Pushing the envelope of the test functions in the Szegö and Avram–Parter theorems

The Szegö and Avram–Parter theorems give the limit of the arithmetic mean of the values of certain test functions at the eigenvalues of Hermitian Toeplitz matrices and the singular values of arbitrary Toeplitz matrices, respectively, as the matrix dimension goes to infinity. The question on whether these theorems are true whenever they make sense is essentially the question on whether they are valid for all continuous, nonnegative, and monotonously increasing test functions. We show that, surprisingly, the answer to this question is negative. On the other hand, we prove the two theorems in a general form which includes all versions known so far.     

A Pareto model for classical systems

A new Pareto distribution is introduced for pooling knowledge about classical systems. It takes the form of the product of two Pareto probability density functions (pdfs). Various structural properties of this distribution are derived, including its cumulative distribution function (cdf), moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Copyright © 2007 John Wiley & Sons, Ltd.     

Sonochemical immobilization of silver nanoparticles on porous polypropylene

Silver nanoparticles were immobilized on the surface of polypropylene (PP) porous beads by an ultrasound‐assisted reduction method. The structure and properties of the silver–PP composite were characterized with XRD, TEM, HRSEM, EDX, XPS, and Raman spectroscopy. Water‐soluble polymers such as PEG, PVA, and PVP were used as stabilizing agents for preventing the agglomeration of the silver nanoparticles. With PVP, a homogeneous distribution of silver nanocrystals, 50 nm in size, on the PP surface was achieved. The mechanism proposed for the silver anchoring to the inert polymer accounts for a localized melting of the PP. The beads of the silver PP composite demonstrated good stability and high antibacterial activity. © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 1719–1729, 2008     

Extending a class of continuous estimation of distribution algorithms to dynamic problems

In this paper, a class of continuous Estimation of Distribution Algorithms (EDAs) based on Gaussian models is analyzed to investigate their potential for solving dynamic optimization problems where the global optima may change dramatically during time. Experimental results on a number of dynamic problems show that the proposed strategy for dynamic optimization can significantly improve the performance of the original EDAs and the optimal solutions can be consistently located.     

N-策略单重休假M/G/1排队系统的队长分布

本文考虑N-策略单重休假M/G/1排队系统,通过引进"服务员忙期"和使用全概率分解技术,从任意初始状态出发,研究了队长的瞬态分布和稳态分布,首次导出了在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式,以及平稳队长的随机分解.特别地,通过本文可直接获得一些特殊排队系统相应的结果.     

Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims

Suppose that, over a fixed time interval of interest, an insurance portfolio generates a random number of independent and identically distributed claims. Under the LCR treaty the reinsurance covers the first l largest claims, while under the ECOMOR treaty it covers the first l−1 largest claims in excess of the lth largest one. Assuming that the claim sizes follow an exponential distribution or a distribution with a convolution-equivalent tail, we derive some precise asymptotic estimates for the tail probabilities of the reinsured amounts under both treaties.     

A dynamical (time-harmonic) axisymmetric stress field in a finitely prestretched multilayered slab on a rigid foundation

Within the framework of a piecewise homogeneous body model, with the use of the three-dimensional linearized theory of elastic waves in initially stressed bodies, the dynamical (time-harmonic) axisymmetric stress field in a finitely prestretched multilayered slab resting on a rigid foundation is studied. It is assumed that the slab consists of two-layer packets. The elasticity of layer materials is described by the Treloar potential. It is assumed that the material of the lower layer in the packets is more rigid than that of the upper one. Numerical results are presented for the cases where the number of layers (packets) in the slab is 2 (1), 4 (2), or 6 (3). These results concern the normal stresses acting on the interface between the layers of the first, upper packet and on the interface between the first and second packets. The influence of the number, prestretch level, and thickness of the layers on relation ships between the stresses and the frequency of the external force is analyzed. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 5, pp. 667–680, September–October, 2006.     

Estimating the covariance matrix and the generalized variance under a symmetric loss

For estimating the power of a generalized variance under a multivariate normal distribution with unknown means, the inadmissibility of the best affine equivariant estimator relative to the symmetric loss is shown, and a class of improved estimators is given. The problem of estimating the covariance matrix is also discussed.     

非自持和非麦氏分布情况下托卡马克堆芯等离子体功率平衡

本文给出一组托卡马克堆芯等离子体功率平衡方程,它描述了在非自持和非麦氏分布情况下等离子体功率平衡的问题,计算结果表明。在现实可行的聚变堆工程和相应的等离子体参数情况下,堆芯中每秒可产生聚变中子PN大于10~19。     

On differential stability in stochastic programming

In this paper optimal solutions of a stochastic programming problem are considered as functions of the underlying probability distribution. Their directional derivatives, in the sense of Gâteaux, are calculated by applying some recent results from the sensitivity analysis of nonlinear programs. These derivatives are employed as a heuristic device in order to derive the asymptotic distribution of statistical estimators of the optimal solutions.