两指标点过程的停止及σ-域

本文给出两指标点过程的跳线刻划、停止方法,论述了跳线的可测性及点过程有关的σ-域的结构和特征。     

s~(1/2)=630GeV pp碰撞中微喷注的新分析

根据喷注判定的圆锥法来判断喷注，重新分析了ＵＡ１－１９８５年的６３０ＧｅＶ非单衍ｐｐ碰撞实验数据。分析发现对事件样本，单事件平均横动量ｐ与多重数ｎ是正关联的，而对喷注事件子样本则是负关联的；分析了微喷注产生嵉墓亓屯斯亓砻魑⑴缱⒉丛从诜侨砉毯透呓仔вΓ徊⑹状未邮笛樯瞎鄄獾轿⑴缱⒓浯嬖诖罂於燃涓裟谖蘖Ｗ拥氖吕治隽宋⑴缱⒉贝嬖诖罂於龋纾幔鸬募Ｏ蟆     

Stochastic resonance in a model of opinion formation on small-world networks

We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion formation by imitation under the effects of a “fashion wave”. Both the amplitude threshold for the detection of the external modulation and the width of the stochastic-resonance peak show considerable variation as the randomness of the underlying small-world network is changed. Received 19 December 2001     

ASYMPTOTIC BEHAVIOR OF BOOTSTRAP SPECTRAL WINDOW ESTIMATION

ThisprojectissupportedbytheNationalNaturalScienceFoundationofChina.1.IntroductionLetX~{X(t);t=0,FI,12,'}beazerthmeantunitvariancestationaryGaussianprocess,theautocovariancefunction7(u)=EX(n u)X(n)satisfySupposethatthespectraldensityfunctionisf(A)andspectraldistributionfunctionisF(A)oftheprocessX,wherewerestrictAwithin11(if=[--x,7]).Fromtheassumptionsabove,wecaneasilyseethatthef(A)isjustaprobabilitydensityfunction,andF(A)isaprobabilitydistributionfunction.LetX(1),'tX(n)betheobserv…     

广义随机Solow经济增长模型

本文在文[1]的基础上进一步拓广了随机Solow经济增长模型．利用白噪声分析理论建立的广义随机Solow经济增长模型，将随机Solow模型推广到包含广义白噪声泛函及具有非可料扩散系数的情形，并且借助U—泛函方法表明了Picard迭代法在此仍十分有效．     

Laser cutting of thick ceramic tile

This paper details developments in the CO₂ laser cutting of thick ceramic tiles, that is thicknesses of 8.5 mm and 9.2 mm. These tiles were cut at a combination of different cutting speeds to determine the necessary cutting parameters for various tile geometries. Different cutting modes were used in conjunction with different cutting speeds to investigate cut quality after laser processing. The work also looked into the effects on cutting through using various shield gases. Multipass cutting and underwater cutting were performed to examine their effects on thermal load during processing.     

带有随机波动率的交换期权定价

通过利用计价单位的变换及等价鞅测度,得到了在随机波动率下的交换期权定价公式.     

Backtracking Adaptive Search: Distribution of Number of Iterations to Convergence

Backtracking adaptive search is a simplified stochastic optimiza-tion procedure which permits the acceptance of worsening objective function values. It generalizes the hesitant adaptive search, which in turn is a gener-alization of the pure adaptive search. In this paper, we use ideas from the theory of stochastic processes to determine the full distribution of the number of iterations to convergence for the backtracking adaptive search.Communicated by P. M. PardalosThe authors thank theMarsden Fund of the Royal Society of New Zealand for support of this research. The fourth author was supported by a Bright Future Scholarship administered by the Foundation for Research, Science and Technology.     

Numerical study of local and global persistence in directed percolation

The local persistence probability P _l (t) that a site never becomes active up to time t, and the global persistence probability P _g (t) that the deviation of the global density from its mean value does not change its sign up to time t are studied in a (1+1)-dimensional directed percolation process by Monte-Carlo simulations. At criticality, starting from random initial conditions, P _l (t) decays algebraically with the exponent . The value is found to be independent of the initial density and the microscopic details of the dynamics, suggesting is an universal exponent. The global persistence exponent is found to be equal or larger than . This contrasts with previously known cases where . It is shown that in the special case of directed-bond percolation, P _l (t) can be related to a certain return probability of a directed percolation process with an active source (wet wall). Received: 15 December 1997 / Revised: 6 April 1998 / Accepted: 29 May 1998     

分布式配送系统在运输时间均匀分布条件下的性能分析

本文在运输时间不确定的前提下，对分布式配送系统在两个部件和最终产品早到无限制的情形下建立了随机优化模型。我们在极小化库存费用的同时以满足定时送货要求为目标，讨论了如何确定运输提前期，并给出了敏感性分析结果。