Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

强混合样本下回归加权估计的一致渐近正态性

在强混合样本下,讨论固定设计回归模型的加权函数估计的一致渐近正态性,给出一致渐近正态性的收敛速度,这个速度接近n-1／6．     

EACVD中用氢原子谱线测定电子平均能量

采用蒙特卡罗方法，对EACVD中氢原子的发射过程进行了模拟。给出了由氢原子谱线测定电子平均能量的方法，结果对EACVD生长金刚石薄膜过程中实时监测电子平均能量，进而可以有效地控制工艺条件，生长出高质量的金刚石薄膜具有重要意义。     

动态环境约束下企业的资本积累

本文讨论动态环境约束下企业的动态投资行为,拓广了文献[4]的结果.为了使讨论的问题更符合实际情况,本文假设政府设定的污染排放上限是与企业的规模大小有关,即假设污染排放上限是生产资本的函数,讨论动态环境约束下企业的最佳动态投资行为,并为政府制定污染排放政策提供依据.     

CRT显示器稳定性实验研究

用屏幕色度计对一台SONY-G520显示器的显色特性进行了测量,研究了其开机稳定性和短、中、长期内的色差及色度偏差。实验结果表明,开机后,显示器的亮度Y和色度x,y分别可在2h,30min和1h达到相对稳定状态,且在达到相对稳定后,在短、中、长期内的平均色差分别为0.0611,0.1469和1.2536CIELAB色差单位;在中期内,Y,x,y,L,a,b的平均偏差分别为0.0663,0.0008,0.0015,0.0695,0.4740和0.1766。通过对显示器稳定性的测量,为在对比度敏感测量和色貌模型、图像质量、图像感知模型评价等研究领域中用显示器进行实验研究奠定了基础。     

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.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

二阶非线性微分方程的斜周期边值问题

In this paper a uniqueness theorem for a skewperiodic boundary value problem is obtained. By using the optimal control method, we derive the best estimate for the integration mean ensuring that the results hold.     

保险管理决策中的两个问题

本文运用风险决策理论建立了分保限额与红利分派两个保险管理决策问题的数学模型,从理论和实践两个方面讨论了最优管理策略,并给出了计算实例。     

在SQUID心磁测量中基于奇异值分解和自适应滤波的噪声消除法

采用矩阵奇异值分解(singular value decomposition, SVD)的方法，对高温射频超导量子干涉仪(HTc rf-SQUID)采集到的单通道心磁信号进行处理.证明了对于近似周期性的心磁信号，在无参考噪声的情况下矩阵奇异值分解的方法与自适应窄带陷波相结合有较好的消除广谱噪声的效果. 关键词： 高温射频超导量子干涉仪 心磁信号 奇异值分解 噪声消除