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国家自然科学基金(10671176)

作品数:9 被引量:11H指数:2
相关作者:麻志浩赵月旭孙伟良胡俊娟杨卫国更多>>
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发文基金:国家自然科学基金王宽诚敎育基金浙江省教育厅科研计划更多>>
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9 条 记 录,以下是 1-9
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强平稳ρ-混合序列的精确渐近性被引量:2
2008年
研究了强平稳ρ-混合序列部分和S_n=X_1+X_2+…+X_n的精确渐近性:即当ε↘0时,概率级数sum from n=1to ∞φ(n)P(|S_n|≥εH(n))的极限行为和收敛速度,并揭示了函数φ(n)与H(n)之间的关系。
赵月旭麻志浩孙伟良
关键词:Ρ-混合
Transition Distributions of Young Diagrams Under Periodically Weighted Plancherel Measures
2009年
Kerov[16,17] proved that Wigner's semi-circular law in Gauss[an unitary ensembles is the transition distribution of the omega curve discovered by Vershik and Kerov[34] for the limit shape of random partitions under the Plancherel measure. This establishes a close link between random Plancherel partitions and Gauss[an unitary ensembles, In this paper we aim to consider a general problem, namely, to characterize the transition distribution of the limit shape of random Young diagrams under Poissonized Plancherel measures in a periodic potential, which naturally arises in Nekrasov's partition functions and is further studied by Nekrasov and Okounkov[25] and Okounkov[28,29]. We also find an associated matrix mode[ for this transition distribution. Our argument is based on a purely geometric analysis on the relation between matrix models and SeibergWitten differentials.
Zhong-gen Su
Circular β ensembles,CMV representation,characteristic polynomials被引量:1
2009年
In this note we first briefly review some recent progress in the study of the circular β ensemble on the unit circle,where β > 0 is a model parameter.In the special cases β = 1,2 and 4,this ensemble describes the joint probability density of eigenvalues of random orthogonal,unitary and sympletic matrices,respectively.For general β,Killip and Nenciu discovered a five-diagonal sparse matrix model,the CMV representation.This representation is new even in the case β = 2;and it has become a powerful tool for studying the circular β ensemble.We then give an elegant derivation for the moment identities of characteristic polynomials via the link with orthogonal polynomials on the unit circle.
SU ZhongGen Department of Mathematics,Zhejiang University,Hangzhou 310027,China
Precise Asymptotics for Random Matrices and Random Growth Models被引量:7
2008年
The author considers the largest eigenvaiues of random matrices from Gaussian unitary ensemble and Laguerre unitary ensemble, and the rightmost charge in certain random growth models. We obtain some precise asymptotics results, which are in a sense similar to the precise asymptotics for sums of independent random variables in the context of the law of large numbers and complete convergence. Our proofs depend heavily upon the upper and lower tail estimates for random matrices and random growth models. The Tracy-Widom distribution plays a central role as well.
Zhong Gen SU
趋势项平稳与漂移项单位根过程的比较研究被引量:1
2008年
为了较好地区别单位根过程和平稳过程,该文对带漂移项的单位根过程和趋势项的平稳过程这两个数据生成过程进行分析,结合蒙特卡罗模拟,通过分析方法和参数等方面的阐述,得出参数的收敛速度和分布等方面的区别,从而更好地加强对这两个过程的理解,并为单位根检验给出了参考.
胡俊娟潘正琪
关键词:单位根过程蒙特卡罗模拟
Convergence Rates of Tail Probabilities for Sums under Dependence Assumptions
2010年
Let {X,X1,X2,……}be a zero mean strictly stationary Ф-mixing sequence. Set Sn=∑n k=1 and f(x^p)=∑∞n=1 n^r-2P(|Sn|≥x^p√ES2nlog n),When ε〉(√2)1/p,for p〉1/2 and r〉1,the conditions for ∫∞ε f(x^p)dx 〈∞ to hold is established, by using coupled methods together withstrong approximation, which are different from the traditional symmetrization and Hoffman-JФrgensen inequality.
Xiao Rong YANGWei Dong LIUKe Ang FULin Xin ZHANG
On Increasing Subsequences of Minimal ErdSs-Szekeres Permutations
2011年
Let π be a minimal ErdSs-Szekeres permutation of 1, 2,..., n^2, and let ln,k be the length of the longest increasing subsequence in the segment (πr(1),...,π(k)). Under uniform measure we establish an exponentially decaying bound of the upper tail probability for ln,k, and as a consequence we obtain a complete convergence, which is an improvement of Romik's recent result. We also give a precise lower exponential tail for ln,k.
Zhong Gen SU
Joint and supremum distributions in the compound binomial model with Markovian environment
2011年
In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T - 1) and |X(T)|(i.e., the time of ruin, the surplus before ruin and the deficit at ruin) by the method of mass function of up-crossing zero points, as given by Liu and Zhao (2007). By using the same method, the recursive formula of supremum distribution is obtained. An example is included to illustrate the results of the model.
YU Yi-bin ZHANG Li-xin ZHANG Yi
自正则部分和的完全矩的精确渐近性(英文)
2010年
设{X,Xn;n≥1}为吸引域为正态吸引域的独立同分布的随机变量序列,本文证明了其自正则部分和的完全矩的精确渐近性.
臧庆佩傅可昂杨卫国
关键词:精确渐近性
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