关于任意随机变量序列泛函的强极限定理

本文在k是固定的正整数，{fn}是R^k 1上的Borel可测函数列时，得到了任意随机变量序列{Xrn≥0}的泛函{fn(Xn-k,…,Xn)}的强极限定理，它是Chung的关于独立随机变量序列的强大数律的推广，作为推论，得到了k重非齐次马尔科夫链的一类强极限定理．     

分布式配送系统在运输时间均匀分布条件下的性能分析

本文在运输时间不确定的前提下，对分布式配送系统在两个部件和最终产品早到无限制的情形下建立了随机优化模型。我们在极小化库存费用的同时以满足定时送货要求为目标，讨论了如何确定运输提前期，并给出了敏感性分析结果。     

不允许卖空证券组合选择的有效子集

证券组合选择的有效子集是指它可取代原有的基本证券集来生成Markowits有效组合前沿.本文给出一个证券集的子集在不允许卖空的条件下是全集的有效子集的充要条件。     

A queueing system with linear repeated attempts,bernoulli schedule and feedback

We analyse a single-server retrial queueing system with infinite buffer, Poisson arrivals, general distribution of service time and linear retrial policy. If an arriving customer finds the server occupied, he joins with probabilityp a retrial group (called orbit) and with complementary probabilityq a priority queue in order to be served. After the customer is served completely, he will decide either to return to the priority queue for another service with probability ϑ or to leave the system forever with probability =1−ϑ, where 0≤ϑ<1. We study the ergodicity of the embedded Markov chain, its stationary distribution function and the joint generating function of the number of customers in both groups in the steady-state regime. Moreover, we obtain the generating function of system size distribution, which generalizes the well-knownPollaczek-Khinchin formula. Also we obtain a stochastic decomposition law for our queueing system and as an application we study the asymptotic behaviour under high rate of retrials. The results agree with known special cases. Finally, we give numerical examples to illustrate the effect of the parameters on several performance characteristics.     

Generalized binomial and negative binomial distributions of order<Emphasis Type="Italic">k</Emphasis> by the<Emphasis Type="Italic">l</Emphasis>-overlapping enumeration scheme

In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number of trials and derive the probability generating functions. The present work extends several properties of distributions of orderk and leads us a new type of geneses of the discrete distributions.     

Permanence for non-autonomous food chain systems with delay

In this paper we first establish a new general criterion for the permanence of Kolmogorov-type systems of nonautonomous functional differential equations. Then, as applications of this criterion we study the permanence of a class of n-species general nonautonomous food chain systems with delay and new sufficient condition are established.     

利用CARS方法研究超短脉冲激光的脉冲宽度

在理论上提出了利用两光束CARS/CSRS方法测量超短脉冲激光的三阶相关函数。实验上在几种样品中测量了CARS/CSRS的时间特性,得到了泵浦光脉冲,SCDL输出光脉冲以及受激喇曼散射光脉冲的宽度。     

超短脉冲激光微束对细胞作用的研究

本文详细地介绍了我们自己设计和安装的一个Nd:YAG超短脉冲激光微束系统,该系统分成二个部分:激光源和显微镜。由电光调Q非稳腔Nd:YAG激光倍频后得到355nm紫外光进入显微镜并由物镜聚焦。同时,这超短脉冲激光微束照射在细胞上并且在细胞上产生一个可以自恢复的小孔。在文中我们还讨论了超短脉冲激光微束与细胞之间作用效应及机理。     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

One-dimensional Ising chain with competing interactions: Exact results and connection with other statistical models

We study the ground state properties of a one-dimensional Ising chain with a nearest-neighbor ferromagnetic interactionJ ₁, and akth neighboranti-ferromagnetic interactionJ _k . WhenJ _k/J₁=–1/k, there exists a highly degenerate ground state with a residual entropy per spin. For the finite chain with free boundary conditions, we calculate the degeneracy of this state exactly, and find that it is proportional to the (N+k–1)th term in a generalized Fibonacci sequence defined by,F _N ^(k) =F _N–1 ^(k) +F _N–k ^(k) . In addition, we show that this one-dimensional model is closely related to the following problems: (a) a fully frustrated two-dimensional Ising system with a periodic arrangement of nearest-neighbor ferro- and antiferromagnetic bonds, (b) close-packing of dimers on a ladder, a 2× strip of the square lattice, and (c) directed self-avoiding walks on finite lattice strips.Work partially supported by grants from AFOSR and ARO.