离散记录时间的分布

使用组合数学与概率论的方法研究了离散和的纪录时间的分布,并得出两个纪录时间L(m)和L(m+1)的条件分布.     

记录值的联合分布

使用组合数学与概率论的方法研究了记录值示性符之和的分布,并得出第i个记录值X(i)的概率分布及记录值X(j)和X(i)的联合分布.     

k阶记录时间的联合分布

使用组合数学与概率论的方法研究了k阶记录时间示性符之和的分布,并得出两个不相邻的k阶记录时间L(n,k)和L(m,k)的联合分布.     

基于物联网的活动范围受限人员监管系统的研究

首先介绍了活动范围受限人员监管系统的需求和研究意义,之后给出了系统的总体架构.在此基础上,着重介绍了基于RSSI(Received Signal Strength Indication)的测距原理和高斯模型校验方法,以及利用陀螺仪传感器通过航位推测算法进行方位计算的思想与方法.系列测试和实验结果表明,采用的RSSI测距方法和航位推算方法设计的系统可以有效的应用于活动范围受限人员的监管.     

Asymptotic stability of nonlinear systems with unbounded delays

Some asymptotic stability criteria are derived for systems of nonlinear functional differential equations with unbounded delays. The criteria are described as matrix equations or matrix inequalities, which are computationally flexible and efficient. The theories are then applied to the stabilization of time-delay systems via standard feedback control (SFC) or time-delayed feedback control (DFC). Several examples are given to illustrate the results.     

On solutions of a neutral differential equation with deviating argument

We prove a theorem on the existence and asymptotic behaviour of solutions of a differential equation with a deviating argument of neutral type. The considered equation contains both delayed and advanced arguments. The method used in the proof of our main result depends on conjunction of the classical Schauder fixed point theorem with the technique of measures of noncompactness.     

基于免疫原理的蚁群系统及其应用

针对蚁群算法在寻优过程中容易出现停滞现象,同意在该算法中引入免疫机制,将待求解问题看成抗原,而问题的解看成抗体,通过基于浓度的选择机制和多样性保持策略来提高蚁群算法的全局搜索能力和避免停滞现象.对TSP问题的仿真实验结果表明,该算法极大地提高了搜索能力和避免了停滞现象.     

"兰氏"平方律作战毁伤过程兵力损耗率系数战例求解理论

如何求得著名的“兰氏”平方律战斗动力学方程中双方兵力损耗率系数，这是作战模拟应用研究领域中一个久攻未克的难题。本文提出了以作战结果来逆向研究作战过程中双方兵力损耗率系数的思想。阐述了对于不变的作战双方在相同（相近）的作战环境与作战条件下相继进行的作战序列里，双方各自的兵力损耗率系数不变（波动不大）的公理，论证了揭示作战序列内部规律的两条定理。据此，建立了兵力损耗率系数的战例求解理论与方法。运用这一理论与方法，据以往发生的作战过程其数值特征可以求得未来相似或相同作战过程中双方兵力损耗率系数的具体取值，首次解决了作战模拟研究领域中兵力损耗率系数的具体取值这一难题。     

n维复形上带有时间因素的规划问题

本文讨论了带时间系数的数学规划问题,用图论和拓扑学的方法获得了多目标规划问题的解.     

具有边梁加固的板弯曲问题的变分-差分方法研究

具有边梁加固的板的弯曲问题,其平衡方程模型为四阶椭圆型偏微分方程的边值问题,其中的自然边界条件涉及到了沿板边的切线和法线方向的高阶导数,对于非均匀、变厚度的板,该问题还具有"变系数"的特点.由问题的变分模型入手,应用变分-差分方法构造了该边值问题的一个差分格式.由于该方法能够结合平衡方程模型中的边界条件以消除沿板边的高阶导数项,因而,所得差分算子仅仅依赖于板面网格结点,并且保持了差分算子的对称、正定性质.同时,将已得算法在计算机上进行了数值模拟,并与现有文献进行了对比计算.结果显示本文所给出的算法具有较高的精确度,该算法将可用于定量地揭示板与边梁之间相互作用的规律,为工程设计提供参考依据.     

Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth

In this article, we establish the almost-sure central limit theorem (ASCLT) for a quasi-left continuous vector martingale with explosive and mixed (regular and explosive) growth. We also prove a quadratic extension and establish several new central limit theorems associated with the obtained ASCLT. Finally, we study the problem of parameter estimation in the particular case of multidimensional diffusion processes, which illustrates in a concrete manner the use of our results.     

Pattern Matching with Swaps

Let a text string T of n symbols and a pattern string P of m symbols from alphabet Σ be given. A swapped version T′ of T is a length n string derived from T by a series of local swaps (i.e., t′_ℓ ← t_ℓ + 1 and t′_ℓ + 1 ← t_ℓ), where each element can participate in no more than one swap. The pattern matching with swaps problem is that of finding all locations i for which there exists a swapped version T′ of T with an exact matching of P in location i of T′. It has been an open problem whether swapped matching can be done in less than O(nm) time. In this paper we show the first algorithm that solves the pattern matching with swaps problem in time o(nm). We present an algorithm whose time complexity is O(nm^1/3 log m log σ) for a general alphabet Σ, where σ = min(m,Σ).     

The non-Markovian approach to the valuation and hedging of European contingent claims on power with scaling spikes

We present and further develop a new approach to modeling power prices with spikes proposed earlier by the author. In contrast to other approaches, we model power prices with spikes as a non-Markovian stochastic process that allows for modeling spikes directly as self-reversing jumps. We show how this approach can be used to value European contingent claims on power with spikes as well as to value and dynamically hedge European contingent claims on forwards on power for power with spikes in a practically important special case of the scaling probability distribution for the magnitude of spikes.     

Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay

Abstract

In this paper, we consider the existence and stability problems associated with semilinear stochastic evolution equations with variable delay in infinite dimensions. To be precise, we first study an existence result and then the exponential stability of a mild solution as well as asymptotic stability in probability of its sample paths. Such results are established employing a comparison principle under less restrictive hypothesis than the Lipschitz condition on the nonlinear terms. An application is included to illustrate the theory.     

A conditional dichotomy theorem for stochastic processes with independent increments

Let X(t) and Y(t) be two stochastically continuous processes with independent increments over [0, T] and Lévy spectral measures M_t and N_t, respectively, and let the “time-jump” measures M and N be defined over [0, T] × $\text{R}$?{0} by M((t₁, t₂] × A) = M_t2(A) ? M_t1(A) and N((T₁, t₂] × A) = N_t2(A) ? N_t1(A). Under the assumption that M is equivalent to N, it is shown that the measures induced on function space by X(t) and Y(t) are either equivalent or orthogonal, and necessary and sufficient conditions for equivalence are given. As a corollary a complete characterization of the set of admissible translates of such processes is obtained: a function f is an admissible translate for X(t) if and only if it is an admissible translate for the Gaussian component of X(t). In particular, if X(t) has no Gaussian component, then every nontrivial translate of X(t) is orthogonal to it.     

Ergodicity of a polling network with an infinite number of stations

A Markov polling system with infinitely many stations is studied. The topic is the ergodicity of the infinite-dimensional process of queue lengths. For the infinite-dimensional process, the usual type of ergodicity cannot prevail in general and we introduce a modified concept of ergodicity, namely, weak ergodicity. It means the convergence of finite-dimensional distributions of the process. We give necessary and sufficient conditions for weak ergodicity. Also, the “usual” ergodicity of the system is studied, as well as convergence of functionals which are continuous in some norm. This revised version was published online in June 2006 with corrections to the Cover Date.     

一类多节对偶积分方程组正则化为超(强)奇异积分方程组求解法

基于Mellin变换法,首先方程组进行Mellin变换,然后,通过引入新的未知函数的Mellin变换代换原来未知函数的Mellin变换,使对偶积分方程组退耦正则化为超(强)奇异积分方程组．将未知函数分解并表示成未知函数和已知幂函数的乘积,幂指数(a_i,v_i)需使超(强)奇异积分方程组中的超(强)奇异积分,在端点(a_i,b_i)有界或可积奇异,求解超(强)奇异积分方程组可以使用有限部分积分式．将未知函数展成任意完备函数系(?)_n*(u)的级数,将超(强)奇异积分方程组,化成线性代数方程组,通过求解级数中的各项系数,由此给出对偶积分方程组的一般性解．并严格证明了对偶积分方程组和由它化成的超(强)奇异积分方程组的等价性,解的存在性和解的表示形式不唯一性．本文给出的理论解和解法,可供求解数学,物理,力学中的混合边值问题应用．     

Dealing with the multiplicity of solutions of the ℓ1 and ℓ∞ regression models

It is well known that the least absolute value (?_∞) and the least sum of absolute deviations (?₁) algorithms produce estimators that are not necessarily unique. In this paper it is shown how the set of all solutions of the ?₁ and ?_∞ regression problems for moderately large sample sizes can be obtained. In addition, if the multiplicity of solutions wants to be avoided, two new methods giving the same optimal ?₁ and ?_∞ values, but supplying unique solutions, are proposed. The idea consists of using two steps: in the first step the optimal values of the ?₁ and ?_∞ errors are calculated, and in the second step, in case of non-uniqueness of solutions, one of the multiple solutions is selected according to a different criterion. For the ?_∞ the procedure is used sequentially but removing, in each iteration, the data points with maximum absolute residual and adding the corresponding constraints for keeping these residuals, and this process is repeated until no change in the solution is obtained. In this way not only the maximum absolute residual values are minimized in the modified method, but also the maximum absolute residual values of the remaining points sequentially, until no further improvement is possible. In the ?₁ case a least squares criterion is used but restricted to the ?₁ residual condition. Thus, in the modified ?₁ method not only the ?₁ residual is minimized, but also the sum of squared residuals subject to the ?₁ residual. The methods are illustrated by their application to some well known examples and their performances are tested by some simulations, which show that the lack of uniqueness problem cannot be corrected for some experimental designs by increasing the sample size.