GIRSANOV'S THEOREM ON ABSTRACT WIENER SPACES

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Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

Miscible blends of modified poly(aryl ether ketones) with aromatic polyimides

The phase behavior of binary blends of poly(ether ether ketone) (PEEK), sulfonated PEEK, and sulfamidated PEEK with aromatic polyimides is reported. PEEK was determined to be immiscible with a poly(amide imide) (TORLON 4000T). Blends of sulfonated and sulfamidated PEEK with this poly(amide imide), however, are reported here to be miscible in all proportions. Blends of sulfonated PEEK and a poly(ether imide) (ULTEM 1000) are also reported to be miscible. Spectroscopic investigations of the intermolecular interactions suggest that formation of electron donoracceptor complexes between the sulfonated/sulfamidated phenylene rings of the PEEKs and the n-phenylene units of the polyimides are responsible for this miscibility. © 1993 John Wiley & Sons, Inc.     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

Analysis method of the effect of fabrication errors on a planar waveguide demultiplexer

The impact of fabrication errors on a planar waveguide demultiplexer is analyzed based on an analytical method. The explicit expression of the transfer function taking into account phase and amplitude errors is presented in order to analyze the loss and crosstalk of the demultiplexer caused by fabrication errors. A basic requirement for the demultiplexer with a certain crosstalk criterion can be easily obtained. Using an etched diffraction grating demultiplexer as an example, it is shown that the analytical results have a good agreement with results from a numerical method.     

On parabolic equations with a small parameter

A singularly perturbed parabolic equation with a nonlinear right-hand side of a special form is examined. A numerical analytical study of such equations is performed.     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

Investigation of Scale Exponents of Complete and Incomplete Aggregation-Annihilation Processes

The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained.     

Persistence of Floquet invariant tori for a class of non-conservative dynamical systems

In this paper we consider a class of non-conservative dynamical system with small perturbation. By the KAM method we prove existence of Floquet invariant tori under the weakest non-resonant conditions.