关于环形薄板的屈曲问题

本文利用多重尺度法研究环形薄板在中面压力和横向负荷联合作用下的屈曲问题,得到了解的N阶一致有效渐近展开式.通过实例考察,我们看到用多重尺度法所得的渐近展开式与精确解的渐近展开是完全一致的.     

渐近最优的经验贝叶斯决策

本文获得了刻度指数族变量带误差情形下的贝叶斯决策,且利用解卷积的核方法构造出了经验贝叶斯决策.在适当的条件下,证明了经验贝叶斯决策的渐近最优性.     

熵损失下一类广义指数分布刻度参数的经验Bayes估计[英文]

本文在熵损失函数下获得一类广义指数分布刻度参数的贝叶斯估计,并构造了相应的经验贝叶斯估计.在适当的条件下证明所提出的经验贝叶斯估计的渐近最优性并获得了其收敛速度.最后,给出一个有关本文主要结果的例子.     

基于Stein损失污染数据情形下刻度参数的经验贝叶斯估计

本文研究基于污染数据情形的一类广义指数分布刻度参数的经验贝叶斯估计问题.在stein损失函数下,导出刻度参数的贝叶斯估计以及利用解卷积的核方法构造了该参数的经验贝叶斯估计.在适当的条件下,基于超平滑误差分布类证明所提出的经验贝叶斯估计的渐近最优性.     

分数布朗运动模型中贝叶斯估计的渐近正态性

本文研究了由分数布朗运动驱动的线性随机微分方程中贝叶斯估计的渐近趋势．利用分数布朗运动的随机积分理论和Girsanov公式，得到了在平方损失函数下贝叶斯估计的渐近正态性．     

基于纵向数据下连续型单参数指数族参数的经验贝叶斯检验(英文)

本文讨论了在纵向数据下,运用非参数估计方法构造了连续型单参数指数族参数的经验贝叶斯检验函数,证明了所提出的经验贝叶斯检验函数的渐近最优性,并获得了它的收敛速度.     

拉普拉斯分布参数的近似贝叶斯估计

拉普拉斯分布是刻画尖峰厚尾数据的重要分布之一.本文提出拉普拉斯分布两参数具有显式解的线性近似贝叶斯估计,通过理论证明和数值模拟验证了线性近似贝叶斯估计相比其他估计的优越性,并考察了线性近似贝叶斯估计随着样本量增加的渐近性质.     

多重尺度法的计算机计算——一类非线性方程组的狄立克雷问题

应用多重尺度的边界层方法和计算机符号运算研究一类非线性方程组的边值问题解的渐近性质,构造出解的渐近展开式和估计了余项.并分析一个实例.为多重尺度方法的应用提供新的前景.     

方差相关保费原理下风险保费的经验贝叶斯估计（英文）

方差相关保费原理不仅在实际运用还是在研究领域都是精算学中最为重要的保费原理之一.本文建立了方差相关保费原理的贝叶斯模型,得到了贝叶斯估计和信度估计.进而,讨论了这些估计的统计性质.在多合同数据中,给出了结构参数的无偏相合估计.最后,证明了经验贝叶斯估计的渐近最优性.     

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VaR风险度量在金融、保险中有重要的应用. 本文建立了贝叶斯模型, 在某种损失函数下研究了VaR风险度量的贝叶斯估计. 证明了指数-伽马分布下贝叶斯估计的强相合性和渐近正态性, 最后利用数值模拟的方法验证了不同样本容量下估计的收敛速度.     

任意凸多面体上布点均匀性的度量

均匀性度量是构作均匀设计的基础,本文从距离概念出发,通过对称的方法,得到一种新的距离函数-势函数,并将势函数作为衡量任意凸多面体上布点均匀性好坏的准则.数值例子和多变量Kendall 协和系数检验表明,当试验区域限制在单位立方体上时,势函数与目前常用的两种偏差-中心化L_2-偏差和可卷L_2.偏差在度量布点均匀性方面结论一致.     

On the stability of a compressible Rivlin's cube made of transversely isotropic material

^** Email: kostas.soldatos{at}nottingham.ac.uk This paper considers a unit cube made of a compressible, transverselyisotropic elastic material, with the direction of transverseisotropy being aligned normal to one pair of the cube's faces,and investigates the stability of a dilatation equilibrium stateof that cube, with respect to superposed pure homogeneous deformationswith principal directions parallel to the cube edges. This dilatation,intermediate equilibrium state (state I) of the cube is assumedattainable in two different ways. Accordingly, in what is termedas the ‘principal stability problem’ under investigation,state I is considered to be that of uniform dilatation, whichis attained upon loading normally and uniformly the oppositefaces of the unit cube with certain pairs of equal and oppositelydirected forces having appropriately selected magnitudes. Inwhat is termed as the ‘modified stability problem’under investigation, the same compressible, transversely isotropicunit cube is loaded uniformly by three identical pairs of equaland oppositely directed forces acting normally to its faces,and, hence, it attains in state I the shape of a certain rectangularparallelepiped. The necessary and sufficient conditions forstability of state I of the cube deformation are obtained inthe form of three inequalities, which are found to hold regardlessof whether the intermediate equilibrium state I is that of uniformdilatation or that of the aforementioned rectangular parallelepiped(non-uniform dilatation). These, however, lead to quite differentspecific results and conclusions when applied in connectionwith, first, the principal and, then, the modified stabilityproblem of a unit cube made of a particular type of a transverselyisotropic extension of the Blatz–Ko (isotropic) material.     

Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus

This paper deals with the inversive congruential method with power of two modulusm for generating uniform pseudorandom numbers. Statistical independence properties of the generated sequences are studied based on the distribution of triples of successive pseudorandom numbers. It is shown that there exist parameters in the inversive congruential method such that the discrepancy of the corresponding point sets in the unit cube is of an order of magnitude at leastm ^–1/3. The method of proof relies on a detailed analysis of certain rational exponential sums.     

On the invertibility of mappings arising in 2D grid generation problems

Summary. In adapting a grid for a Computational Fluid Dynamics problem one uses a mapping from the unit square onto itself that is the solution of an elliptic partial differential equation with rapidly varying coefficients. For a regular discretization this mapping has to be invertible. We will show that such result holds for general elliptic operators (in two dimensions). The Carleman-Hartman-Wintner Theorem will be fundamental in our proof. We will also explain why such a general result cannot be expected to hold for the (three-dimensional) cube. Received March 1, 1994 / Revised version received March 8, 1995     

覆盖单位圆的序贯方法

本文应用数论方法解决一个实际中遇到的单位圆的覆盖问题。用单位圆上的均匀布点方法估计覆盖面积S的均值、方差及其分布函数,结果显示Beta分布可以较好的拟合S/π的分布。为了增大覆盖面积,推荐采用序贯方法安排随机圆,模拟结果显示序贯方法非常有效。本文还指出了序贯方法在加权单位圆的覆盖问题中效果也显著。     

二维序贯均匀等距设计对跳比单调函数类的有效性

把序贯的思想和均匀设计相结合,提出的“序贯均匀设计”,其目的在于解决多维空间上快速选优问题。已经证明了二维序贯均匀设计对旋转单调函数类的有效性。本文进一步证明了“二维序贯均匀等距设计”对跳比单调函数类的有效性。     

序贯均匀设计—多维空间的选优法二维序贯均匀设计对旋转单调函数类的有效性

本文把序贯的思想和均匀设计相结合,提出"序贯均匀设计",目的在于解决多维空间上快速选优问题。本文解决了二维序贯均匀设计对旋转单调函数类的有效性。     

On the extensions of Gauss-Markov theorem to subsets of the parameter space under complex multivariate linear models

Summary In this paper we continue the study of the extension of the Gauss-Markov theorem to certain general kinds of multiresponse models. In particular we obtain necessary and sufficient conditions, for the general incomplete multiresponse (GIM) model and the multiple design multi-response (MDM) model, such that unique best linear unbiased estimates (BLUE's) exist for all elements in a subset of the set of all estimable linear functions of the location parameters. Also the theory is illustrated by a couple of nontrivial examples. This research was wholly supported by the U.S. Air Force under grant No. F33615-67-C-1436, monitored by the Aerospace Research Laboratories.     

混水平均匀设计的构造

我们用离散偏差来度量部分因子设计的均匀性,本文的目的在于寻找一些构造混水平均匀设计的方法,这些方法比文献中已有的方法更简单且计算成本更低.我们得到了离散偏差的一个下界,如果一个U 型设计的离散偏差值达到这个下界,那么该设计是—个均匀设计.我们建立了均匀设计与组合设计理论中一致可分解设计之间的联系.通过一致可分解设计,我们提出了一些构造均匀设计的新方法,同时也给出了许多均匀设计存在的无穷类.     

Diskrepanz in kompakten abelschen Gruppen I

It is the aim of this paper to generalize the notion of discrepancy of a sequence to compact abelian groups satisfying the second axiom of countability. This concept of discrepancy which depends heavily on the study of certain generating subsets of the character group includes the hitherto known case of the n-dimensional unit cube. The definition is subsequently justified by transferring well-known theorems of the classical theory to the general case. This first part mainly deals with the algebraic point of view which doesn't possess an analogy in the theory of uniform distribution mod 1. The proofs involve a lot of group theoretic argument. Theorems concerning distribution and approximation will be presented in the second part.