The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

利用驻波实验研究混沌现象

利用驻波实验演示了混沌现象,并对其进行了理论分析和计算机仿真研究.仿真结果与实验结果都表明:当连接点接近驻波波节处时,振动系统处于混沌运动状态;而当连接点接近驻波波腹处时,系统处于稳定驻波运动状态.     

INERTIAL MANIFOLDS FOR NONAUTONOMOUS SEMILINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS WITH TIME DELAYS

The present paper deals with the long-time behavior of a class of nonautonomous retarded semilinear parabolic differential equations. When the time delays are small enough and the spectral gap conditions hold, the inertial manifolds of the nonautonomous retard parabolic equations are constructed by using the Lyapunov-Perron method.     

Time Asymptotic Behaviour for a One-Velocity Transport Operator with Maxwell Boundary Condition

This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in L ₁-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C ₀-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will be estimated for smooth initial data is given.     

On the Spectral Radius of Trees with the Given Diameter d

Let T denote a tree with the diameter d(d≥2) and order n. Let P^*d,r,n-d-1denote the tree obtained by identifying the rth vertex of path Pd l and the center of starKl,K1,n-d-1, where r = r(d) is the integer part about d 2/2. Then p(T)≤ p(P^*d,r,n-d-1), andequality holds if and only if T≌P^*d,r,n-d-1     

Dispersion Characteristics of Waveguide Arrays in Optical Spectrum Analyzers

Formulas for calculating the spectral characteristics of waveguide arrays, which are incorporated into waveguide spectrum analyzers based on planar waveguides, channel waveguides, and fiber optical waveguides, are derived taking into account the contribution of both the waveguide dispersion and the material dispersion to the dispersion factor. These formulas are used to study the dependence of the dispersion factor on the waveguide-system parameters for specific models of waveguide arrays. It is shown that consideration of contributions of the waveguide dispersion and material dispersion can affect profoundly the spectral characteristics of waveguide arrays.     

Gradient‐enhanced one‐dimensional pulse schemes for quaternary and methylene carbon detection

Gradient‐enhanced pulse schemes are presented for the detection of quaternary and methylene carbons. The new pulse schemes permit the detection of quaternary and methylene (—CH₂) carbons or CH₂ carbons alone from a single experiment. Efficient suppression of CH and CH₃ carbons in all the pulse schemes is achieved by creating their antiphase magnetization and then dephasing using gradients. In the pulse schemes for detection of only CH₂ carbons, the quaternary carbons are also suppressed either by dephasing using gradients or by rendering them unobservable by retaining in longitudinal order. The experimental results of the gradient pulse schemes are demonstrated on cholesteryl acetate and cyclosporin A. These one‐dimensional techniques, because of their simplicity and the ease of performing the experiments, can be important for routine chemical applications. Copyright © 2003 John Wiley & Sons, Ltd.