开放存取 开放存取  受限制的访问 ##reader.subscriptionAccessGranted##  受限制的访问 订阅存取

卷 27, 编号 3 (2017)

Article

On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic

Lipatiev A., Ulyanov V.

摘要

For the Bartlett–Nanda–Pillai statistic, we find computable estimates for accuracy of approximation, i.e., we describe explicitly the dependence on all parameters of the distributions that occur in the inequalities. For the other two classical statistics traditionally used in multivariate analysis of variance, i.e., the likelihood-ratio and Lawley–Hotelling statistics, similar computable estimates were found earlier.

Siberian Advances in Mathematics. 2017;27(3):153-159
pages 153-159 views

The large deviation principle for a compound Poisson process

Mogul’skiĭ A.

摘要

For a compound Poisson process, under the moment Cramér condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric.

Siberian Advances in Mathematics. 2017;27(3):160-186
pages 160-186 views

On integration of systems of stochastic differential equations

Nasyrov F.

摘要

We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions.

Siberian Advances in Mathematics. 2017;27(3):187-195
pages 187-195 views

The spectrum of the Laplace operator on connected compact simple Lie groups of rank four

Zubareva I.

摘要

In the present article, we explicitly compute the spectrum of the Laplace operator on smooth real-valued and complex-valued functions on connected compact simple Lie groups of rank four with a bi-invariant Riemannian metrics that correspond to the root systems B4, C4, and D4. We also find a connection between the obtained formulas, number theory, and integral quadratic forms in two, three, and four variables.

Siberian Advances in Mathematics. 2017;27(3):196-226
pages 196-226 views
##common.cookie##