有序分组资料的线性趋势检验的确切概率计算

有序分组资料的线性趋势检验主要用于检验几个二项总体反应率的线性趋势；在医学与生物学中最典型的用途是研究剂量和反应的关系． 如果用Ｚ检验来代替通常在本检验中所用的卡方检验，就可容易地导出本检验的确切概率计算方法，和其他２×Ｃ有序列联表有着相同的形式．本文给出了该检验的确切概率计算方法．     

同输入M/M/∞排队群的联合队长过程

本提出一个偏微分方程方法，用这一方法研究同输入M/M／∞排队群中的联合队长分布。在任意初始条件下，给出了瞬时联合队长分布的多元母函数，也讨论了稳态队长的联合分布及各排队系统之间的相关性。     

复合广义齐次Poisson过程的多险种破产概率

本文推广了经典的复合泊松风险模型，建立了两类复合广义齐次poisson过程的多险种破产模型．对于新模型，我们得到了初始资本为u的破产概率φ(u)的精确表达式以及特殊情况下φ(0)的表达式，并且导出了调节系数方程和调节系数R的上下界．     

On tolerance lattices of algebras in congruence modular varieties

We prove that the tolerance lattice TolA of an algebra A from a congruence modular variety V is 0-1 modular and satisfies the general disjointness property. If V is congruence distributive, then the lattice Tol A is pseudocomplemented. If V admits a majority term, then Tol A is 0-modular. This revised version was published online in June 2006 with corrections to the Cover Date.     

Representing the mean residual life in terms of the failure rate

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

关于二项分布的极限分布的一个注记

讨论了用泊松分布和正态分布近似表示二项分布的精确程度问题,对于泊松分布,指出了它对二项分布B(n,p)的概率值的近似精确与否基本上只依赖于参数p而不依赖于n,并说明了经验条件“np≤5”的不确切.     

Tomography of Binomial States of the Radiation Field

The symplectic, optical, and photon-number tomographic symbols of binomial states of the radiation field are studied. Explicit relations for all tomograms of the binomial states are obtained. Two measures for nonclassical properties of these states are discussed.     

高剥离类镁等电子序列的磁偶极M1和电四极E2光谱跃迁理论研究

利用全相对论性多组态Dirac-Fock广义平均能级方法，系统地计算了类镁离子3s3p磁偶极Ml^3P2--^3P1和电四极E2 ^2P2--^3P0(Z=20-103)光谱跃迁的能级间隔、跃迁几率和振子强度。计算中考虑了原子核的有限体积效应，进行了高阶Breit修正和QED修正，所得到的能级间隔和最近的实验数据及理论计算值进行了比较。计算结果表明：高原子序数的高荷电离子的磁偶极矩M1和电四极矩E2跃迁几率和中性原子的电偶极E1的相当，在ICF和MCF高温激光等离子体中，磁偶极矩M1和电四极矩E2跃迁过程不容被忽视。