兼职辅助工作的机器维修模型

本文研究了单修理工有效利用闲期兼职辅助工作的机器维修模型。这个模型被视为带休假策略的有限源排队问题，利用拟生灭过程的方法，给出了系统在稳态下机器故障数的分布和机器等待维修时间的分布，并将结果与经典的机器维修模型作了比较。     

爆破拆除冷却塔倾倒过程的研究

从理论上研究了冷却塔在倾倒过程中，转角与时间ｔ之间的关系。对于支撑部分保存完整的冷却塔，计算结果与实测结果基本吻合，相对误差小于１０％。实际倒塌长度与理论倒塌长度之比为０．９８，实际倒塌中心线与理论倒塌中心线左右偏差３．１８，倒塌初始时刻冷却塔未下坐，当ｔ＞０．６ｓ之后，冷却塔开始下坐，下坐高度与倾倒时间成正比。最后，还分析了冷却塔在倾倒过程中的前冲和后坐问题。     

On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups

The aim of this paper is to study the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups. We carry over a qualitative version of the Erdös-Rényi law of large numbers for Brownian motion to simply connected step 2-nilpotent Lie groups. The method applied gives rise to a proof for qualitative results concerning the modulus of continuity of Brownian motion on simply connected step 3-resp. step 2-nilpotent Lie groups without using the Ventsel-Freidlin theory as in Baldi.     

COST-BENEFIT ANALYSIS APPLIED TO WILDERNESS PRESERVATION—OPTION VALUE UNCERTAINTY AND DITONICITY

It has been recognized for some time that when cost-benefit analysis is applied to irreversible environmental decisions, such as that of developing or preserving wilderness land, there can be an option value associated with the preservation decision, which arises when there is future uncertainty with respect to the benefits of development or preservation. In this paper the provenance of option value is examined and it is shown that an important cause is a special kind of uncertainty, viz. the possibility of reversals in direction of the relative valuations of wilderness land and developed land, a property we refer to as ditonicity. It is shown that the more ditonic the relative valuation process the greater the deviance between the certainty-equivalence development policy and the stochastically optimal one, and thus by implication the greater the option value. In the two cases with zero ditonicity, when relative wilderness valuations always increase or always decrease (even though in a stochastic fashion), there is zero option value. The model used assumes that service flows from wilderness and developed land are size-dependent, with future relative values known only in terms of a stochastic process, which can take jumps up or down of the same proportional size, at random times. Development can be partial or total and can occur in impulses at any time over an infinite time horizon.     

一类基于非对称偏差的过程能力指数

以基本尺寸为基准,研究非对称偏差下总体质量特性值的分布及过程离散程度,在给出一类非对称分布的基础上,研究基于非对称偏差的过程能力指数,并将其推广到角度质量控制问题。     

Joint availability of systems modelled by finite semi–markov processes

Consider a repairable system at the time instants t and t + x, where t, x ≥0. The joint availability of the system at these time instants is defined as the probability of the system being functional in both t and t + x. A set of integral equations is derived for the joint availability of a system modelled by a finite semi–Markov process. The result is applied to the semi–Markov model of a two–unit system with sequential preventive maintenance. The method used for the numerical solution of the resulting system of integral equations is a two–point trapezoidal rule. The system of implementation is the matrix computation package MATLAB on the Apple Macintosh SE/30. The numerical results obtained by this method are shown to be in good agreement with those from simulation.     

Universality in the length spectrum of integrable systems

The length spectrum of periodic orbits in integrable hamiltonian systems can be expressed in terms of the set of winding numbers {M ₁,…,M _f} on thef-tori. Using the Poisson summation formula, one can thus express the density, Σδ(T−T _M), as a sum of a smooth average part and fluctuations about it. Working with homogeneous separable potentials, we explicitly show that the fluctuations are due to quantal energies. Further, their statistical properties are universal and typical of a Poisson process as in the corresponding quantal energy eigenvalues. It is interesting to note however that even though long periodic orbits in chaotic billiards have similar statistical properties, the form of the fluctuations are indeed very different.     

Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors

Conventional Bayes factors for hypotheses testing cannot typically accommodate the use of standard noninformative priors, as such priors are defined only up to arbitrary constants which affect the values of the Bayes factors. To circumvent this problem, Berger and Pericchi (1996, J. Amer. Statist. Assoc., 19, 109-122) introduced a new criterion called the Intrinsic Bayes Factor (IBF). In this paper, we use their methodology to test several hypotheses regarding the shape parameter of the power law process. Assuming that we have data from the process according to the failure-truncation sampling scheme, we derive the arithmetic and geometric IBF's using the reference priors. We deduce a set of intrinsic priors that correspond to these IBF's, as the observed number of failures tends to infinity. We then use these results to analyze an actual data set on the failures of an aircraft generator.     

Diffusion process of electrons injected from STM tip into AlGaAs/GaAs quantum wells

We have investigated the electron diffusion process in Al_0.3Ga_0.7As/GaAs quantum well (QW) structures by means of scanning tunneling microscope light emission (STM-LE) spectroscopy. The optical measurements were performed on a cleaved (1 1 0) surface at room temperature. The STM-LE spectra were measured by injecting hot electrons from the tip positioned at different distances from the QWs. The emission intensity from individual wells as a function of the tip-well distance was found to decay with two distinct decay constants. From comparison with Monte Carlo simulations for hot electron relaxation, we found that the intervalley scattering from the Γ valley to the L and X valleys has the most significant effect on the diffusion process of the injected electrons.     

Estimating the spectral measure of an extreme value distribution

Let (X₁, Y₁), (X₂, Y₂),…, (X_n, Y_n) be a random sample from a bivariate distribution function F which is in the domain of attraction of a bivariate extreme value distribution function G. This G is characterized by the extreme value indices and its spectral measure or angular measure. The extreme value indices determine both the marginals and the spectral measure determines the dependence structure. In this paper, we construct an empirical measure, based on the sample, which is a consistent estimator of the spectral measure. We also show for positive extreme value indices the asymptotic normality of the estimator under a suitable 2nd order strengthening of the bivariate domain of attraction condition.