关于多指标变量大数律尾概率级数的完全收敛性

本文对ｉｄ多指标随机变量序列｛Ｘｋ;ｋ∈Ｎｄ｝（ｄ≥２）的部分和Ｓｎ＝∑ｋ≤ｎＸｋ及Ｈ（ｔ）↑＋∞,（ｔ→＋∞）,提出并讨论了Порохоров的３个问题（ｄ≥２）,并讨论了多指标随机变量和的完全收敛性．     

On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

Moderate Deviations and Large Deviations for Kernel Density Estimators

Let f _n be the non-parametric kernel density estimator based on a kernel function K and a sequence of independent and identically distributed random variables taking values in ^d . It is proved that if the kernel function is an integrable function with bounded variation, and the common density function f of the random variables is continuous and f(x) 0 as |x| , then the moderate deviation principle and large deviation principle for hold.     

Large Deviations of U-Statistics. I

We develop large-deviation results with explicit order terms and Cramér's series for nondegenerate U-statistics of degree m under Cramér-type conditions on the kernel. The method of the proof is based on the contraction technique of Keener, Robinson, and Weber [15], which is a natural generalization of the classical method of Cramér [10]. Other techniques used in the proofs include truncation, decoupling inequalities, Borell's inequality for Rademacher chaos, and a partitioning method to bound the degenerate remainder term.     

Models of a structural phase transition with general anharmonicity and disorder

It is shown how the self-consistent phonon Ansatz leads to a new class of exactly soluble models of a structural phase transition. Both nonpolynomial anharmonicity and disorder are analyzed in detail. In the classical limit, the thermodynamics is obtained and sufficient conditions on the anharmonicity are given to ensure a soft-mode phase transition. Diagonal disorder has been studied numerically. It is found that in three dimensions a pronounced mobility edge, separating localized and delocalized phonon states, may exist.     

Multiple phase transitions in the generalized Curie-Weiss model

The generalized Curie-Weiss model is an extension of the classical Curie-Weiss model in which the quadratic interaction function of the mean spin value is replaced by a more general interaction function. It is shown that the generalized Curie-Weiss model can have a sequence of phase transitions at different critical temperatures. Both first-order and second-order phase transitions can occur, and explicit criteria for the two types are given. Three examples of generalized Curie-Weiss models are worked out in detail, including one example with infinitely many phase transitions. A number of results are derived using large-deviation techniques.     

High Sensitivity Ring Resonator Gyroscopes

Abstract

A recent study discussing different ring-resonator- and fiber-based gyroscopes concluded that the performance of a single-loop resonant fiber-optical gyro exceeds that of more complex ring-resonator-based gyros. It is demonstrated here that this conclusion applies as well to a gyro that consists of a closed loop of coupled-ring resonators with internal feedback. While this device is more sensitive to rotation than other gyro structures with the same footprint and losses, a simpler alternative consisting of a resonant single ring with an area equal to complex gyro structures still displays a higher degree of sensitivity.     

Exponential decay of connectivities in the two-dimensional ising model

We prove some results concerning the decay of connectivities in the low-temperature phase of the two-dimensional Ising model. These provide the bounds necessary to establish, nonperturbatively, large-deviation properties for block magnetizations in these systems. We also obtain estimates on the rate at which the finite-volume, plus-boundary-condition expectation of the spin at the origin converges to the spontaneous magnetization.On leave from São Paulo University, Brazil.     

Tripartite entanglement of atoms trapped in coupled cavities via quantum Zeno dynamics

A scheme is proposed for the generation of a W state for three atoms trapped in spatially separated cavities connected by optical fibers via quantum Zeno dynamics. Our scheme is based on the resulting effective dynamics induced by continuous coupling between the atoms and cavities. The effects of decoherence such as atomic spontaneous emission and the fiber and cavity losses are considered. Numerical results show that the scheme is very robust against the cavity decay due to a tiny excitation probability of the cavity fields during the operation.     

Integration of large chemical kinetic mechanisms via exponential methods with Krylov approximations to Jacobian matrix functions

Recent trends in hydrocarbon fuel research indicate that the number of species and reactions in chemical kinetic mechanisms is rapidly increasing in an effort to provide predictive capabilities for fuels of practical interest. In order to cope with the computational cost associated with the time integration of stiff, large chemical systems, a novel approach is proposed. The approach combines an exponential integrator and Krylov subspace approximations to the exponential function of the Jacobian matrix. The components of the approach are described in detail and applied to the ignition of stoichiometric methane–air and iso-octane–air mixtures, here described by two widely adopted chemical kinetic mechanisms. The approach is found to be robust even at relatively large time steps and the global error displays a nominal third-order convergence. The performance of the approach is improved by utilising an adaptive algorithm for the selection of the Krylov subspace size, which guarantees an approximation to the matrix exponential within user-defined error tolerance. The Krylov projection of the Jacobian matrix onto a low-dimensional space is interpreted as a local model reduction with a well-defined error control strategy. Finally, the performance of the approach is discussed with regard to the optimal selection of the parameters governing the accuracy of its individual components.