Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function

The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics, June 28–30, 1990, pp. 63–78) has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen et al. (J. Multivariate Anal. 57 (1996) 191) and Bai and Huang (Sankhya: Indian J. Statist. Ser. A. 61 (Pt. 2) (1999) 208–217). In this article, we further study the properties of the BRPA estimator and give its convergence rate under some quite general conditions. Simulation results are presented for the illustration of the convergence rate. Some comparisons with existing estimators such as the Müller estimator are provided.     

Software Cold Test Simulation of Coupled Cavity Slow-Wave Structure in Millimeter Wave TWT

In this paper, the software cold-test simulation method to obtain RF dispersion, interaction impedance by MAFIA software is discussed considering effect of the conducting barrel in the millimeter-wave TWT. The dispersion simulation result is obtained more consistent with experiment data than the method that ignoring effect of the conducting barrel. By changing the structure parameter, high frequency characteristic will be affected. The change relationship of high frequency characteristic with structure parameter is obtained. The different calculation methods of the interaction impedance are discussed. These results are received and are consistent with experiment data.     

更新时间概率模型及其无偏估计定理的论证

本文提出应用小参数法 ,探讨 Markov链中相邻两次更新时刻内稀疏事件的概率估计问题 .建立了三种最重要的具有更新时间的概率模型 .通过小参数的引入和对概率式的幂展开 ,进而推证出幂渐近展开系数的模型估算法 .论证了无偏估计的重要定理 ,给出了概率估计式和无偏估计精度 .亦将许多算法扩展到Markov链的任意状态空间     

Propagator matrices as matrices of power''s series. II. It''s relationship with HF''s stability problem and alternative solutions

Some non-singlet quasi-instabilities (QIs) cases that arise in the calculation of NMR-J parameters are analyzed within response theory. The relationship between ‘very close to zero’ eigenvalues of the principal propagator and the rate of convergency for specific coupling pathways is shown by a power series implemented to calculate the principal propagator matrix. A natural criterion for the analysis of the stability problem emerges from that series. This is more general and accurate compared with previous proposals. Its relationship with π-type molecular orbitals is given. We present an alternative scheme to minimize the effects of non-singlet QIs in such a way that the NMR-J parameters become close to the best theoretical calculations for H₂CX (X=CH₂, NH and O).     

会聚厄米-双曲余弦高斯光束的光强分布和焦移

 基于厄米-双曲余弦高斯光束通过无光阑限制薄透镜聚焦的解析传输公式，研究了厄米-双曲余弦高斯光束聚焦区域的光强分布，并对光束的焦移进行了分析，讨论了偏心参数对光强主极大位置的影响。结果表明：TEM₁₁模厄米-双曲余弦高斯光束的相对焦移（绝对值）随偏心参数和菲涅尔数的减小而增大，菲涅尔数较大时相对焦移趋于零。TEM₂₂模光束在偏心参数小于0.54时，轴外与轴上光强极大值的比值大于1，此时光强主极大在轴外，偏心参数大于0.54时则相反；在偏心参数等于0.54时比值为1，此时光束有两个主极大，偏心参数愈大光强愈集中于轴上。使用LW法和GH法得到的TEM₂₂模光束的相对焦移（绝对值）随偏心参数和菲涅尔数的变化规律与TEM₁₁模光束一致，但相同参数下使用这两种方法得出的具体结果不同。     

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.     

Crossover Critical Behavior in the Three-Dimensional Ising Model

The character of critical behavior in physical systems depends on the range of interactions. In the limit of infinite range of the interactions, systems will exhibit mean-field critical behavior, i.e., critical behavior not affected by fluctuations of the order parameter. If the interaction range is finite, the critical behavior asymptotically close to the critical point is determined by fluctuations and the actual critical behavior depends on the particular universality class. A variety of systems, including fluids and anisotropic ferromagnets, belongs to the three-dimensional Ising universality class. Recent numerical studies of Ising models with different interaction ranges have revealed a spectacular crossover between the asymptotic fluctuation-induced critical behavior and mean-field-type critical behavior. In this work, we compare these numerical results with a crossover Landau model based on renormalization-group matching. For this purpose we consider an application of the crossover Landau model to the three-dimensional Ising model without fitting to any adjustable parameters. The crossover behavior of the critical susceptibility and of the order parameter is analyzed over a broad range (ten orders) of the scaled distance to the critical temperature. The dependence of the coupling constant on the interaction range, governing the crossover critical behavior, is discussed.     

Computation of the eigenvalues of Sturm-Liouville problems with parameter dependent boundary conditions using the regularized sampling method

The purpose in this paper is to compute the eigenvalues of Sturm-Liouville problems with quite general separated boundary conditions nonlinear in the eigenvalue parameter using the regularized sampling method, an improvement on the method based on Shannon sampling theory, which does not involve any multiple integration and provides higher order estimates of the eigenvalues at a very low cost. A few examples shall be presented to illustrate the power of the method and a comparison made with the the exact eigenvalues obtained as squares of the zeros of the exact characteristic functions.

     

Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise

This paper considers the estimation problem for a trigonometric regression model with the noise specified by the Ornstein–Uhlenbeck process with unknown parameter. We propose a sequential procedure which ensures a prescribed mean square precision uniformly in the nuisance parameter. The asymptotic behaviour of the procedure duration mean has been studied. This revised version was published online in August 2006 with corrections to the Cover Date.