Nonparametric Density Estimation for a Long-Range Dependent Linear Process

We estimate the marginal density function of a long-range dependent linear process by the kernel estimator. We assume the innovations are i.i.d. Then it is known that the term of the sample mean is dominant in the MISE of the kernel density estimator when the dependence is beyond some level which depends on the bandwidth and that the MISE has asymptotically the same form as for i.i.d. observations when the dependence is below the level. We call the latter the case where the dependence is not very strong and focus on it in this paper. We show that the asymptotic distribution of the kernel density estimator is the same as for i.i.d. observations and the effect of long-range dependence does not appear. In addition we describe some results for weakly dependent linear processes.     

制造业行业收入差距的影响因素及解决路径分析——以浙江省宁波市为例

本文以浙江省宁波市制造业的行业小类为研究对象,以第一、二次经济普查数据为来源,细分以特征及影响因素两大角度展开实证分析。研究发现:宁波市行业收入差距明显,各经济指标差异显著;同时,石油石化及烟草这两大行业凭借其强大的垄断性独占鳌头,而工艺品及其制造业则一直位列末端;福利性支出扩大了行业间的收入差距;且2004年到2008年,浙江省宁波市行业间的福利性收入差距在不断扩大,但行业间工资性收入差距却逐步缩小,总体上来看,该市人均收入差距缩小明显;两次经济普查中,影响因素的排序皆为:行业盈利能力,行业资本密度,行业垄断和行业技术效率,各因素的影响程度均在加强,以后两者最为明显;四因素对不同收入水平的群体影响程度不同。     

General binomial-type coefficients in the sequence of Bernstein operators

In this paper we study the sequence of Bernstein operators in the case when the binomial coefficients are substituted by general ones satisfying a similar recursive rule. Besides the characterization of the convergence and the approximation properties of the sequence of operators obtained in this manner, the main application regards the approximation of the solutions of suitable second-order parabolic problems. Work performed under the auspices of G. N. A. F. A. (C. N. R.) and M. U. R. S. T.     

Harmonic distrotions under nonlinear periodic deformation of fluid polymers

Conclusions 1. It has been shown for a number of viscoelastic fluid systems that under nonlinear periodic deformation, the contribution of the third harmonic of the stress to the fundamental does not exceed 20% of the amplitude.2. In the case of clay soil and melt of filled polyethylene, the shape of the stress waves is essentially definable by the relative phase angle of the third harmonic of the stress and is practically independent of the deformation amplitude in a growing nonlinear range of deformation.3. In the case of the polyethylene melt, the amplitude dependence of the phase angles of the stress harmonics is in satisfactory agreement with the analysis of model I. With increasing deformation amplitude, the modulus vector of the first harmonic rotates counterclockwise and remains in the first trigonometric quadrant; the modulus vector of the third harmonic passes from the second to the third quadrant, and the modulus vector of the fifth harmonic passes from the second to the fourth quadrant via the third.Institute of Polymer Mechanics, Academy of Sciences of the Latvian SSR, Riga. Translated from Mekhanika Polimerov, No. 5, pp. 893–898, September–October, 1978.     

The generalized Cauchy problem with data on two surfaces for a quasilinear analytic system

We consider the generalized Cauchy problem with data on two surfaces for a second-order quasilinear analytic system. The distinction of the generalized Cauchy problem from the traditional statement of the Cauchy problem is that the initial conditions for different unknown functions are given on different surfaces: for each unknown function we pose its own initial condition on its own coordinate axis. Earlier, the generalized Cauchy problem was considered in the works of C. Riquier, N. M. Gyunter, S. L. Sobolev, N. A. Lednev, V. M. Teshukov, and S. P. Bautin. In this article we construct a solution to the generalized Cauchy problem in the case when the system of partial differential equations additionally contains the values of the derivatives of the unknown functions (in particular outer derivatives) given on the coordinate axes. The last circumstance is a principal distinction of the problem in the present article from the generalized Cauchy problems studied earlier.     

第二类Volterra型积分方程的Chebyshev-Legendre谱配置方法

提出了一种新的求解第二类线性Volterra型积分方程的Chebyshev谱配置方法.该方法分别对方程中积分部分的核函数和未知函数在Chebyshev-Gauss-Lobatto点上进行插值,通过Chebyshev-Legendre变换,把插值多项式表示成Legendre级数形式,从而将积分转换为内积的形式,再利用Legendre多项式的正交性进行计算.利用Chebyshev插值算子在不带权范数意义下的逼近结果,对该方法在理论上给出了L∞范数意义下的误差估计,并通过数值算例验证了算法的有效性和理论分析的正确性.     

Some observations on the performance of balloons from the rate of rotation of the fan in the F-Type radiosonde

If the rate of ascent of the balloon is constant, the rate of rotation of the fan in the F-Type radiosonde should decrease with height, due to the decrease in the density of the air. It was observed from the radiosonde ascents of Minicoy that the rate of rotation of the fan remained almost unchanged up to even 100 mb. It is shown that this is due to the increase in the rate of ascent of the balloon by about 2% of the value near the ground per km. ascent. Positive evidence of turbulence in the stratosphere is provided by the large fluctuations in the rate of rotation of the fan. It is also observed that the balloon whose fabric at the 50 mb. level is about 0·014 mm. thick bursts due to the turbulence.     

Optimization of the Relaxation Parameter for S.S.O.R. and A.D.I. Preconditioning

We present and compare several approaches for the optimization of the relaxation parameter both for A.D.I. and S.S.O.R. basic iteration and preconditioning conjugate gradient method. For each kind of preconditioning a detailed link between estimates of the spectral radius of the iteration matrix and of the condition number resulting from preconditioning is proposed. It allows to choose the best approach in order to obtain the optimal relaxation parameter and the corresponding optimal estimates either of the spectral radius of the iteration matrix and of the resulting condition mumber of the S.S.O.R. and A.D.I. preconditioning.     

Time to most recent common ancestor for stationary continuous state branching processes with immigration

Motivated by sample path decomposition of the stationary continuous state branching process with immigration, a general population model is considered using the idea of immortal individual. We compute the joint distribution of the random variables： the time to the most recent common ancestor （MRCA）, the size of the current population, and the size of the population just before MRCA. We obtain the bottleneck effect as well. The distribution of the number of the oldest families is also established. These generalize the results obtained by Y. T. Chen and J. F. Delmas.     

Minimum cost spanning tree games

We consider the problem of cost allocation among users of a minimum cost spanning tree network. It is formulated as a cooperative game in characteristic function form, referred to as a minimum cost spanning tree (m.c.s.t.) game. We show that the core of a m.c.s.t. game is never empty. In fact, a point in the core can be read directly from any minimum cost spanning tree graph associated with the problem. For m.c.s.t. games with efficient coalition structures we define and construct m.c.s.t. games on the components of the structure. We show that the core and the nucleolus of the original game are the cartesian products of the cores and the nucleoli, respectively, of the induced games on the components of the efficient coalition structure.This paper is a revision of [4].     

Revenue management for a supply chain with two streams of customers

In this paper, we consider revenue management for a service supply chain with one supplier and one retailer. The supplier has a limited capacity of a perishable product and both the supplier and the retailer face customers. Each customer may choose to buy a product from either the supplier or the retailer by considering prices and the cost associated with switching. For the centralized model, the supplier determines the selling prices for both herself and the retailer, and the retailer simply collects a commission fee for each product sold. We derive monotone properties for the revenue functions and pricing strategies. Further, we show that the commission fee increases the retailer’s price while decreasing the supplier’s and leads to efficiency loss of the chain. For the decentralized decision-making model, the supplier and the retailer compete in price over time. Two models are considered. In the first, the retailer buys products from the supplier before the selling season and in the second the retailer shares products with the supplier in retailing. For both models, we discuss the existence of the equilibrium and characterize the optimal decisions. Numerical results are presented to illustrate properties of the models and to compare the supply chain performance between the centralized and the decentralized models.     

Three-dimensional manifestly Poincaré-invariant approach to the relativistic three-body problem

A three-dimensional manifestly Poincaré-invariant approach to the relativistic three-body problem is developed that satisfies the requirement of cluster separability and at the same time does not lead to so-called spurious states devoid of physical meaning. It is shown that these requirements make it possible to fix the form of the operators of the two-body interactions. The problem is solved with allowance for the dependence of the interaction operators on the spectral parameter. This dependence is a manifestation of the structure of the particles in the three-body system (i.e., it reflects the circumstance that the complete Hilbert space of state vectors of the system includes not only three-body configurations of the original particles) and leads to the appearance of certain factors in the cross sections of physical processes. Two alternative formulations of the method are investigated. In the first formulation, equations are written down for the amplitudes of transitions between free-particle states. In the second formulation, the states of interacting particles in the two-body scattering channels are used as complete orthogonal bases. Partial-wave expansions of the equations with respect to states with given total angular momentum of the system in the helicity basis are made.Institute of Nuclear Physics of the State University, Moscow. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 103, No. 2, pp. 200–232, May, 1995.     

Primary resonance of Duffing oscillator with fractional-order derivative

In this paper the primary resonance of Duffing oscillator with fractional-order derivative is researched by the averaging method. At first the approximately analytical solution and the amplitude-frequency equation are obtained. Additionally, the effect of the fractional-order derivative on the system dynamics is analyzed, and it is found that the fractional-order derivative could affect not only the viscous damping, but also the linear stiffness, which is characterized by the equivalent damping coefficient and the equivalent stiffness coefficient. This conclusion is remarkably different from the existing research results about nonlinear system with fractional-order derivative. Moreover, the comparisons of the amplitude-frequency curves by the approximately analytical solution and the numerical integration are fulfilled, and the results certify the correctness and satisfactory precision of the approximately analytical solution. At last, the effects of the two parameters of the fractional-order derivative, i.e. the fractional coefficient and the fractional order, on the amplitude-frequency curves are investigated, which are different from the traditional integer-order Duffing oscillator.     

On the thermodynamic foundations of the theory of local-gradient mechanicothermodiffusion systems

In the context of the continuous-thermodynamic approach we generalize the Gibbs equation and obtain the initial relations of local-gradient mechanicothermodiffusion. We state the relation between the thermodynamic flows and forces in the form of functionals. We find influence functions that cause expansion of the phase space that determines the thermodynamic potentials by the gradients of the intensive parameters of the equilibrium state of the system. It is shown that such influence functions are connected with the undamped memory of the body of the action at the initial time. Translated fromMatematychni Metody ta Fizyko-Mekhanichni, Polya, Vol. 41, No. 1, 1998, pp. 62–72.     

New trajectory-following polynomial-time algorithm for linear programming problems

A new interior point method for the solution of the linear programming problem is presented. It is shown that the method admits a polynomial time bound. The method is based on the use of the trajectory of the problem, which makes it conceptually very simple. It has the advantage above related methods that it requires no problem transformation (either affine or projective) and that the feasible region may be unbounded. More importantly, the method generates at each stage solutions of both the primal and the dual problem. This implies that, contrary to the simplex method, the quality of the present solution is known at each stage. The paper also contains a practical (i.e., deepstep) version of the algorithm.The author is indebted to J. Bisschop, P. C. J. M. Geven, J. H. Van Lint, J. Ponstein, and J. P. Vial for their remarks on an earlier version of this paper.     

Investigation of wave propagation velocities in fluid mixtures

In order to determine the wave propagation velocities in fluid mixtures, the mixtures are approximated by block structures. These structures consist of identical cells containing eight blocks. The blocks may be filled with different fluids. In block structures, the passage to the limit is carried out under the conditions that the sizes of blocks tend to zero but the relative sizes of blocks remain constant. In the general case, the average wave field satisfies the equations of anisotropic fluids. Two special cases of mixtures of two fluids are considered. In the first case, both fluids are intermixed completely. In the second case, there are periodic inclusions of one fluid into the other. In both cases, the fluid mixtures are homogeneous and isotropic, and formulas for the velocities are obtained. These formulas determine the dependence of the velocities on the percent composition and the parameters of two mixed fluids. The velocity of propagation in the fluid mixture does not exceed the greatest velocity but may be less than the least velocity in mixed fluids. Bibliography: 6 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 332, 2006, pp. 149–162.     

多次分组会议安排的最佳混合方案

本文在仔细分析问题条件和要求的基础上,运用了运筹学、图论、矩阵理论和置换等方面的知识和技巧,建立了一个布尔规划模型。     

On some statistical properties of the “Book Stack” transformation

This paper is devoted to studying the statistical properties of the “Book Stack” transformation proposed by B.Ya. Ryabko (Probl. Inf. Transm., 1980, vol. 16, no. 4) as a data compression method. The same transformation has been used by Ryabko and A.I. Pestunov (Probl. Inf. Transm., 2004, vol. 40, no. 1) to construct the similarly named statistical test. This test is designed for the verification of the null hypothesis that an available input i.i.d. sample corresponds to a discrete uniform distribution with a known support. They propose to verify this hypothesis for a new sample obtained via the Book Stack transformation instead of the input sample. This gives rise to the natural problem of comparing the results given by the same statistical test in the application to input and output samples. If the null hypothesis is true, these procedures prove to be equivalent; however, this is actually not the case anymore when there are some violations of this hypothesis. The results of comparing the criteria surely depend on the class of the alternatives considered. This paper deals with the natural alternative consisting of the fact that the initial replicated sample corresponds to a discrete, albeit, nonuniform, distribution with a fixed support. It has been demonstrated that some standard criteria for the verification of the null hypothesis prove to be more powerful for an input sample in comparison with a transformed sample. In particular, this takes place for the likelihood ratio criterion and (with some formal constraints) the χ²-criterion.     

Elasticity of the crystal lattices of novel polyimides and fragments of polyimide chains

Conclusions 1. The elasticity modulus of the crystal lattices along the c axis, the pliancy of the repeated links, and the force f needed for stretching a single chain in the lattice by 1% were determined from the displacement of meridional x-ray reflexes produced by loading of PMPF and PMB polyimide filaments.2. Thanks to the similarity and simplicity of the conformations and chains of the polymers examined in the crystal lattice, and also thanks to the similarity of their chemical structure, the pliancies and the forces f for the various fragments of the chains could be experimentally determined. The pliancies calculated for the repeated links and their fragments agree satisfactorily with the experimental data.3. Addition of phenylene groups to the dianhydride fragment should not lead to a noticeable change of the pliancy of the chain as a whole.Institute of High-Molecular-Weight Compounds, Academy of Sciences of the USSR, Leningrad. Translated from Mekhanika Polimerov, No. 5, pp. 771–776, September–October, 1976.     

Modelling and Reality

Some authors have expressed concern about the concept of optimisation and the emphasis which is placed in the O.R. literature on the mathematical aspects of models. Case studies are often described as though the mathematical solutions were the most important parts and seldom does the opportunity arise to expose the more behavioural issues of a problem.The reason for the concentration on mathematics may be the form of the classical model of the process of O.R. and the inherent expectation that a study should conform to it. An earlier paper by this author is recognised to have been written in the mode of the classical model and now the issues of a non-mathematical nature are brought to the fore. It is suggested that there is scope for improving the classical model, which could in turn allow the introduction of greater realism into the case studies which are reported.