基于规范高阶累积量的盲分离算法

本文给出信号的r阶规范累积量定义,证明了在信号瞬时线性混叠情况下r阶规范累积量绝对值不超过最大源信号的r阶规范累积量,因此可以通过最大化r阶规范累积量的绝对值实现盲分离.最大化r阶规范累积量的绝对值可以得到两种盲分离算法,一种高效快速算法———特征值分解盲分离算法,另外一种盲提取算法.本文为高阶累积量盲分离奠定了严格的理论基础.仿真结果验证了理论的正确性和算法的有效性.     

解变分不等式的一种二次投影迭代算法

本文研究了一类新的求解伪单调变分不等式的二次投影迭代算法.利用Armijo型线性搜寻程序,建立了一类新的超平面,他们严格分离当前迭代点与变分不等式的解集.运用超平面的这种分离性质,在较弱的条件下证明了该算法生成的无穷序列是全局收敛的.数值实验证明该算法是有效的.     

基于一维搜索的ICA自适应算法及其在股票分析中的应用

在固定步长的ICA极大似然估计自适应算法的基础上,通过一维搜索引入了步长修正方案,使新算法可在收敛速度和稳定状态时的失调误差这两个性能指标上达到最佳结合点,具有较好的时变系统跟踪能力。仿真结果证实了本文所提出的算法可以有效地提高ICA的自适应性,能够更准确地完成盲源分离。在此基础上将算法用在时变性很强的股票数据上,以验证该算法的有效性和可行性。     

基于lp有界噪声的压缩数据分离

本文考虑l_p有界噪声约束下的压缩数据分离问题,即从压缩测量数据中重建信号的不同稀疏子成分.为了重构不同框架D₁∈R^n×d₁和D₂∈R^n×d₂下(近似)稀疏的不同子成分,我们首先提出了l₁-αl₂分解分析算法,在测量矩阵满足一定的约束等距性条件且字典之间满足某个相互相干性条件时,此算法可以处理不同噪声干扰下的信号分离问题.此外,基于经典Dantzig Selector模型,我们还引入了l₁-αl₂分解分析Dantzig Selector算法,在适当条件下此算法也可以稳定分离压缩数据.数值实验表明,l₁-αl₂最小化算法对于冗余紧框架下的数据分离问题具有鲁棒性和稳定性.     

变分不等式的一类二次投影算法

通过构造的一类严格分离当前点与解集的超平面得到了一类解伪单调变分不等式的修正二次投影算法,该算法对He Yiran的算法进行了修正.从而建立了解伪单调变分不等式二次投影算法的一种框架结构.证明了该算法生成的无穷序列具有的全局收敛性,在具备某种局部误差界和Lipchitz连续条件下给出了收敛率分析.并给出了该算法的数值演算结果.     

一种混合算法求解可分离带线性约束的变分不等式问题

本文研究了大规模的可分离带线性约束的变分不等式问题,提出了基于对数二次临近点法的交替方向法,新算法的每步用一个非线性方程组来代替变分不等式子问题.通过有效求解非线性方程组,使得新算法简单易行而且一定程度上提高了计算的效率.同时,在映射单调和原问题解集非空的条件下,证明了此算法具有全局收敛性,最后通过数值实验说明了此算法是有效可行的.     

一类超曲面构造变量分离法及其应用

以实际工程应用为背景 ,将具有某种物理意义的量 (如时间等 )与空间位置变量分而治之 ,提出一类超曲面构造变量分离的各种算法 ,对它们进行算法分析比较 ,探讨分离次序可变换性条件和变量分离法构造的超曲面的连续性 ,并应用该方法解决飞机表面压强值重建的实际应用问题     

关于一类凹极小问题的锥分解算法

本文讨论了线性约束下，变量分离的凹函数与线性函数之和的全局极小问题，针对Ｒ．Ｈｏｒｓｔ等人于１９９２年提出的锥分解算法，进行了改进，简化了一些算法步骤，改善了算法的收敛性质，我们证明了有限步终止于最优点的假敛结果，算法已制成软件，经实例计算证明了算法的构思。     

Ford-Fulkerson算法与嵌入图中的短圈

关于嵌入图中最短圈的多项式算法的存在性问题,是由Thomassen最早提出的.本文通过改进的Ford-Fulkerson算法,可以得到最短割算法.另一方面,通过定义嵌入图的几何对偶图及其相应的嵌入系统,得到几何对偶图中的可分离圈就对应于原图中的割;反之,若几何对偶图中的割在原图中对应于-个圈,那么该圈一定可分离.从而在射影平面上解决了Mohar与Thomassen关于是否存在多项式算法寻找短圈的问题.对于-般曲面上嵌入图,只要它的面宽度充分大,那么同样有多项式算法发现最短可收缩圈.     

一类不可微二次规划逆问题

本文求解了一类二次规划的逆问题,具体为目标函数是矩阵谱范数与向量无穷范数之和的最小化问题.首先将该问题转化为目标函数可分离变量的凸优化问题,提出用G-ADMM法求解.并结合奇异值阈值算法,Moreau-Yosida正则化算法,matlab优化工具箱的quadprog函数来精确求解相应的子问题.而对于其中一个子问题的精确求解过程中发现其仍是目标函数可分离变量的凸优化问题,由于其变量都是矩阵,所以采用适合多个矩阵变量的交替方向法求解,通过引入新的变量,使其每个子问题的解都具有显示表达式.最后给出采用的G-ADMM法求解本文问题的数值实验.数据表明,本文所采用的方法能够高效快速地解决该二次规划逆问题.     

Zero-one laws for polynomials in Gaussian random variables: A simple proof

Zero-one laws for polynomials in Gaussian random variables have already been studied.⁽⁷⁾ They are established here by very simple arguments: Fubini's theorem and the rotational invariance of centered Gaussian measures. The proof is built on the Polarization formula that has received much attention in Refs. 1 and 5. Our point of view derives from the deep work of Borell.⁽²⁾ In a natural way, these results extend to finite-order Gaussian chaos processes.     

Large deviations for conditional Volterra processes

In this article we investigate a problem of large deviations for continuous Gaussian Volterra processes, conditioned to follow a fixed trajectory up to a fixed time T > 0, in order to establish the behavior of the process in the near future after T and to give an asymptotic estimate of the exit probability of its bridge. Some examples are considered.     

由随机过程序列产生的滑动平均过程部分和的弱收敛

本文讨论了由ρ-混合随机过程序列产生的形如Xk(t)=∑j=0∞ajεk-j(t),0≤t≤1,其中{aj;j≥0)为一实数序列,满足∑j=0∞|aj|<∞的滑动平均过程部分和的弱收敛性;同时也讨论了由此滑动平均过程产生的形如Yn(s,t)=1/n~(1/2)∑k=1[n,s]Xk(t),0≤s,t ≤ 1的随机过程的弱收敛性,以及随机足标和SNn(t)=∑k=1NnXk(t)的弱收敛性.     

Gaussian series and daubechies operators

The subspace [Mtilde] of L²(Cⁿ) which is composed of Gaussian series and contains the subspace M spanned by Gaussian functions given in the paper [6] by Du and Wong has the proporety that the product of two Daubechies operators with symbols in [Mtilde] is a Daubechies operator with symbol H in [Mtilde]. Furthermore, an explicit expression for the symbol H is given     

A mixture-type limit theorem for nonlinear functions of Gaussian sequences

We show that, for a certain class of nonlinear functions of Gaussian sequences, the limiting distribution of normalized sums of the nonlinear function values of a sequence is the convolution of a Gaussian distribution with another non-Gaussian distribution.     

Continuity of Stochastic Convolutions

Let B be a Brownian motion, and let be the space of all continuous periodic functions f with period 1. It is shown that the set of all f such that the stochastic convolution does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.     

Asymptotic behavior of mean uniform norms for sequences of Gaussian processes and fields

We consider the mean uniform (mixed) norms for a sequence of Gaussian random functions. For a wide class of Gaussian processes and fields the -asymptotic for mixed norms is found whenever the volume of the index set is of order and tends to infinity, for example, -length time interval for random processes. Some numerical examples demonstrate the rate of convergence for the obtained asymptotic. The developed technique can be applied to analysis of various linear approximation methods. As an application we consider the rate of approximation by trigonometrical polynomials in the mean uniform norm. AMS 2000 Subject Classification Primary—60G70, 60G15; Secondary—60F25     

Congruences for 2 F 1 Hypergeometric Functions Over Finite Fields

In a recent paper, Ono and Penniston proved a family of congruences for ₃ F ₂ hypergeometric functions over finite fields. They use the relationship between these functions and the arithmetic of a certain family of elliptic curves to obtain their congruences. Here we prove analogous congruences for ₂ F ₁ hypergeometric functions.     

多维局部平稳高斯过程最大值的联合渐近分布

$\{(X_1(t),\cdots,X_p(t)),0\leq t\leq T\}$为$p$维局部平稳高斯过程, 具有渐近中心化的均值$m_k(t)$和常数的方差, $M_k(T)=\sup\{X_k(t),0\leq t\leq T\},\;k=1,\cdots,p$, 当$T\rightarrow\infty$时, 本文在一定条件下获得了$M(T)=(M_1(T),\cdots,M_p(T))$的联合渐近分布.     

On Hypergeometric Functions and Generalizations of Legendre''s Relation

We prove some convexity properties for a sum of hypergeometric functions and obtain a generalization of Legendre's relation for complete elliptic integrals. We apply these results to prove some inequalities for hypergeometric functions, incomplete beta-functions, and Legendre functions.