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121.
The authors establish the Hilbertian invariance principle for the empirical process of a stationary Markov process, by extending the forward-backward martingale decomposition of Lyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with general non-reversible Markov processes. 相似文献
122.
This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests. 相似文献
123.
Three protocols for shotgun process are put forth in which simultaneous multi-fold reactions occur exclusively to each other. The first one involves simple combination of selective and non-selective reactions. Even if the simple protocol fails to give rise to the high selectivity, satisfactory outcome can be achieved by kinetic control or adjustment of functional groups. 相似文献
124.
Frank N. Proske Madan L. Puri 《Proceedings of the American Mathematical Society》2003,131(9):2937-2944
In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.
125.
Pierre Gaspard 《Journal of statistical physics》2004,117(3-4):599-615
A concept of time-reversed entropy per unit time is introduced in analogy with the entropy per unit time by Shannon, Kolmogorov, and Sinai. This time-reversed entropy per unit time characterizes the dynamical randomness of a stochastic process backward in time, while the standard entropy per unit time characterizes the dynamical randomness forward in time. The difference between the time-reversed and standard entropies per unit time is shown to give the entropy production of Markovian processes in nonequilibrium steady states. 相似文献
126.
耦合双原子Jaynes-Cummings模型的腔场谱H 总被引:14,自引:8,他引:6
研究了处于激发态的两原子与高Q腔场相互作用单光子过程的腔场谱,给出了初始光场为光子数态、相干态、压缩真空态时的腔场谱数值计算结果,分析了原子间偶极-偶极相互作用强度gα对腔场谱结构的影响.发现真空场Rabi峰,当gα较弱时为4峰,gα较强时为3峰结构;弱场数态(n>0)时为5峰,强场时为3峰结构.相干态和压缩真空态时,谱结构与光子数分布有关,一般为复杂的多峰结构.结果表明,gα对峰位峰高都有影响,破坏了谱结构的对称性,但这种影响只在真空场和弱场时才较明显. 相似文献
127.
Zhi Shui HU Chun SU 《数学学报(英文版)》2007,23(7):265-1270
Let {X(t), t ≥ 0} be a Lévy process with EX(1) = 0 and EX^2(1) 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X(t), t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables. 相似文献
128.
We consider a composite material composed of fibres included in a resin which becomes solid when it is heated up (reaction of reticulation). The mathematical modelling of the cure process is given by a kinetic equation describing the evolution of the reaction of reticulation coupled with the heat equation. In this paper, we are interested in the computation of approximate solutions. We propose a family of discretized problems depending on two parameters (β1, β2) ε [0, 1]2 which split the linear and non‐ linear terms in implicit and explicit parts. We prove the stability and convergence of the discretization for any (β1, β2) ε [½, 1 ] × [0, 1]. We present also some numerical results. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
129.
Wensheng Wang 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2007,43(5):619-631
The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated. In particular, the global and the local moduli of continuity of the sample functions are studied. These results give precise information about the continuity and the oscillation behavior of the sample functions. 相似文献
130.
A 27Al nuclear magnetic resonance (NMR) investigation at room temperature of the Pb1 − xAlxF2 + x (0 ≤ x ≤ 0.12) solid solution and of the ordered Pb9Al2F24 phase is carried out. Two different types of aluminium ions are identified and their ratio is determined as a function of x. A clustering process based on the formation of column clusters, more and more extended when x increases, is proposed on the basis of results issued from the 19F (Part I) and 27Al NMR investigations. 相似文献