共查询到20条相似文献,搜索用时 46 毫秒
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We consider subordinators in the domain of attraction at 0 of a stable subordinator (where ); thus, with the property that , the tail function of the canonical measure of , is regularly varying of index as . We also analyse the boundary case, , when is slowly varying at 0. When , we show that converges in distribution, as , to the random variable . This latter random variable, as a function of , converges in distribution as to the inverse of an exponential random variable. We prove these convergences, also generalised to functional versions (convergence in ), and to trimmed versions, whereby a fixed number of its largest jumps up to a specified time are subtracted from the process. The 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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Yongsheng Song 《Stochastic Processes and their Applications》2019,129(6):2066-2085
As is known, if is a -Brownian motion, a process of form , , is a non-increasing -martingale. In this paper, we shall show that a non-increasing -martingale cannot be form of or , , which implies that the decomposition for generalized -Itô processes is unique: For arbitrary , and non-increasing -martingales , if then we have , and. As an application, we give a characterization to the -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 -Wasserstein distance and the total variation for the semigroup corresponding to the stochastic differential equation where is a pure jump Lévy process whose Lévy measure fulfills for some constant , and the drift term satisfies that for any , with some positive constants and positive measurable function . 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 . 相似文献
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《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 is the least integer k for which G admits a coloring with k colors such that each color class induces a -degenerate subgraph of G. So is the chromatic number and is the point arboricity. The point partition number with was introduced by Lick and White. A graph G is called -critical if every proper subgraph H of G satisfies . In this paper we prove that if G is a -critical graph whose order satisfies , then G can be obtained from two non-empty disjoint subgraphs and by adding t edges between any pair of vertices with and . Based on this result we establish the minimum number of edges possible in a -critical graph G of order n and with , provided that and t is even. For the corresponding two results were obtained in 1963 by Tibor Gallai. 相似文献
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Alexander Iksanov Konrad Kolesko Matthias Meiners 《Stochastic Processes and their Applications》2019,129(11):4480-4499
Let be Biggins’ martingale associated with a supercritical branching random walk, and let 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 belongs to the domain of normal attraction of an -stable distribution for some , then, as , there is weak convergence of the tail process , properly normalized, to a random scale multiple of a stationary autoregressive process of order one with -stable marginals. 相似文献
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Ion Grama Ronan Lauvergnat Émile Le Page 《Stochastic Processes and their Applications》2019,129(7):2485-2527
Let be a branching process in a random environment defined by a Markov chain with values in a finite state space . Let be the probability law generated by the trajectories of starting at We study the asymptotic behaviour of the joint survival probability , as in the critical and strongly, intermediate and weakly subcritical cases. 相似文献
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Irmina Czarna José-Luis Pérez Tomasz Rolski Kazutoshi Yamazaki 《Stochastic Processes and their Applications》2019,129(12):5406-5449
A level-dependent Lévy process solves the stochastic differential equation , where is a spectrally negative Lévy process. A special case is a multi-refracted Lévy process with . 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 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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Le Chen Yaozhong Hu David Nualart 《Stochastic Processes and their Applications》2019,129(12):5073-5112
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: where is the space–time white noise, , , and . 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: . In some cases, the initial data can be measures. When , we prove the sample path regularity of the solution. 相似文献
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The tensor product of graphs , and is defined by and Let be the fractional chromatic number of a graph . In this paper, we prove that if one of the three graphs , and is a circular clique, 相似文献
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Building on recent work of Dvořák and Yepremyan, we show that every simple graph of minimum degree contains as an immersion and that every graph with chromatic number at least contains as an immersion. We also show that every graph on vertices with no independent set of size three contains as an immersion. 相似文献
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In 2009, Kyaw proved that every -vertex connected -free graph with contains a spanning tree with at most 3 leaves. In this paper, we prove an analogue of Kyaw’s result for connected -free graphs. We show that every -vertex connected -free graph with contains a spanning tree with at most 4 leaves. Moreover, the degree sum condition “” is best possible. 相似文献
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In the two disjoint shortest paths problem ( 2-DSPP), the input is a graph (or a digraph) and its vertex pairs and , and the objective is to find two vertex-disjoint paths and such that is a shortest path from to for , 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 , let be the smallest number of colors C such that there exists a proper edge-coloring of the complete graph with C colors containing no k vertex-disjoint color isomorphic copies of H. In this paper, we prove that where is the 1-subdivision of the complete graph . This answers a question of Conlon and Tyomkyn (2021) [4]. 相似文献
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In this paper, we study the existence and concentration behavior of minimizers for , here and where and are constants. By the Gagliardo–Nirenberg inequality, we get the sharp existence of global constraint minimizers of for when , and . For the case , we prove that the global constraint minimizers of behave like for some when c is large, where is, up to translations, the unique positive solution of in and , and . 相似文献