AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex(LBk)<∞is proved.     

潜体在非均质流体中的平衡位置与平衡过程

以探空气球为例,讨论潜体在非均质流体中的平衡位置与平衡过程.     

Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks.     

氟氧化物陶瓷的多谱线上转换发光

以氧化硅、氟化铅为基质制备了Er3 :Yb3 共掺杂氟氧化物陶瓷 ,X 射线分析表明陶瓷中存在着 β PbF2 晶相 ,沉积在其中的稀土离子由于具有很低的无辐射跃迁几率而显示出良好的上转换性能。Er3 ,Yb3 离子之间存在的多种能量传递通道 ,导致稀土离子十分丰富的上转换谱线的出现。     

一维接触过程的光滑性与稳定性

本文证明了一维接触过程在适当的小扰动下，其极点平稳分布除在临界点λ＿ｃ处外总是光滑的．特别，一维接触过程本身的极点平稳分布关于其参数除在临界点处外总是光滑的．     

Preparation and characterization of mesoporous silica thin films from polyethoxysiloxanes

Tetraethoxysilane (TEOS) and polyethoxysiloxanes (PEOSs; prepared by the acid‐catalyzed hydrolytic polycondensation of TEOS) were subjected to the sol–gel process in the presence of cetyltrimethylammonium bromide (CTAB), respectively. The PEOSs with M_w 700–26,000, as prepared by sol–gel coating of TEOS and PEOS under various conditions, were used. Uniform and crack‐free thin films of thickness 276–613 nm were prepared by spin‐coating of a PEOS solution containing CTAB. When the coating films were sintered at 400 °C, the combustion of ethoxy groups and CTAB took place to provide porous silica thin films. The structure of the thin films was found to be dependent on the molecular weight of PEOS and the molar ratio of CTAB/Si: lamellar or hexagonal phase was observed for M_w less than 15,000 and for CTAB/Si molar ratios greater than 0.10. Honeycomb structures were observed for M_w less than 5000 and for CTAB/Si molar ratios of 0.15. The honeycomb structure was also observed by atomic force microscopy and transmission electron microscope. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 2542–2550, 2006     

广义风险过程中渐近方差的非参数估计

本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．     

Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming

In this paper, we first refine a recently proposed metaheuristic called “Marriage in Honey-Bees Optimization” (MBO) for solving combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value. We then adapt MBO into an algorithm called “Honey-Bees Policy Iteration” (HBPI) for solving infinite horizon-discounted cost stochastic dynamic programming problems and show that HBPI also converges to the optimal value.     

One-dimensional stochastic Burgers equation driven by Lévy processes

In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models.