非简并Λ型三能级原子的速度选择相干布居俘获

研究了非简并Λ型三能级原子速度选择相干布居俘获与原子能级结构的非对称性以及原子-激光失谐之间的关系.指出相对于简并、共振情况，原子动量分布的概率峰峰值降低、最可几动量发生变化，而且原子的俘获时间也变得很长.     

Emergence of power-law in a market with mixed models

We investigate the problem of wealth distribution from the viewpoint of asset exchange. Robust nature of Pareto's law across economies, ideologies and nations suggests that this could be an outcome of trading strategies. However, the simple asset exchange models fail to reproduce this feature. A Yardsale (YS) model in which amount put on the bet is a fraction of minimum of the two players leads to condensation of wealth in hands of some agent while theft and fraud (TF) model in which the amount to be exchanged is a fraction of loser's wealth leads to an exponential distribution of wealth. We show that if we allow few agents to follow a different model than others, i.e., there are some agents following TF model while rest follow YS model, it leads to distribution with power-law tails. Similar effect is observed when one carries out transactions for a fraction of one's wealth using TF model and for the rest YS model is used. We also observe a power-law tail in wealth distribution if we allow the agents to follow either of the models with some probability.     

Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach

Two-way nested design with mixed effects model arises in many practical situations. In the classical analysis of variance set-up, a test for the absence of the random effects is obtained under the assumption that the random effects and the errors are normally distributed. The present paper avoids this assumption and provides an asymptotically distribution-free test procedure for the above problem. The asymptotic null distribution of the test statistic is obtained. Actual implementation of the test is straight forward given the prior information on quantiles of the intra-block differences of observations. In the absence of such information, working test procedures are proposed. The performances of these tests are compared with the classical analysis of variance test through simulations. The tests are then illustrated by some real data sets.     

定数截尾下极值分布的参数估计

本文利用极值分布的一些特性和不动点原理,讨论了定数截尾情形下极值分布参数的估计问题,并提出了一种新的迭代算法;模拟结果显示,这种方法收敛速度快,且不受初始值选取的限制.     

Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

中国特大城市自行车到达的统计分布研究

在运用数理统计方法分析实际数据的基础上,结合国内外的已有研究结果,初步认为在自行车流量小的情况下,泊松分布比较适用于描述自行车到达量的统计分布;而当自行车流量很大时,负二项分布比较适合描述一定条件下的自行车到达量的统计分布.考虑到自行车到达分布的复杂性,文中借鉴知识推理的一些概念和方法,非精确地描述了自行车到达分布规律.     

Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

Let r₁ > r₂ > … be the sample canonical correlations in a sample of size n from a multivariate normal population partitioned into two subvectors with population canonical correlations ₁ > ₂ > …. Let one of the subvectors be augmented by adding one or more variables to it. For the increase in the largest canonical correlation, Δr in the sample and Δ in the population, it is shown that √n(Δr − Δ) → ^DN(0, σ²) and a formula for σ² is derived.     

非自持和非麦氏分布情况下托卡马克堆芯等离子体功率平衡

本文给出一组托卡马克堆芯等离子体功率平衡方程,它描述了在非自持和非麦氏分布情况下等离子体功率平衡的问题,计算结果表明。在现实可行的聚变堆工程和相应的等离子体参数情况下,堆芯中每秒可产生聚变中子PN大于10~19。     

奖惩系统的数学建模与稳态分析

奖惩系统(Bonus- Malus Systems)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文在最一般的框架下,以有限齐次马尔科夫链对奖惩系统建模,证明了任一奖惩系统皆存在唯一的平稳分布,此外,给出了求解这一平稳分布的一般算法,并揭示了此平稳分布的结构.特别地,针对两种具有特定转移法则的奖惩系统,还给出了它们平稳分布的简明显式表示.     

同输入M/M/∞排队群的联合队长过程

本提出一个偏微分方程方法，用这一方法研究同输入M/M／∞排队群中的联合队长分布。在任意初始条件下，给出了瞬时联合队长分布的多元母函数，也讨论了稳态队长的联合分布及各排队系统之间的相关性。