A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure

We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals.     

二维随机激光器的模式选择及阈值与饱和特性

基于将Maxwell方程与四能级原子系统速率方程相结合而建立起随机激光时域理论，并利用有限时域差分法，研究了二维随机介质中激光模式的输出特性与介质尺寸、外形及抽运速率等参数的关系.结果表明，与传统激光模式相似，随机激光模式的强度随抽运速率的变化不仅具有阈值特性，而且具有饱和特性.基于模式特性对介质及抽运参数的依赖关系，提出了二维随机激光器的选模方式，在很大程度上不同于传统激光器的选模方式. 关键词： 随机激光器 模式选择 无序介质中的光学特性     

随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

有Edgeworth展式的分布的随机加权逼近的重对数律

本文研究了未知分布的逼近问题，利用随机加权法，给出了有Edgeworth展式的一类（未知）分布的模拟分布，证明了在一定条件下，模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn），称之为随机加权逼近的重对数律。     

用随机模糊方法研究合理确定工程项目工期

站在兼顾业主与建造商的公正立场,基于网络优化技术基础上并以系统的观点,采用随机模糊数学方法研究合理确定项目工期,进而用实际项目进行分析验证,是一种科学合理确定工期的方法.     

响应变量随机缺失下的半参变系数模型的均值估计

在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计.首先利用完整个体估计模型中的参数与非参数部分,然后再用借补方法与加权借补方法估计响应变量的均值.最后求出了估计的渐近偏差与渐近方差,研究了所得到的估计的渐近性质,并进行模拟比较.     

带有无限到达源的Re-entrant Line的稳定性

用Foster判别准则,Weiss[13]给出了带有无限到达源的两站三步re-entrant line的稳定性的充分条件．本文用两种不同的方法得到了其稳定性的充分必要条件,即: 二维随机游动方法和Foster判别准则．同时,我们又用流体模型方法得到了系统稳定的充分条件,大大地简化了Weiss[13]的证明．     

Concentration for self‐bounding functions and an inequality of Talagrand

We see that the entropy method yields strong concentration results for general self‐bounding functions of independent random variables. These give an improvement of a concentration result of Talagrand much used in discrete mathematics. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

随机动力系统的进展和问题

本文主要介绍随机动力系统的主要成果和进一步研究的问题。     

Strength of cylinder joint adhesively bonded by coupling

Summary A method of joining two metal cylindrical shafts with adhesive coupling is proposed. Two cylindrical shafts with the same diameter are connected by bonding through a cylindrical coupling with epoxy resin. The strength of the shaft joint under tensile loading and torsional loading is investigated analytically and experimentally. The stress and strain distributions of the shaft joint is analyzed by the finite element method. The analyzed strain distributions in the joint are compared with experimental values. The joint strength is predicted by applying the strength laws of shafts, coupling, adhesive layer and adhesive interface between shaft and adhesive coupling. The effects of the coupling dimension on the joint strength are examined. It is shown that the adhesive shaft joint can transfer the load by which the cylindrical shafts are plastically deformed.This paper was refined by the author, K. Ikegami, during statying at Technische Universität München under the support of Deutscher Akademischer Austauschdients. The author is grateful to Professor Lippmann of Technische Universität München who is the host professor of the support.