors C such that there exists a proper edge-coloring of the complete graph Kn with C colors containing no k vertex-disjoint color isomorphic copies of H. In this paper, we prove that f2(n,Ht)=Ω(n1+12t?3) where Ht is the 1-subdivision of the complete graph Kt. This answers a question of Conlon and Tyomkyn (2021) [4].  相似文献   

20.
In this paper, we study the existence and concentration behavior of minimizers for iV(c)=infuSc?IV(u), here Sc={uH1(RN)|RNV(x)|u|2<+,|u|2=c>0} and
IV(u)=12RN(a|?u|2+V(x)|u|2)+b4(RN|?u|2)2?1pRN|u|p,
where N=1,2,3 and a,b>0 are constants. By the Gagliardo–Nirenberg inequality, we get the sharp existence of global constraint minimizers of iV(c) for 2<p<2? when V(x)0, V(x)Lloc(RN) and lim|x|+?V(x)=+. For the case p(2,2N+8N)\{4}, we prove that the global constraint minimizers uc of iV(c) behave like
uc(x)c|Qp|2(mcc)N2Qp(mccx?zc),
for some zcRN when c is large, where Qp is, up to translations, the unique positive solution of ?N(p?2)4ΔQp+2N?p(N?2)4Qp=|Qp|p?2Qp in RN and mc=(a2D12?4bD2i0(c)+aD12bD2)12, D1=Np?2N?42N(p?2) and D2=2N+8?Np4N(p?2).  相似文献   

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