Acta Mathematicae Applicatae Sinica, English Series最新文献

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The Local Poincaré Inequality of Stochastic Dynamic and Application to the Ising Model 随机动力学的局部poincar<e:1>不等式及其在Ising模型中的应用
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0001-1
Kai-yuan Cui, Fu-zhou Gong
{"title":"The Local Poincaré Inequality of Stochastic Dynamic and Application to the Ising Model","authors":"Kai-yuan Cui,&nbsp;Fu-zhou Gong","doi":"10.1007/s10255-025-0001-1","DOIUrl":"10.1007/s10255-025-0001-1","url":null,"abstract":"<div><p>Inspired by the idea of stochastic quantization proposed by Parisi and Wu, we reconstruct the transition probability function that has a central role in the renormalization group using a stochastic differential equation. From a probabilistic perspective, the renormalization procedure can be characterized by a discrete-time Markov chain. Therefore, we focus on this stochastic dynamic, and establish the local Poincaré inequality by calculating the Bakry-Émery curvature for two point functions. Finally, we choose an appropriate coupling relationship between parameters <i>K</i> and <i>T</i> to obtain the Poincaré inequality of two point functions for the limiting system. Our method extends the classic Bakry-Émery criterion, and the results provide a new perspective to characterize the renormalization procedure.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"305 - 336"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Quantile Regression under Truncated, Censored and Dependent Assumptions 截断、删节和相关假设下的分位数回归
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-024-1034-6
Chang-sheng Liu, Yun-jiao Lu, Si-li Niu
{"title":"Quantile Regression under Truncated, Censored and Dependent Assumptions","authors":"Chang-sheng Liu,&nbsp;Yun-jiao Lu,&nbsp;Si-li Niu","doi":"10.1007/s10255-024-1034-6","DOIUrl":"10.1007/s10255-024-1034-6","url":null,"abstract":"<div><p>In this paper, we focus on the problem of nonparametric quantile regression with left-truncated and right-censored data. Based on Nadaraya-Watson (NW) Kernel smoother and the technique of local linear (LL) smoother, we construct the NW and LL estimators of the conditional quantile. Under strong mixing assumptions, we establish asymptotic representation and asymptotic normality of the estimators. Finite sample behavior of the estimators is investigated via simulation, and a real data example is used to illustrate the application of the proposed methods.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"479 - 497"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Central Limit Theorem, Moderate Deviation and an Upper Bound of Large Deviation for Multivariate Marked Hawkes Processes 多元标记Hawkes过程的中心极限定理、中等偏差和大偏差的上界
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0006-9
Ming-zhou Xu, Kun Cheng, Yun-zheng Ding
{"title":"Central Limit Theorem, Moderate Deviation and an Upper Bound of Large Deviation for Multivariate Marked Hawkes Processes","authors":"Ming-zhou Xu,&nbsp;Kun Cheng,&nbsp;Yun-zheng Ding","doi":"10.1007/s10255-025-0006-9","DOIUrl":"10.1007/s10255-025-0006-9","url":null,"abstract":"<div><p>We study a multivariate linear Hawkes process with random marks. In this paper, we establish that a central limit theorem, a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"573 - 587"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749123","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance 约束随机递归线性二次最优控制问题及其在金融中的应用
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-024-1157-9
Liang-quan Zhang, Qing Zhou
{"title":"Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance","authors":"Liang-quan Zhang,&nbsp;Qing Zhou","doi":"10.1007/s10255-024-1157-9","DOIUrl":"10.1007/s10255-024-1157-9","url":null,"abstract":"<div><p>In this paper, we focus on a control-constrained stochastic LQ optimal control problem via backward stochastic differential equation (BSDE in short) with deterministic coefficients. One of the significant features in this framework, in contrast to the classical LQ issue, embodies that the admissible control set needs to satisfy more than the square integrability. By introducing two kinds of new generalized Riccati equations, we are able to announce the explicit optimal control and the solution to the corresponding H-J-B equation. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result with short-selling prohibited. Feasibility of the mean-variance portfolio selection problem via BSDE for a financial market is characterized, and associated efficient portfolios are given in a closed form.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"375 - 399"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749125","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Uniqueness and Nondegeneracy of Positive Solutions of General Kirchhoff Type Equations 一般Kirchhoff型方程正解的唯一性和非退化性
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-023-1062-7
Yu-ting Kang, Peng Luo, Chang-lin Xiang, Xue-xiu Zhong
{"title":"Uniqueness and Nondegeneracy of Positive Solutions of General Kirchhoff Type Equations","authors":"Yu-ting Kang,&nbsp;Peng Luo,&nbsp;Chang-lin Xiang,&nbsp;Xue-xiu Zhong","doi":"10.1007/s10255-023-1062-7","DOIUrl":"10.1007/s10255-023-1062-7","url":null,"abstract":"<div><p>In the present paper, we study uniqueness and nondegeneracy of positive solutions to the general Kirchhoff type equations </p><div><div><span>$$-Mleft(int_{mathbb{R}^{N}}{vertnabla vvert}^{2}dxright)Delta v=g(v) quad {rm in};{mathbb{R}^{N}},$$</span></div></div><p> where <i>M</i>: [0, +∞) ↦ ℝ is a continuous function satisfying some suitable conditions and <i>v</i> ∈ <i>H</i><sup>1</sup>(ℝ<sup><i>N</i></sup>). Applying our results to the case <i>M</i>(<i>t</i>) = <i>at</i> + <i>b, a, b</i> &gt; 0, we make it clear all the positive solutions for all dimensions <i>N</i> ≥ 1. Our results can be viewed as a generalization of the corresponding results of Li et al. [JDE, 2020, 268, Section 1.2].</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"414 - 424"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Regularization Smoothing Newton Method for the Symmetric Cone Complementarity Problem with the Cartesian P0-property 具有笛卡尔p -性质的对称锥互补问题的正则化光滑牛顿法
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0007-8
Xiang-jing Liu, San-yang Liu
{"title":"A Regularization Smoothing Newton Method for the Symmetric Cone Complementarity Problem with the Cartesian P0-property","authors":"Xiang-jing Liu,&nbsp;San-yang Liu","doi":"10.1007/s10255-025-0007-8","DOIUrl":"10.1007/s10255-025-0007-8","url":null,"abstract":"<div><p>In this paper, we consider the symmetric cone linear complementarity problem with the Cartesian <i>P</i><sub>0</sub>-property and present a regularization smoothing method with a nonmonotone line search to solve this problem. It has been demonstrated that the proposed method exhibits global convergence under the condition that the solution set of the complementarity problem is nonempty. This condition is less stringent than those that have appeared in some existing literature. We also show that the method has locally quadratic convergence under appropriate conditions. Some experimental results are reported to illustrate the efficiency of the proposed method.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"556 - 572"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749126","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Global Existence and Boundedness for the Attraction-repulsion Keller-Segel Model with Volume Filling Effect 具有体积填充效应的吸引-排斥Keller-Segel模型的整体存在性和有界性
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0020-y
Jian Deng
{"title":"Global Existence and Boundedness for the Attraction-repulsion Keller-Segel Model with Volume Filling Effect","authors":"Jian Deng","doi":"10.1007/s10255-025-0020-y","DOIUrl":"10.1007/s10255-025-0020-y","url":null,"abstract":"<div><p>This paper is concerned with the attraction-repulsion Keller-Segel model with volume filling effect. We consider this problem in a bounded domain Ω ⊂ ℝ<sup>3</sup> under zero-flux boundary condition, and it is shown that the volume filling effect will prevent overcrowding behavior, and no blow up phenomenon happen. In fact, we show that for any initial datum, the problem admits a unique global-in-time classical solution, which is bounded uniformly. Previous findings for the chemotaxis model with volume filling effect were derived under the assumption 0 ≤ <i>u</i><sub>0</sub>(<i>x</i>) ≤ 1 with <i>ρ</i>(<i>x,t</i>) ≡ 1. However, when the maximum size of the aggregate is not a constant but rather a function <i>ρ</i>(<i>x,t</i>), ensuring the boundedness of the solutions becomes significantly challenging. This introduces a fundamental difficulty into the analysis.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"513 - 524"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Lindley-Weibull Distribution 林德利-威布尔分布
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0003-z
Jun-mei Jia, Zai-zai Yan, Xiu-yun Peng
{"title":"The Lindley-Weibull Distribution","authors":"Jun-mei Jia,&nbsp;Zai-zai Yan,&nbsp;Xiu-yun Peng","doi":"10.1007/s10255-025-0003-z","DOIUrl":"10.1007/s10255-025-0003-z","url":null,"abstract":"<div><p>In this paper, a new distribution named the Lindley-Weibull distribution which combines Lindley and Weibull distributions by using the method of T-X family is introduced. This distribution offers a more flexible model for lifetime data. We study its statistical properties include the shapes of density and hazard rate, residual and reversed residual lifetime, moment, moment generating functions, conditional moment, conditional moment generating, quantiles functions, mean deviations, Rényi entropy, Bonferroni and Loren curves. The distribution is capable of modeling increasing, decreasing, upside-down bathtub and decreasing-increasing-decreasing hazard rate functions. The method of maximum likelihood is adopted for estimating the model parameters. The potentiality of the new model is illustrated by means of one real data set.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"588 - 600"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749197","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Time-dependent Global Attractors for the Nonclassical Diffusion Equations with Fading Memory 具有衰落记忆的非经典扩散方程的时变全局吸引子
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-024-1036-4
Yu-ming Qin, Xiao-ling Chen
{"title":"Time-dependent Global Attractors for the Nonclassical Diffusion Equations with Fading Memory","authors":"Yu-ming Qin,&nbsp;Xiao-ling Chen","doi":"10.1007/s10255-024-1036-4","DOIUrl":"10.1007/s10255-024-1036-4","url":null,"abstract":"<div><p>In this paper, we discuss the long-time behavior of solutions to the nonclassical diffusion equation with fading memory when the nonlinear term <i>f</i> satisfies critical exponential growth and the external force <i>g</i>(<i>x</i>) ∈ <i>L</i><sup>2</sup>(Ω). In the framework of time-dependent spaces, we verify the existence of absorbing sets and the asymptotic compactness of the process, then we obtain the existence of the time-dependent global attractor <span>({mathscr A}={{A_{t}}}_{tin{mathbb R}})</span> in <i>ℳ</i><sub><i>t</i></sub>. Furthermore, we achieve the regularity of <span>({mathscr A})</span>, that is, <i>A</i><sub><i>t</i></sub> is bounded in <i>ℳ</i><span>\u0000 <sup>1</sup><sub><i>t</i></sub>\u0000 \u0000 </span> with a bound independent of <i>t</i>.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"498 - 512"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analogy of Fan-type Condition on Weak Cycle Partition of Graphs 图的弱环划分的扇型条件的类比
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI: 10.1007/s10255-025-0008-7
Xiao-dong Chen, Qing Ji, Zhi-quan Hu
{"title":"Analogy of Fan-type Condition on Weak Cycle Partition of Graphs","authors":"Xiao-dong Chen,&nbsp;Qing Ji,&nbsp;Zhi-quan Hu","doi":"10.1007/s10255-025-0008-7","DOIUrl":"10.1007/s10255-025-0008-7","url":null,"abstract":"<div><p>For a graph <i>G</i> of order <i>n</i> and a positive integer <i>k</i>, a <i>k</i>-weak cycle partition of <i>G</i>, called <i>k</i>-WCP, is a sequence of vertex disjoint subgraphs <i>H</i><sub>1</sub>, <i>H</i><sub>2</sub>, ⋯, <i>H</i><sub><i>k</i></sub> of <i>G</i> with <span>(bigcupnolimits_{i=1}^{k} V(H_{i})=V(G))</span>, where <i>H</i><sub><i>i</i></sub> is isomorphic to <i>K</i><sub>1</sub>, <i>K</i><sub>2</sub> or a cycle. Let <i>σ</i><sub>2</sub>(<i>G</i>) = min{<i>d</i>(<i>x</i>) + <i>d</i>(<i>y</i>): <i>xy</i> ∉ <i>E</i>(<i>G</i>), <i>x, y</i> ∈ <i>V</i>(<i>G</i>)}. Hu and Li [Discrete Math. 307(2007)] proved that if <i>G</i> is a graph of order <i>n</i> ≥ <i>k</i> + 12 with a <i>k</i>-WCP and <span>(sigma_{2}(G) geq {{2n+k-4} over 3})</span>, then <i>G</i> contains a <i>k</i>-WCP with at most one subgraph isomorphic to <i>K</i><sub>2</sub>. In this paper, we generalize their result on the analogy of Fan-type condition that <span>(max{{d(x),d(y)}} geq {{2n+k-4} over 6})</span> for each pair of nonadjacent vertices <i>x, y</i> ∈ <i>V</i>(<i>G</i>).</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 2","pages":"525 - 535"},"PeriodicalIF":0.9,"publicationDate":"2025-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143749084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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