Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

Chemical synthesis and electric properties of the conducting copolymer of aniline and o‐aminophenol

A copolymer, poly(aniline‐co‐o‐aminophenol), was prepared chemically by using ammonium peroxydisulfate as an oxidant. The monomer concentration ratio of o‐aminophenol to aniline strongly influences the copolymerization rate and properties of the copolymer. The optimum composition of a mixture for the chemical copolymerization consisted of 0.3 M aniline, 0.021 M o‐aminophenol, 0.42 M ammonium peroxydisulfate, and 2 M H₂SO₄. The result of cyclic voltammograms in a potential region of ?0.20 to 0.80 V (vs.SCE) indicates that the electrochemical activity of the copolymer prepared under the optimum condition is similar to that of polyaniline in more acid solutions. However, the copolymer still holds the good electrochemical activity until pH 11.0. Therefore, the pH dependence of the electrochemical property of the copolymer is improved, compared with poly(aniline‐co‐o‐aminophenol) prepared electrochemically, and is much better than that of polyaniline. The spectra of IR and ¹H NMR confirm that o‐aminophenol units are included in the copolymer chain, which play a key role in extending the usable pH region of the copolymer. The visible spectra of the copolymers show that a high concentration ratio of o‐aminophenol to aniline in a mixture inhibits the chain growth. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5573–5582, 2007     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

Investigation of Scale Exponents of Complete and Incomplete Aggregation-Annihilation Processes

The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained.     

SUN5500小型机MPI编程与蕴式并行计算的实现方法

基于SUN5500小型计算机并行开发环境，给出了消息传递模型和蕴式行模型的实现方法，通过实例分析了SUNMPI实际编程，并对选取不同模型有不同参数的运算时间进行了比较，结果表明，在SUN5500计算机上MPI模型和蕴式并行模型均能较大地提高运算速度，而且MPI在灵活性和并行程度方面更优。     

两指标双F统计过程控制图

当产品质量指标服从二元正态分时,可用T2控制图与Λ控制图联合判断产品生产的过程是否处于受控状态。本文利用T2统计量与F统计量、Λ统计量与F统计量之间的关系,得到了两指标情形下两类基于F分布统计量的统计过程控制图,简称双F统计过程控制图,并给出了控制图应用实例。