核光滑分位估计量的极限定理（英）

Weak convergence and strong consistency of the remainder term in the Bahadur representation of the sample p-quantile are established. From the results we obtain asymptotic normality and the laws of iterated logarithm for smooth quantile estimator.     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions

Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes.     

WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS

Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献   

球面介质作用下的测度值分枝过程

我们考虑空间上一粒子系统，当其受到分布于求面上的介质作进行粒子分枝和衍生，产生新了体，而新粒子仍按原粒子的运动规则继续空间运动。通过合理的假设和极限过程，粒子在空间的散布一测度值分枝过程来刻划。     

膛口流场动力学过程数值研究

采用基于ALE方法的动网格及嵌入网格技术,运用有限体积方法,结合二阶精度Roe格式,对弹丸由高压气体驱动从静止状态加速至超音速,射出膛口到完全飞离初始流场的整个过程进行了数值模拟．根据数值结果,详细讨论了初始流场、火药燃气流场的形成与发展以及与弹丸的耦合和相互作用过程,揭示了在这一变化过程中激波与激波、激波与漩涡、激波与弹丸等的相互作用以及激波衍射、聚焦等对弹丸加速的影响．     

Ito 过程在免费邮箱硬盘容量动态分配模型中的应用

分析了目前电子邮箱市场的情况,运用微分方程建立了邮箱用户增长模型,预测某邮箱未来几年内的用户数量及企业需要提供的硬盘容量。从减少成本的角度分析,运用Ito随机过程,对风险进行评估,建立硬盘容量动态分配模型,指导企业如何安排合适的硬盘容量,既能满足市场需要,又达到规避风险和降低成本的目的,提高市场竞争力。     

一类特殊的两性G -W分支过程及其谱半径

谱半径是不可约马尔可夫链的一个很重要的特征数字.本文主要介绍了两性G-W分支过程,并计算了一类特殊配对函数L(x,y)=x的两性G-W分支过程的谱半径.     

Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a Lévy-driven spatio-temporal Ornstein–Uhlenbeck process by randomly varying its rate parameter to model both short-range and long-range dependence. This particular set-up allows for non-separable spatio-temporal correlations which are desirable for real applications, as well as flexible spatial covariances which arise from the shapes of influence regions. Theoretical properties such as spatio-temporal stationarity and second-order moments are established. An isotropic g-class is also used to illustrate how the memory of the process is related to the probability distribution of the rate parameter. We develop a simulation algorithm for the compound Poisson case which can be used to approximate other Lévy bases. The generalized method of moments is used for inference and simulation experiments are conducted with a view towards asymptotic properties.     

Occupation times for the finite buffer fluid queue with phase-type ON-times

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed target level. Using an alternating renewal sequence, we determine the double transform of the occupation time; the occupation time for the finite buffer M/G/1 queue with phase-type jumps follows as a limiting case.