Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks.     

氟氧化物陶瓷的多谱线上转换发光

以氧化硅、氟化铅为基质制备了Er3 :Yb3 共掺杂氟氧化物陶瓷 ,X 射线分析表明陶瓷中存在着 β PbF2 晶相 ,沉积在其中的稀土离子由于具有很低的无辐射跃迁几率而显示出良好的上转换性能。Er3 ,Yb3 离子之间存在的多种能量传递通道 ,导致稀土离子十分丰富的上转换谱线的出现。     

一维接触过程的光滑性与稳定性

本文证明了一维接触过程在适当的小扰动下，其极点平稳分布除在临界点λ＿ｃ处外总是光滑的．特别，一维接触过程本身的极点平稳分布关于其参数除在临界点处外总是光滑的．     

Preparation and characterization of mesoporous silica thin films from polyethoxysiloxanes

Tetraethoxysilane (TEOS) and polyethoxysiloxanes (PEOSs; prepared by the acid‐catalyzed hydrolytic polycondensation of TEOS) were subjected to the sol–gel process in the presence of cetyltrimethylammonium bromide (CTAB), respectively. The PEOSs with M_w 700–26,000, as prepared by sol–gel coating of TEOS and PEOS under various conditions, were used. Uniform and crack‐free thin films of thickness 276–613 nm were prepared by spin‐coating of a PEOS solution containing CTAB. When the coating films were sintered at 400 °C, the combustion of ethoxy groups and CTAB took place to provide porous silica thin films. The structure of the thin films was found to be dependent on the molecular weight of PEOS and the molar ratio of CTAB/Si: lamellar or hexagonal phase was observed for M_w less than 15,000 and for CTAB/Si molar ratios greater than 0.10. Honeycomb structures were observed for M_w less than 5000 and for CTAB/Si molar ratios of 0.15. The honeycomb structure was also observed by atomic force microscopy and transmission electron microscope. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 2542–2550, 2006     

广义风险过程中渐近方差的非参数估计

本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．     

垂直低温两相流管底液氮汽泡上升速度的实验研究

本文对垂直低温两相流管底部液氮汽泡的上升速度运用高速摄像机进行了可视化实验研究,对所采集的实时图像进行处理.在Cole和Mendelson汽泡上升速度经验公式的基础上,通过对液氮汽泡的上升速度的分析,提出了圆管管路底部液氮汽泡的上升速度的拟合公式,分析研究其变化规律,为进一步探求圆管内液氮弹状汽泡的生成机理提供依据.     

Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming

In this paper, we first refine a recently proposed metaheuristic called “Marriage in Honey-Bees Optimization” (MBO) for solving combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value. We then adapt MBO into an algorithm called “Honey-Bees Policy Iteration” (HBPI) for solving infinite horizon-discounted cost stochastic dynamic programming problems and show that HBPI also converges to the optimal value.     

One-dimensional stochastic Burgers equation driven by Lévy processes

In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models.     

Near-Field and Polarized Evanescent Field Excited Fluorescence of Self-Organized Particle Arrays of Organic Dye

A wetting/dewetting process was utilized to prepare self-organized organic dye particles of micrometer and submicrometer size. Near-field scanning optical microscopy successfully identified near-field excited near-field fluorescence from single particles. The majority of the small particles with diameters around 2 mm or less, however, did not show fluorescence under near-field observation. In contrast, far-field fluorescence, when excited by a polarized evanescent field, was observed, with the intensity depending on the excitation polarization, indicating that molecules' transition moment within dye particles was oriented parallel to the substrate surface. Single particle fluorescence spectrum consistently showed an identical sharp peak with a large redshift, indicating that the particles were composed of identical dye aggregates similar to J-aggregates. These observations suggest that the near-field at the probe tip was polarized parallel to the probe axis. Another observation, that molecules were oriented in a similar direction among adjacent particles, suggests that the dewetting process contributed to the alignment of the molecular direction among adjacent particles, which further proves that the present specimen was formed by a self-organizing mechanism.