Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

线性双向联想存储器

提出了一个线性双向联想存储器的模型，一组有限个向量对由一线性算子建立起双向联想关系，此线性算于是一个网络的联结权重矩阵。该权矩阵由最小二乘法决定。由权矩阵的解导出一特殊类型的Ｌｙａｐｕｎｏｖ矩阵方程．本文提供了这种Ｌｙａｐｕｎｏｖ矩阵方程的解。     

Ni(111)表面一氧化碳和氢共吸附的密度泛函理论研究

本文用密度泛函理论(DFT)的总能计算研究了一氧化碳和氢原子在Ni(111)表面上p(2×2)共吸附系统的原子结构和电子态，结果表明CO和H原子分别被吸附于两个对角p(1×1)元胞的hcp和fcc位置.以氢分子和CO分子作为能量参考点，总吸附能为2.81 eV，相应的共吸附表面功函数φ为6.28 eV.计算得到的C—O，C—Ni和H—Ni的键长分别是1.19?, 1.96?和 1.71?，并且CO分子以C原子处于hcp的谷位与金属衬底原子结合.衬底Ni(111)的最外两层的晶面间距在吸附后的相对变化分别是 关键词： Fisher-Tropsch反应 催化作用 Ni(111) p(2×2)/(CO+H) 共吸附     

介质折射率对一维三元光子晶体带隙的影响

利用光学传输矩阵法,数值模拟了一维二元、三元光子晶体的带隙结构,得出:三元光子晶体的主带隙略宽于二元光子晶体的主带隙;三元光子晶体的主带隙主要取决于最高折射率的介质和最低折射率的介质,而与居于两者之间的介质关系不大,并作出了相应的关系曲线。最后推导了三元光子晶体的色散关系。     

Algebra matrix and similarity classification of operators

In this paper, by the Gelfand representation theory and the Silov idempotents theorem, we first obtain a central decomposition theorem related to a unital semi-simple n-homogeneous Banach algebra, and then give a similarity classification of two strongly irreducible Cowen-Douglas operators using this theorem.     

P schl-Teller势阱中线性与非线性光学折射率变化

利用量子力学中的密度矩阵算符理论导出了P schl-Teller势阱中的线性与三阶非线性光学折射率的解析表达式。P schl-Teller势阱中有两个可调参数κ和λ,势阱的形状及其非对称性会随势阱参数的取值不同而明显不同,从而其线性与非线性光学折射率变化的大小也会随势阱参数和入射光强的变化而呈规律性的变化。文章以典型的GaAs/AlGaAs势阱为例作了数值计算,数值计算结果表明,势阱的形状和入射光强对光学折射率有着重要的影响。     

Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical correlations and canonical vectors based on scatter matrices are obtained. Also the use of the so-called shape matrices in canonical analysis is investigated. The scatter and shape matrices based on the affine equivariant Sign Covariance Matrix as well as the Tyler's shape matrix serve as examples. Their finite sample and limiting efficiencies are compared to those of the Minimum Covariance Determinant estimators and S-estimator through theoretical and simulation studies. The theory is illustrated by an example.     

Conditional independence models for seemingly unrelated regressions with incomplete data

We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the development of our methodology, we review and extend existing results for complete data SUR models and the multivariate ID problem.     

Fundamental groups of the complements of certain plane non-tame torus sextics

The moduli space of torus sextics with the configuration of singularities {A₂+A₅+2E₆} has two connected components. We compute the fundamental groups π₁(CP²−C) for sextics C in both components and study their differences.