带有Radon-Nikodym导数的算子值自由Fisher信息量

本文研究了带有Radon-Nikodym导数的算子值自由Fisher信息量.利用模框架理论,得到了一个半圆元和一个子代数之间的合并自由关系,推广了D.Voiculescu等人的工作.     

Operator-valued free Fisher information and modular frames

We introduce the operator-valued free Fisher information for a random variable in an operator-valued noncommutative probability space and point out its relations to the amalgamated freeness. Using M. Frank and D. Larson's modular frame notion we can construct the conjugate variable for an operator-valued semicircle variable with conditional expectation covariance. Then we obtain its free Fisher information and show it is equal to the index of the conditional expectation. At last the conjugate variable with respect to a modular frame operator for a semicircle variable is also constructed.

     

左截断数据中的Fisher信息量

本文研究左截断数据(U,V)含θ的Fisher信息量,并给出了基于分布和失效率表示的两个表达式.特别在Koziol-Green模型下研究左截断观测数据(U,V)含θ的Fisher信息量与完全数据X含θ的Fisher信息量的关系,得出在该模型下左截断观测数据(U,V)含θ的Fisher信息量不仅未损失,反而增加的结论.     

LBVW分布的Fisher信息矩阵

文本考察由Larry Lee提出的其生存函数为 F(x_1,x_2)=exp{-[(x_1/θ_1)~(1/αδ)]~δ} (x_i>0,θ_i>0,i=1,2;0<δ≤1,α>0)的LBVW(θ_1,θ_2,δ,α)分布的统计性质,该分布的Fisher信息矩阵被导出。     

THE APPLICATION OF RANDOM MATRICES IN MATHEMATICAL PHYSICS

In this paper, we introduce the application of random matrices in mathematical physics including Riemann-Hilbert problem, nuclear physics, big data, image processing, compressed sensing and so on. We start with the Riemann-Hilbert problem and state the relation between the probability distribution of nontrivial zeros and the eigenvalues of the random matrices. Through the random matrices theory, we derive the distribution of Neutron width and probability density between energy levels. In addition, the application of random matrices in quantum chromo dynamics and two dimensional Einstein gravity equations is also present in this paper.     

自由Fisher信息量与合并自由

在算子值非交换概率空间中引入算子值自由Fisher信息量的概念,这一定义是对D.Voiculescu在有迹的von Neumann代数上定义的自由Fisher信息量的推广．证明了算子值自由Fisher信息量与合并自由性是密切相关的,即证明了若干个算子值随机变量的自由Fisher信息量的可加性等价于这些随机变量的合并自由性．并且也类似地得到了Cramer-Rao不等式．     

THE BI-SELF-CONJUGATE AND NONNEGATIVE DEFINITE SOLUTIONS TO THE INVERSE EIGENVALUE PROBLEM OF QUATERNION MATRICES

The main aim of this paper is to discuss the following two problems:λm)∈Hm×m, find A ∈ BSH≥n×n such that AX= X∧, where BSH≥n×n denotes the set of all n × n quaternion matrices which are bi-self-conjugate and nonnegative definite.Problem Ⅱ:Given B ∈ Hn×m, find -B∈SE such that ||B- B||Q = minA∈sE ||B - A||Q,necessary and sufficient conditions for SE being nonempty are obtained. The general form of elements in SE and the expression of the unique solution B of problem Ⅱ are given.     

右半平面上的随机Dirichlet级数的值分布性质

本文在较宽的系数条件下，对更一般的非同分布随机变量序列，讨论了右半平面上的随机Dirichlet级数f(s,ω)的增长级，证明了f(s，ω)沿任一水平半直线的增长级几乎必然(a．s．)为ρ，并且a．s．以σ=0上的每一点为其Picard点．     

任意B值随机变量序列的强收敛性

本文讨论了任意B值随机变量序列的强收敛性，得到了若干强极限定理和强大数定律，已有的经典的若干结论是本文结果的特例。     

ON CHOVER''''S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES

Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 < α < 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the integral test for the weighted partial sums {Σi=1naniXi,n ≥ 1}, and obtain the Chover's laws of iterated logarithm(LIL) as corollaries.     

THE EXISTENCE AND MOMENTS OF CANONICAL BRANCHING CHAIN IN RANDOM ENVIRONMENT

The concepts of branching chain in random environmnet and canonical branch-ing chain in random environment are introduced. Moreover the existence of these chains is proved. Finally the exact formulas of mathematical expectation and variance of branching chain in random environment are also given.     

独立阵列和的最大值完全收敛的等价条件

本文得到了独立阵列和(含加权和)的最大值完全收敛的等价条件,从而丰富和强化了前人的结果．     

随机利率下年金的时间价值

本文首先在常数利率下讨论了递增年金、递减年金和固定增长年金的终值.进而在随机利率条件下研究了递增年金、递减年金和固定增长年金,得到了递增年金、递减年金和固定增长年金终值的期望与方差,推广了Zaks(2001)的结果.     

THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.     

随机环境中r维分支链的协方差计算

定义了各种条件多元概率母函数，并利用条件多元概率母函数这一强有力工具研究随机环境中r-维分支链的性质，并给出了其协方差阵的精确计算公式．     

相依二值随机变量序列游程的一类强极限定理

本文利用文献[1]与[2]中提出的方法和思想,研究相依二值随机变量序列游程的极限性质,得到游程平均数的一类强极限定理.     

集值测度的弱Radon—Nikodym导数及弱集值随机变量条件期望的存在性

讨论了集值工存在弱Radon-Nikodym导数的充要条件,对弱紧凸集值随机变量给出了其条件期望存在时的一个特征。     

整值随机变量序列与二重马氏链的比较及其极限性质

本文引进了对数似然比作为整值随机变量序列相对于二重马氏链的偏差的一种度量，并通过限制对数似然比给出了样本空间的某种子集。     

一般均值漂移模型的Score检验统计量

本文研究了一般均值漂移模型中漂移量的存在性检验问题.利用Score函数和Fisher 信息阵,获得了检验的Score统计量.     

Inference for earthquake models: A self-correcting model

Questions of asymptotic inference are discussed for a point process model in which the conditional intensity function increases monotonically between events and drops by determined (nonrandom) amounts after each event. Parameter estimates are shown to be consistent and, except under the null hypothesis of a Poisson process, normally distributed. Under the null hypothesis, however, the Hessian matrix is not asymptotically constant, and the limiting distribution of the likelihood ratio statistics is not χ², but has a form related to that of the Cramer-von Mises ω² statistic for the test of goodness of fit.