A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properti...A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.展开更多
In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is als...In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is also studied.展开更多
In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be descr...In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes （AFBSDEDLs）, we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs＇ preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.展开更多
Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and...Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and function.However,the relative importance of these pro-cesses in shaping the bird community at the polluted area is still not clear.Here,we explored bird species richness,functional,and phylogenetic diversity,and the assembly processes of community at the mine region of southwest China.Our results showed that the 3 dimensions of diversity at the mine area were lower than that at the reference sites.In the community assembly,the result was O<NRI/NFR1<1.96,which indicated deterministic processes(environmental filtering)might drive community clustering.The results of the neutral community model,and normalized stochasticity ratio,showed the dominant role of stochastic processes in shaping the bird community assembly.We further quanti-fied the community-level habitat niche breadth(Bcom),and we found that there was no difference in Bcom-value between the mine area and reference sites.This indicates that the bird communities at the mine area and 3 reference sites were not subjected to extreme environmental selection(same or different resource allocation)to form a highly specialized niche.These findings provide insights into the distribution patterns and dominant ecological processes of bird communities under metal exposure,and extend the knowledge in community assembly mechanisms of bird communities living in the mine area.展开更多
A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equati...A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.展开更多
In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system ...In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system because the rate of occurrence of failures (ROCOF) of the system changes over time rather than remains stable. However, from a practical point of view, it is always preferred to apply the simplest method to address problems and to obtain useful practical results. Therefore, we attempted to use the HPP model to analyze the failure data from real repairable systems. A graphic method and the Laplace test were also used in the analysis. Results of numerical applications show that the HPP model may be a useful tool for the entire life cycle of repairable systems.展开更多
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality...Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.展开更多
Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from ...Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.展开更多
Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is inve...Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.展开更多
This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and ...This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.展开更多
In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and s...In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.展开更多
The fuzzy static and dynamic random phenomena in an abstract separable Banach space is discussed in this paper. The representation theorems for fuzzy set valued random sets, fuzzy random elements and fuzzy set value...The fuzzy static and dynamic random phenomena in an abstract separable Banach space is discussed in this paper. The representation theorems for fuzzy set valued random sets, fuzzy random elements and fuzzy set valued stochastic processes are obtained.展开更多
In this paper we propose a numerical method to estimate the fractal dimension of stationary Gaussian stochastic processes using the random Euler numerical scheme and based on an analytical formulation of the fractal d...In this paper we propose a numerical method to estimate the fractal dimension of stationary Gaussian stochastic processes using the random Euler numerical scheme and based on an analytical formulation of the fractal dimension for filtered stochastic signals. The discretization of continuous time processes through this random scheme allows us to find, numerically, the expected value, variance and correlation functions at any point of time. This alternative method for estimating the fractal dimension is easy to implement and requires no sophisticated routines. We use simulated data sets for stationary processes of the type Random Ornstein Uhlenbeck to graphically illustrate the results and compare them with those obtained whit the box counting theorem.展开更多
In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections inste...In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.展开更多
We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed proces...We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.展开更多
Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosy...Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosystems to determine the assembly processes of free-living nematode metacommunities and their driving factors.On each mountain,elevations span a range of climatic conditions with the potential to reveal assembly processes that predominate across multiple biomes.A phylogenetic null modeling framework was used to analyze 18S rRNA gene amplicons to quantify various assembly processes.We found that phylogenetic turnover between nematode communities on all mountains was dominated by stochastic processes,with“undominated processes”being the most predominant stochastic factor.Elevation has a significant impact on the relative importance of deterministic and stochastic processes.A variety of climatic and edaphic variables significantly influenced the variations in community assembly processes with elevation,even though their impacts were not consistent between the mountains.Overall,our results indicate that free-living nematode metacommunities in a wide range of environments are largely structured by stochastic processes rather than by niche-based deterministic processes,suggesting that metacommunities of soil free-living nematodes may respond to climate change in a largely unpredictable way.展开更多
Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics ...Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed for the Langevin equation [J. Chem. Phys. 147, 184104 （2017）] in principle exists in other types of stochastic thermostats as well. The recommended ＂middle＂ scheme [J. Chem. Phys. 147, 034109 （2017）] of the Andersen thermostat is investigated as an example. As shown by both analytic and numerical results, while the real and virtual dynamics cases approach the same plateau of the characteristic correlation time in the high collision frequency limit, the accuracy and efficiency of sampling are relatively insensitive to the value of the collision frequency in a broad range. After we compare the behaviors of the Andersen thermostat to those of Langevin dynamics, a heuristic schematic representation thermostatting processes with molecular is proposed for understanding efficient stochastic dynamics.展开更多
Assume that D is a nuclear space and D'its strong topological dual space.Let{B_t}t∈(0,∞)be a Wiener D'-process.In this paper,the real-valued and D'-valued weak stochastic integral with respect to{B_t}are...Assume that D is a nuclear space and D'its strong topological dual space.Let{B_t}t∈(0,∞)be a Wiener D'-process.In this paper,the real-valued and D'-valued weak stochastic integral with respect to{B_t}are established.AMS Subject Classification.60H05.展开更多
The main business of Life Insurers is Long Term contractual obligations with a typical lifetime of 20 - 40 years. Therefore, the Solvency metric is defined by the adequacy of capital to service the cash flow requireme...The main business of Life Insurers is Long Term contractual obligations with a typical lifetime of 20 - 40 years. Therefore, the Solvency metric is defined by the adequacy of capital to service the cash flow requirements arising from the said obligations. The main component inducing volatility in Capital is market sensitive Assets, such as Bonds and Equity. Bond and Equity prices in Sri Lanka are highly sensitive to macro-economic elements such as investor sentiment, political stability, policy environment, economic growth, fiscal stimulus, utility environment and in the case of Equity, societal sentiment on certain companies and industries. Therefore, if an entity is to accurately forecast the impact on solvency through asset valuation, the impact of macro-economic variables on asset pricing must be modelled mathematically. This paper explores mathematical, actuarial and statistical concepts such as Brownian motion, Markov Processes, Derivation and Integration as well as Probability theorems such as the Probability Density Function in determining the optimum mathematical model which depicts the accurate relationship between macro-economic variables and asset pricing.展开更多
This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning...This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning of large probability. These solutions can be expanded in epsilon regularly, and their correction terms can be obtained by solving some random linear differential equations.展开更多
文摘A new structure with the special property that catastrophes is imposed to ordinary Birth_Death processes is considered. The necessary and sufficient conditions of stochastically monotone, Feller and symmetric properties for the extended birth_death processes with catastrophes are obtained.
基金Supported by the National Natural Science Foundation of China(12171247)。
文摘In this short paper, we first establish the existence of periodic solutions to parabolic equation in the whole space by using the probability method. Then, the periodicity of some function of stochastic process is also studied.
基金Supported by the National Natural Science Foundation(11221061 and 61174092)111 project(B12023),the National Science Fund for Distinguished Young Scholars of China(11125102)Youth Foundation of QiLu Normal Institute(2012L1010)
文摘In this paper, we study the stochastic maximum principle for optimal control prob- lem of anticipated forward-backward system with delay and Lovy processes as the random dis- turbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L^vy processes （AFBSDEDLs）, we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs＇ preliminary result with certain classical convex variational techniques, the corresponding maxi- mum principle is proved.
文摘Understanding the mechanisms of community assembly is a key question in ecology.Metal pollution may result in significant changes in bird community structure and diversity,with implications for ecosystem processes and function.However,the relative importance of these pro-cesses in shaping the bird community at the polluted area is still not clear.Here,we explored bird species richness,functional,and phylogenetic diversity,and the assembly processes of community at the mine region of southwest China.Our results showed that the 3 dimensions of diversity at the mine area were lower than that at the reference sites.In the community assembly,the result was O<NRI/NFR1<1.96,which indicated deterministic processes(environmental filtering)might drive community clustering.The results of the neutral community model,and normalized stochasticity ratio,showed the dominant role of stochastic processes in shaping the bird community assembly.We further quanti-fied the community-level habitat niche breadth(Bcom),and we found that there was no difference in Bcom-value between the mine area and reference sites.This indicates that the bird communities at the mine area and 3 reference sites were not subjected to extreme environmental selection(same or different resource allocation)to form a highly specialized niche.These findings provide insights into the distribution patterns and dominant ecological processes of bird communities under metal exposure,and extend the knowledge in community assembly mechanisms of bird communities living in the mine area.
基金supported by the National Key R&D Program of China(2020YFA0712900)the National Natural Science Foundation of China(11531001).
文摘A continuous time and mixed state branching process is constructed by a scaling limit theorem of two-type Galton-Watson processes.The process can also be obtained by the pathwise unique solution to a stochastic equation system.From the stochastic equation system we derive the distribution of local jumps and give the exponential ergodicity in Wasserstein-type distances of the transition semigroup.Meanwhile,we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.
文摘In order to analyze the failure data from repairable systems, the homogeneous Poisson process (HPP) is usually used. In general, HPP cannot be applied to analyze the entire life cycle of a complex, re-pairable system because the rate of occurrence of failures (ROCOF) of the system changes over time rather than remains stable. However, from a practical point of view, it is always preferred to apply the simplest method to address problems and to obtain useful practical results. Therefore, we attempted to use the HPP model to analyze the failure data from real repairable systems. A graphic method and the Laplace test were also used in the analysis. Results of numerical applications show that the HPP model may be a useful tool for the entire life cycle of repairable systems.
基金Supported by National Social Science Fund of China(17BTJ023)
文摘Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.
文摘Let be a fuzzy stochastic process and be a real valued finite variation process. We define the Lebesgue-Stieltjes integral denoted by for each by using the selection method, which is direct, nature and different from the indirect definition appearing in some references. We shall show that this kind of integral is also measurable, continuous in time t and bounded a.s. under the Hausdorff metric.
基金supported by the Natural Science Foundation of Heilongjiang Province(No.F200504)
文摘Repetitive processes are a distinct class of 2D systems of both theoretic and practical interest.The robust H-infinity control problem for uncertain stochastic time-delay linear continuous repetitive processes is investigated in this paper.First,sufficient conditions are proposed in terms of stochastic Lyapunov stability theory,It o differential rule and linear matrix inequality technology.The corresponding controller design is then cast into a convex optimization problem.Attention is focused on constructing an admissible controller,which guarantees that the closed-loop repetitive processes are mean-square asymptotically stable and have a prespecified H-infinity performance γ with respect to all energy-bounded input signals.A numerical example illustrates the effectiveness of the proposed design scheme.
文摘This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.
基金Foundation item： Support by the Natural Science Foundation of Henan Province（2004601018）
文摘In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.
文摘The fuzzy static and dynamic random phenomena in an abstract separable Banach space is discussed in this paper. The representation theorems for fuzzy set valued random sets, fuzzy random elements and fuzzy set valued stochastic processes are obtained.
文摘In this paper we propose a numerical method to estimate the fractal dimension of stationary Gaussian stochastic processes using the random Euler numerical scheme and based on an analytical formulation of the fractal dimension for filtered stochastic signals. The discretization of continuous time processes through this random scheme allows us to find, numerically, the expected value, variance and correlation functions at any point of time. This alternative method for estimating the fractal dimension is easy to implement and requires no sophisticated routines. We use simulated data sets for stationary processes of the type Random Ornstein Uhlenbeck to graphically illustrate the results and compare them with those obtained whit the box counting theorem.
文摘In a Euclidean space Rd, the Lebesgue-Stieltjes integral of set-valued stochastic processes with respect to real valued finite variation process is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integral is measurable, continuous in t under the Hausdorff metric and L2-bounded.
基金partially supported by the National Natural Science Foundation of China(11871244)the Fundamental Research Funds for the Central Universities,JLU。
文摘We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.
基金supported by the National Research Foundation of Korea(NRF)grant funded by the Korean government(No.NRF-2018R1C1B6007755)supported by a grant(No.20SCIPC158976-01)from the Construction Technology Research Program funded by the Ministry of Land,Infrastructure,and Transport of the Korean government+2 种基金the Natural Science Foundation of Guangxi,China(No.2018GXNSFDA 281006)the National Natural Science Foundation of China(No.41966005)the One Hundred Talents Project of Guangxi,China(No.6020303891251)。
文摘Nematodes play an important role in ecosystems;however,very little is known about their assembly processes and the factors influencing them.We studied nematode communities in bulk soils from three Asian mountain ecosystems to determine the assembly processes of free-living nematode metacommunities and their driving factors.On each mountain,elevations span a range of climatic conditions with the potential to reveal assembly processes that predominate across multiple biomes.A phylogenetic null modeling framework was used to analyze 18S rRNA gene amplicons to quantify various assembly processes.We found that phylogenetic turnover between nematode communities on all mountains was dominated by stochastic processes,with“undominated processes”being the most predominant stochastic factor.Elevation has a significant impact on the relative importance of deterministic and stochastic processes.A variety of climatic and edaphic variables significantly influenced the variations in community assembly processes with elevation,even though their impacts were not consistent between the mountains.Overall,our results indicate that free-living nematode metacommunities in a wide range of environments are largely structured by stochastic processes rather than by niche-based deterministic processes,suggesting that metacommunities of soil free-living nematodes may respond to climate change in a largely unpredictable way.
文摘Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed for the Langevin equation [J. Chem. Phys. 147, 184104 （2017）] in principle exists in other types of stochastic thermostats as well. The recommended ＂middle＂ scheme [J. Chem. Phys. 147, 034109 （2017）] of the Andersen thermostat is investigated as an example. As shown by both analytic and numerical results, while the real and virtual dynamics cases approach the same plateau of the characteristic correlation time in the high collision frequency limit, the accuracy and efficiency of sampling are relatively insensitive to the value of the collision frequency in a broad range. After we compare the behaviors of the Andersen thermostat to those of Langevin dynamics, a heuristic schematic representation thermostatting processes with molecular is proposed for understanding efficient stochastic dynamics.
文摘Assume that D is a nuclear space and D'its strong topological dual space.Let{B_t}t∈(0,∞)be a Wiener D'-process.In this paper,the real-valued and D'-valued weak stochastic integral with respect to{B_t}are established.AMS Subject Classification.60H05.
文摘The main business of Life Insurers is Long Term contractual obligations with a typical lifetime of 20 - 40 years. Therefore, the Solvency metric is defined by the adequacy of capital to service the cash flow requirements arising from the said obligations. The main component inducing volatility in Capital is market sensitive Assets, such as Bonds and Equity. Bond and Equity prices in Sri Lanka are highly sensitive to macro-economic elements such as investor sentiment, political stability, policy environment, economic growth, fiscal stimulus, utility environment and in the case of Equity, societal sentiment on certain companies and industries. Therefore, if an entity is to accurately forecast the impact on solvency through asset valuation, the impact of macro-economic variables on asset pricing must be modelled mathematically. This paper explores mathematical, actuarial and statistical concepts such as Brownian motion, Markov Processes, Derivation and Integration as well as Probability theorems such as the Probability Density Function in determining the optimum mathematical model which depicts the accurate relationship between macro-economic variables and asset pricing.
文摘This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning of large probability. These solutions can be expanded in epsilon regularly, and their correction terms can be obtained by solving some random linear differential equations.
