随机变量序列的大数定律及常返性定理

对一类有界独立或相依的随机变量序列|ξn|,获得了它的伯努利大数定律、波雷尔强大数定律及常返性定理.作为应用,得出了Loève专著[1]中的推广的伯努利大数定律、常返性定理,改进了[1]中的推广的波雷尔强大数定律.     

Ergodic theory and the Strong Law of Large Numbers on Riesz spaces

In [W.-C. Kuo, C.C.A. Labuschagne, B.A. Watson, Discrete-time stochastic processes on Riesz spaces, Indag. Math. (N.S.) 15 (3) (2004) 435-451], we introduced the concepts of conditional expectations, martingales and stopping times on Riesz spaces. Here we formulate and prove order theoretic analogues of the Birkhoff, Hopf and Wiener ergodic theorems and the Strong Law of Large Numbers on Riesz spaces (vector lattices).     

Convergence Rates in the Law of Large Numbers under Sublinear Expectations

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers.     

可交换随机变量序列的随机极限定理

本文讨论了可交换随机变量序列{X_n:n≥1}的极限定理,得到了可交换随机变量序列的随机强大数律及加权和定理,并推广了文[4]中的结果.     

神经网络在大型复杂武器装备质量综合评价排序中的应用

从大型复杂武器装备系统的具体特点出发,运用基于神经网络的评价方法,构建了大型复杂武器装备质量综合评价模型。实证分析的结果表明该方法得出的结果与实际情况相符。     

Banach空间值鞅不等式与弱大数定律

本文证明了Ｂａｎａｃｈ空间值鞅的一些不等式，讨论了Ｂａｎａｃｈ空间的凸性及光滑性与某些鞅不等的式的联系，给出了Ｈｉｌｂｅｒｔ空间的一个鞅不等式刻划，同时还讨论了一致Ｐ光滑空间中鞅的弱大数定律，本文的结论推广与改进了很多熟知的定理。     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Path properties of l_p-valued Gaussian random fields

General limit theorems are established for l~p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l~p-valued Gaussian random fields under(?)explicit conditions.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.     

LES-DSMC方法研究超细颗粒气固两相流动过程

采用考虑颗粒脉动流动对气相湍流流动影响的大涡模拟(LES)研究气相湍流,采用直接模拟蒙特卡罗方法(DSMC)模拟颗粒间的碰撞。单颗粒运动满足牛顿第二定律,颗粒相和气相相间作用的双向耦合由牛顿第三定律确定,考虑超细颗粒间的van der Waals作用力。数值模拟垂直管内超细颗粒气固两相流动,对颗粒相速度、浓度以及团聚物流动过程进行分析。