Random Operators and Stochastic Equations

Published by De Gruyter

Volume 13 Issue 2

Issue of Random Operators and Stochastic Equations

Contents
Journal Overview

June 1, 2005

Upper estimate of overrunning by Sub_φ(Ω) random process the level specified by continuous function

Olga Vasylyk, Yuriy Kozachenko, Rostyslav Yamnenko

Page range: 111-128

Abstract

In this paper we consider random process from the space Sub φ (Ω) , which is defined on compact set, and the probability that supremum of this process exceeds some function. The class of Sub φ (Ω) random processes is more general than the class of Gaussian processes. By applying obtained estimation to a fluid queue fed by a process of Ornstein-Uhlenbeck from the space strictly Sub φ (Ω) , where we show that for interval [ a, b ] there exist constants A, B, D and for large enough buffer capacity x .

June 1, 2005

Strong, mild and weak solutions of backward stochastic evolution equations

Abdul Rahman Al-Hussein

Page range: 129-138

Abstract

Four types of solutions ( mild, weak, weak mild and strong ) of the so-called backward stochastic evolution equations in infinite dimensions are proved to exist. A relationship between these solutions is established as well.

June 1, 2005

On the product and ratio for the elliptically symmetric Pearson type Vii distribution

Saralees Nadarajah, Arjun K. Gupta

Page range: 139-146

Abstract

The distributions of the product XY and the ratio X/Y are derived when ( X, Y ) has the elliptically symmetric Pearson type VII distribution.

June 1, 2005

About scientific research of Igor Nikolayevich Kovalenko

Page range: 147-152

June 1, 2005

Thirty years of the ACE-Law and Stochastic Power Method

V. L. Girko

Page range: 153-206

Abstract

This paper is devoted to the very old problem of describing all possible limit distributions functions of eigenvalues and the components of eigenvectors of the Girko's ensemble of random matrices with independent pairs of asymptotically constant entries(ACE) ( ξ ij , ξ ij ), i ≥ j . In spite of such a general formulation of the problem, we can surprisingly solve it, and the solution is very simple and it is easy to remember the ACE -law: under some wide conditions the possible limit distributions for random eigenvalues of random matrices Ξ n = ( ξ ij ) coincide with corresponding distributions of the members of order statistics built by entries ξ ij of random matrices. The reason of publication of this survey consists in recurring recent publications which have borrowed my results without saying "merci." Therefore I consider these publications to be some kind of unfunny joke. Although my results were published 30 years ago and were translated into English, there are no references to my work in that papers. I do believe that there is no such thing as intellectual property on mathematical results. My results do not belong to me, they belong to the mankind. Yet, it strikes me as particularly crude that some particular cases of the formulas (27.4) and (44.5) has recently been published by certain people, without making due reference to my publications [5], which dates back as far as 1973. We give here all ACE k , k = 1, ..., 55-laws named according to the abbreviation of Asymptotical Constant Entries of random matrices. It is easy to remember my ACE -Law: the limit distribution of any members of ordered in increasing order eigenvalues converges when n → ∞ with corresponding distributions of the members of order statistics of some function of random entries of random matrices . My statements are very simple, moreover the proofs also are very simple and are easily understood by students of mathematical departments, and is based on the VICTORIA -transform of random matrix which is the abbreviation of the following words: Very Important Computational Transformation Of Random Independent Arrays.

About this journal

Objective
Random Operators and Stochastic Equations is devoted to the theory of random operators and stochastic analysis. Contributions on theoretical aspects, as well as on physical and technical applications are considered for publication.

Topics

general theory of linear random operators,
theory of random matrices, chaos in classical and quantum mechanics,
stochastic differential equations,
Brownian motion theory,
neural networks theory,
regression analysis,
multivariate statistical analysis,
systems of linear algebraic equations with random coefficients,
spectral decomposition of the solutions of operator stochastic equations,
pattern recognition,
discriminant analysi
stochastic control theory.

Article formats
Research articles

Information on submission process

Volume 13 Issue 2

Issue of Random Operators and Stochastic Equations

Upper estimate of overrunning by Subφ(Ω) random process the level specified by continuous function

Abstract

Strong, mild and weak solutions of backward stochastic evolution equations

Abstract

On the product and ratio for the elliptically symmetric Pearson type Vii distribution

Abstract

About scientific research of Igor Nikolayevich Kovalenko

Thirty years of the ACE-Law and Stochastic Power Method

Abstract

Upper estimate of overrunning by Sub_φ(Ω) random process the level specified by continuous function