无穷方差厚尾过程变点的小波估计

研究随机设计下噪声为厚尾随机变量时非参数函数中的变点估计问题.首先,通过设计变换将随机设计转化为等间距固定设计,进而利用小波方法估计变换后的变点的位置,再利用逆设计变换求得随机设计下变点位置的估计,并给出估计的收敛速度.模拟研究结果说明对于无穷方差厚尾过程中的变点估计问题小波方法是有效的.     

Some properties of invariant polynomials with matrix arguments and their applications in econometrics

Summary Further properties are derived for a class of invariant polynomials with several matrix arguments which extend the zonal polynomials. Generalized Laguerre polynomials are defined, and used to obtain expansions of the sum of independent noncentral Wishart matrices and an associated generalized regression coefficient matrix. The latter includes thek-class estimator in econometrics.     

Embedding with a Lipschitz function

We investigate a new notion of embedding of subsets of {?1,1}ⁿ in a given normed space, in a way which preserves the structure of the given set as a class of functions on {1, …, n}. This notion is an extension of the margin parameter often used in Nonparametric Statistics. Our main result is that even when considering “small” subsets of {?1, 1}ⁿ, the vast majority of such sets do not embed in a better way than the entire cube in any normed space that satisfies a minor structural assumption. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2005     

Inference on superimposed subcritical Galton-Watson processes with immigration

Summary In this paper we consider the superimposed processZ generated by two independent subcritical Galton-Watson processesX ₁ andX ₂, with immigration, by the relationZ=X ₁ +X ₂. The seemingly second order autoregressive relation, that is identified inZ, is exploted towards proposing CAN estimators for the parameters ofZ,X ₁ andX ₂, based on only a partial realisation ofZ, using time series techniques. The results of this paper are motivated by a time series approach for studying specific branching processes due to Venkataraman (1982,Adv. Appl. Prob.,14, 1–20).     

Optimal sequencing in the presence of setup times for tow/barge traffic through a river lock

Queues of tow/barges form when a river lock is rendered inoperable due to lock malfunction, a tow/barge accident or adverse lock operating conditions. In this paper, we develop model formulations that allow the queue to be cleared using a number of differing objectives. Of particular interest is the presence of different setup times between successive passages of tow/barges through the lock. Dependent on the objective chosen, we are able to show that certain ordering protocols may be used to markedly reduce the sequencing search space for N tow/barges from the order of N! to 2^N. We present accompanying linear and nonlinear integer programming formulations and carry out computational experiments on a representative set of problems.     

On the scarcity of contravariant left adjunctions

It is shown that any pair of contravariant mutually left adjoint functors between varieties of algebrasC andD factors through the retractions of these categories onto the complete lattices of epimorphs of their respective initial objects, and is thus fairly degenerate. However, some interesting contravariant left adjoint functors do exist between categories of finitely generated (or otherwise restricted) algebras.This work was done while the author was partly supported by NSF contract DMS 85-02330.Presented by F. E. J. Linton.     

Minimizing the cycle time of multiple-product processing networks with a fixed operation sequence,setups, and time-window constraints

We solve a special case of the single-robot cyclic scheduling problem with a fixed robot operation sequence and time window constraints on processing times. It generalizes the known single-part fixed-sequence problems into the one to cover a processing network with multiple part types and setup time requirements between the processing steps for different parts at the shared stations. The objective is to minimize the cycle time. We prove that this problem is equivalent to the parametric critical path problem, and propose a strongly polynomial time solution algorithm which uses a new labeling procedure to identify all feasible parameter values. The proposed algorithm is based on an extension to the known Bellman–Ford algorithm.     

Transparent conductive films based on polymer composites containing the mixed‐valence tetrathiafulvalene nanofibers

We report the facile preparation of the conductive polymer composites containing the mixed‐valence tetrathiafulvalene (TTF) nanofibers and their applications as all‐organic transparent conductive materials. TTF can be used as a nanofiller for transforming conventional polymers to conductive materials. Self‐assemble nanofibers of the neutral and radical cation of TTF can be formed in the polymer solutions during the film deposition, and the resulting composite films with several micron thickness can serve as the conductive material with high transparency. Several kinds of conventional polymers, such as polystyrene, poly(methyl methacrylate) (PMMA), and poly(vinylpyrrolidone), can be used as a polymer matrix of the composites. The conductivities of the PMMA film containing 35 mol % of the mixed‐valence TTF and the PEDOT–PSS film showed similar values (2.8 × 10^–2 and 5.4 × 10^–1 S/cm, respectively). In contrast, the normalized transmittance of the PMMA film by 1‐μm thickness greatly increased (96%/μm) when compared with that of the PEDOT–PSS film (10%/μm). In addition, the degradation of the conductivity of the nanofibers by heating and aging was effectively suppressed in the composite samples. © 2009 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 47: 6441–6450, 2009     

Stability of localized operators

Let ?p, 1?p?∞, be the space of all p-summable sequences and Ca be the convolution operator associated with a summable sequence a. It is known that the ?p-stability of the convolution operator Ca for different 1?p?∞ are equivalent to each other, i.e., if Ca has ?p-stability for some 1?p?∞ then Ca has ?q-stability for all 1?q?∞. In the study of spline approximation, wavelet analysis, time-frequency analysis, and sampling, there are many localized operators of non-convolution type whose stability is one of the basic assumptions. In this paper, we consider the stability of those localized operators including infinite matrices in the Sjöstrand class, synthesis operators with generating functions enveloped by shifts of a function in the Wiener amalgam space, and integral operators with kernels having certain regularity and decay at infinity. We show that the ?p-stability (or Lp-stability) of those three classes of localized operators are equivalent to each other, and we also prove that the left inverse of those localized operators are well localized.     

ARC INTERFACE CRACK IN A THREEPHASE PIEZOELECTRIC COMPOSITE CONSTITUTIVE MODEL

An in-depth investigation is made on the problem of an arc-shaped interface insulating crack in a three-phase concentric circular cylindrical piezoelectric composite constitutive model. An exact solution in series form is derived by employing the complex variable method. In addition, the distribution of physical quantities such as stresses, strains, electric displacements and electric fields in the whole field and along the interface is also presented. Explicit expressions for crack opening displacement, jump in electric potential on the crack surface and the electro-elastic field intensity factors at the crack tips are obtained. Specific calculations demonstrate that the convergence of the series form solution is satisfactory and that the outer phase (composite phase) will exert a significant effect on the electro-mechanical coupling response of the composite system. Owing to the fact that stresses and electric displacements still possess conventional inverse square root singularities, the oscillating singularities near the crack tip under plane strain conditions will be absent and, as a result, no unphysical interpenetration phenomenon of the two crack surfaces will occur. In conclusion, the elastic solution obtained is also based on a solid physical foundation. Project supported by the National Natural Science Foundation of China (No.59635140), and the Doctorate Foundation of Xi'an Jiaotong University.