The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Heat of adsorption and density distribution in slit pores with defective walls: GCMC simulation studies and comparison with experimental data

The adsorption behavior (capacity, density distribution and packing density) and the isosteric heat versus loading in a slit pore whose walls contain defective graphene layers are investigated in this paper. The defective wall is characterized by the extent and size of the defect. Simulation results obtained with the Grand Canonical Monte Carlo method reveal complex patterns of isosteric heat, and this complex behavior is a result of the interplay between three factors: (i) the surface heterogeneity (solid-fluid interaction, sites with varying degree of affinity), (ii) fluid-fluid interaction and (iii) the overlapping of potentials exerted by the two defective walls. We illustrate this with argon adsorption in pores of various sizes, and results obtained from the simulation agree qualitatively with the experimental data at 77 K on Saran microporous S600H and micro-mesoporous S84 charcoals of Beebe et al. [R.A. Beebe, B. Millard, J. Cynarski, J. Am. Chem. Soc. 75 (1953) 839]. The S600H was found to contain pores predominantly in the neighborhood of 7 Å with 30% of defect and a defective size of 2.84 Å. This is consistent with the argument made by Beebe et al. that this sample is a microporous solid and most pores can accommodate only one layer. The other sample, S84, has larger pores than S600H, and it is found that it has a wider pore size distribution and the pore width is centered at about 12 Å.     

17N+197Au反应中碎片与中子的符合测量

在3?3?.4MeV/u ¹⁷N束轰击¹⁹⁷Au靶产生的反应中,利用放置于不同角度组合的17个中子探测器(4°—83°)和14个半导体望远镜(2.3°—9.0°)对反应产物碎片与中子进行了符合测量.经对所得实验角分布积分得到Z=3—6元素的同位素产额分布.在参加者-旁观者模型框架下,采用¹⁷N原子核内部的不同密度分布计算了同位素产额分布并与实验数据做比较.     

基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

Graphitic nanofillers in PMMA nanocomposites—An investigation of particle size and dispersion and their influence on nanocomposite properties

Mechanical, thermal, and electrical properties of graphite/PMMA composites have been evaluated as functions of particle size and dispersion of the graphitic nanofiller components via the use of three different graphitic nanofillers: “as received graphite” (ARG), “expanded graphite,” (EG) and “graphite nanoplatelets” (GNPs) EG, a graphitic materials with much lower density than ARG, was prepared from ARG flakes via an acid intercalation and thermal expansion. Subsequent sonication of EG in a liquid yielded GNPs as thin stacks of graphitic platelets with thicknesses of ～10 nm. Solution‐based processing was used to prepare PMMA composites with these three fillers. Dynamic mechanical analysis, thermal analysis, and electrical impedance measurements were carried out on the resulting composites, demonstrating that reduced particle size, high surface area, and increased surface roughness can significantly alter the graphite/polymer interface and enhance the mechanical, thermal, and electrical properties of the polymer matrix. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2097–2112, 2007     

有限混合Gamma分布的拓扑稠密性证明

首先给出了有限混合Erlang分布在正实数轴上所有概率分布中稠密的理论证明,进而给出了混合Gamma分布具有稠密性的结论,说明有限混合Gamma分布具有广泛的适用性,可以用来刻画正实数轴上的任意随机变量.     

Letter: Interpolating Between the Bose-Einstein and the Fermi-Dirac Distributions in Odd Dimensions

We consider the response of a uniformly accelerated monopole detector that is coupled to a superposition of an odd and an even power of a quantized, massless scalar field in flat spacetime in arbitrary dimensions. We show that, when the field is assumed to be in the Minkowski vacuum, the response of the detector is characterized by a Bose-Einstein factor in even spacetime dimensions, whereas a Bose-Einstein as well as a Fermi-Dirac factor appear in the detector response when the dimension of spacetime is odd. Moreover, we find that, it is possible to interpolate between the Bose-Einstein and the Fermi-Dirac distributions in odd spacetime dimensions by suitably adjusting the relative strengths of the detector's coupling to the odd and the even powers of the scalar field. We point out that the response of the detector is always thermal and we, finally, close by stressing the apparent nature of the appearance of the Fermi-Dirac factor in the detector response.     

Weighted Kolmogrov–Smirnov type tests for grouped Rayleigh data

We consider goodness of fit tests for the Rayleigh distribution with grouped data. New Kolmogrov–Smirnov type tests are suggested and compared with the traditional chi-square and likelihood ratio tests. The results show that some of the suggested tests have a good power performance as compared with the traditional ones.     

Clustering Effect on the Statistical Estimation Accuracy of Distribution Density

The paper is devoted to statistical nonparametric estimation of multivariate distribution density. The influence of data pre-clustering on the estimation accuracy of multimodal density is analyzed by means of the Monte Carlo method. It is shown that the soft clustering is more advantageous than the hard one. While a moderate increase in the number of clusters also increases the calculation time, it considerably reduces the estimation error.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.