熵损失函数下两参数指数威布尔分布尺度参数的Bayes估计

本文给定一截尾样本，在熵损失函数下，研究了两参数指数威布尔分布尺度参数在先验伽玛分布下的Bayes估计，并给出了该参数的Bayes区间估计。     

A combinatorial approach to jumping particles: The parallel TASEP

In this article, we continue the combinatorial study of models of particles jumping on a row of cells which we initiated with the standard totally asymmetric simple exclusion process or TASEP (Duchi and Schaeffer, Journal of Combinatorial Theory, Series A, 110(2005), 1–29). We consider here the parallel TASEP, in which particles can jump simultaneously. On the one hand, the interest in this process comes from highway traffic modeling: it is the only solvable special case of the Nagel‐Schreckenberg automaton, the most popular model in that context. On the other hand, the parallel TASEP is of some theoretical interest because the derivation of its stationary distribution, as appearing in the physics literature, is harder than that of the standard TASEP. We offer here an elementary derivation that extends the combinatorial approach we developed for the standard TASEP. In particular, we show that this stationary distribution can be expressed in terms of refinements of Catalan numbers. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2008     

A maintenance model with failures and inspection following Markovian arrival processes and two repair modes

We consider a deteriorating system submitted to external and internal failures, whose deterioration level is known by means of inspections. There are two types of repairs: minimal and perfect, depending on the deterioration level, each one following a different phase-type distribution. The failures and the inspections follow different Markovian arrival processes (MAP). Under these assumptions, the system is governed by a generalized Markov process, whose state space and generator are constructed. This general model includes the phase-type renewal process as a special case. The distribution of the number of minimal and perfect repairs between two inspections are determined. A numerical application optimizing costs is performed, and different particular cases of the model are compared.     

Reliability tests for Weibull distribution with variational shape parameter based on sudden death lifetime data

In the traditional design of reliability tests for assuring the mean time to failure (MTTF) in Weibull distribution with shape and scale parameters, it has been assumed that the shape parameter in the acceptable and rejectable populations is the same fixed number. For the purpose of expanding applicability of the reliability testing, Hisada and Arizono have developed a reliability sampling scheme for assuring MTTF in the Weibull distribution under the conditions that shape parameters in the both populations do not necessarily coincide, and are specified as interval values, respectively. Then, their reliability test is designed using the complete lifetime data. In general, the reliability testing based on the complete lifetime data requires the long testing time. As a consequence, the testing cost becomes sometimes expensive. In this paper, for the purpose of an economical plan of the reliability test, we consider the sudden death procedure for assuring MTTF in Weibull distribution with variational shape parameter.     

一阶时超微分方程解的零点分布

利用一类新的迫近数列,讨论了一阶时超微分方程解的零点分布.     

遥感技术在孝丰-三门湾活动断裂调查中的应用——以杭州地区为例

遥感技术可以在宏观上对活动断裂及其构造特征进行全面的解译和识别．在区域遥感影像图制作和地质解译的基础上，采用增强和融合等图像处理方法，提高了遥感影像清晰度和解译精度，同时结合野外调查、测量以及断裂活动年代样品的采集和测定，对孝丰-三门湾断裂进行了详细的研究，查明了它的空间展布，并鉴定了活动时代和运动性质．研究结果表明，孝丰-三门湾断裂在杭州地区以挤压逆冲运动为主，兼有左旋走滑运动，并在各个地段和各个时期表现形式截然不同，影响了杭州南部地区地层沉积和构造演化．该断裂对杭州地区历史地震和现代地震具备一定的控制作用，可能在晚更新世以来有过活动．     

Conditional VaR estimation using Pearson’s type IV distribution

This paper presents a new value at risk (VaR) estimation model for equity returns time series and tests it extensively on Stock Indices of 14 countries. Two most important stylized facts of such series are volatility clustering, and non-normality as a result of fat tails of the return distribution. While volatility clustering has been extensively studied using the GARCH model and its various extensions, the phenomenon of non-normality has not been comprehensively explored, at least in the context of VaR estimation. A combination of extreme value theory (EVT) and GARCH has been explored to analyze financial data showing non-normal behavior. This paper proposes a combination of the Pearson’s Type IV distribution and the GARCH (1, 1) approach to furnish a new method with superior predictive abilities. The approach is back tested for the entire sample as well as for a holdout sample using rolling windows.     

Facile preparation of monodisperse hollow cross‐linked chitosan microspheres

We have successfully prepared biocompatible and biodegradable hollow microspheres using carboxyl‐functionalized polystyrene particles as core template and the chitosan cross‐linked with glutaraldehyde as the shell. The monodisperse carboxyl‐functionalized polystyrene particles were made by emulsifier‐free emulsion polymerization. The structure, morphology, and constitution of the carboxyl‐functionalized polystyrene particles were characterized by FTIR, scanning electron microscopy (SEM), transmission electron microscopy (TEM), and X‐ray photoelectron spectroscopy (XPS). The structure, morphology, and formation process of the hollow cross‐linked chitosan microspheres were characterized by FTIR, SEM, and TEM. The results revealed that the latex particles were removed by exposed to solvent and the microspheres exhibited the hollow structure. This work confirmed that the hollow microspheres were accomplished by fabricating on the basis of chemical cross‐linking on the surface of the carboxyl‐functionalized polystyrene particles and then removing off the cores of particles. Moreover, with the increase of carboxyl‐functionalization degree at the surface of latexes and the increase of cross‐linking period, the thicker and firmer monodisperse hollow microspheres were obtained. In addition, a water‐soluble drug, salicylic acid, encapsulated in the microcapsules slowly released at pH 1.2. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 228–237, 2008     

Synthesis of self‐healing supramolecular rubbers from fatty acid derivatives,diethylene triamine,and urea

We describe the synthesis of supramolecular self‐healing elastomers from vegetable oil fatty acid derivatives, diethylene triamine, and urea. Our strategy to obtain materials that are self‐healing but do not flow relies on the use of a wide molecular distribution of randomly branched oligomers equipped with self‐complementary and complementary hydrogen bonding groups. We prepared such oligomers with a two steps procedure. In the first step, diethylene triamine was condensed with dimer acids. In the second step, the oligomers obtained were allowed to react with urea. The molecules were characterized by NMR and IR spectroscopies and Monte‐Carlo simulations were used to analyze the molecular size distribution. The sensitivity to small variations of the experimental conditions has been examined and the robustness of the synthetic procedure optimized. © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 7925–7936, 2008     

Control of flow rate in supercritical fluid chromatography

Summary Supercritical Fluid Chromatograph was constructed using two pumps and two restrictors. With this system in conjunction with the fused silica column packed with relatively large particles (40 μm), the flow rate was controlled both for isobaric and pressure programmed operations. Application of this system to the determination of molecular weight distribution of polystyrene oligomers was presented.