The Spirit Is Willing: Nonlinearity, Bifurcations, and Mental Control

In recent years there has been considerable interest in the construction of nonlinear models of the dynamics of human behavior. In this exploratory article we argue that attempts at controlling problematic thoughts, emotions, or behaviors can lead to nonlinearity in mental/behavioral dynamics. We illustrate our model by fitting threshold autoregression models to self-recorded time series of the daily highs in intensity of anxiety and obsessive ruminations, kept by an individual in therapy for this problem. In our discussion, we raise the possibility that bifurcations that occur in this nonlinear model may offer insight into mental control paradoxes.     

对正项级数敛散性判别法的关系的一些探讨

先对正项级数敛生判别法的粗细与强弱问题进行了辨析，然后建立了三个有关正项级数剑散判别的命题，分别比较了三组判别法之间的强弱关系。     

n元等比级数

定义了n元等比数列、n元等比级数,给出了它们的通项公式及前n项和.并解决了多元等比级数的敛散性问题,求出了多元等比级数的和.指出了多元等比数列及多元等比级数在特殊情况下与一元等比数列及一元等比级数的一致性.     

BERNOULLI CONVOLUTIONS ASSOCIATED WITH CERTAIN NON-PISOT NUMBERS

1　IntroductionForany 0 <λ <1 ,letνλ　denotethedistributionof ∞n=0 εnλn wherethecoefficientsεnareeither0or1 ,chosenindependentlywithprobability12 foreach .Itistheinfiniteconvo lutionproductofthedistributions 12 (δ0 +δλn) ,givingrisetotheterm“infiniteBernoulliconvolution”orsimply“Bernoulliconvolution” .TheBernoulliconvolutioncanbeexpressedasaself similarmeasureνλsatisfyingtheequationνλ =12 νλ φ- 10 + 12 νλ φ- 11,( 1 .1 )whereφ0 (x) =λxand φ1(x) =λx + 1 .Thisme…     

On the Exceptional Zeros of Rankin–Selberg L-Functions

The main objects of study in this article are two classes of Rankin–Selberg L-functions, namely L(s,f×g) and L(s, sym²(g)× sym²(g)), where f,g are newforms, holomorphic or of Maass type, on the upper half plane, and sym²(g) denotes the symmetric square lift of g to GL(3). We prove that in general, i.e., when these L-functions are not divisible by L-functions of quadratic characters (such divisibility happening rarely), they do not admit any LandauSiegel zeros. Such zeros, which are real and close to s=1, are highly mysterious and are not expected to occur. There are corollaries of our result, one of them being a strong lower bound for special value at s=1, which is of interest both geometrically and analytically. One also gets this way a good bound onthe norm of sym²(g).     

The application of Hölder exponent to traffic congestion warning

In this paper, we applied multifractal modeling techniques to analyze the traffic data collected from the Beijing Yuquanying. The results indicated that multifractal characteristics obviously exist in the traffic system; the degree of fractality of these traffic data tends to increase as the traffic system becomes congested; the Hölder exponent that measures the local rate of fractality may be used as indicators to predict the presence of the traffic congestion.     

一种基于根轨迹串联超前校正的计算方法

提出了一种把解析几何与根轨迹法结合起来实现串联超前校正计算方法,无需精确绘图和繁琐的试凑运算,也能得到精确而又令人满意的校正效果,为线性控制系统的设计提供了一种简便而有效的途径,也为线性系统设计的计算机仿真奠定了又一基础.     

VECTOR-VALUED RANDOM POWER SERIES ON THE UNIT BALL OF C^n

In this article, the authors study the vector-valued random power series on the unit ball of Cn and get vector-valued Salem-Zygmund theorem for them by using martingale technique. Further, the relationships between vector-valued random power series and several function spaces are also studied.     

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

关于Tchebycheff—Fourier级数的（H,λ）平均的逼近

我们定义了（Ｈ，λ）求和法，它含有（Ｎ，ｐｎ），（Ｒ＾ｒｎ）和（Ｖｍｎ）求和法。讨论了函数ｆ（ｘ）∈Ｃ＾ｒ［－１，１］（ｒ∈Ｎ０）以及ｆ（ｘ）∈Ｗ＾ｒＨ＾ａ（ｒ∈Ｎ０，０＜ａ＜１）的切比晓夫－富里埃级数的逼近阶。