Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

Novel optical film sensor design based on p-polarized reflectance

A new scheme of optical film sensor is presented. The sensor is based on p-polarized reflectance, consisting of a sensing coated substrate, is easily optimized for maximum sensitivity in different applications. The resolutions of refractive index n_f, extinction coefficient k_f and thickness h_f of the sensitive films are predicted to be 10⁻⁷, 10⁻⁵ and 10⁻³ nm, respectively. Experimentally, we selected the sol–gel derived SnO₂ films as gas-sensitive films and conducted preliminary gas-sensing test. The results indicate that novel optical film sensor scheme has higher sensitivity, and the detection sensitivity is available to 10⁻¹ ppm on the condition of optimum optical parameters and incident angle.     

理想流体一维绝热稳定流动能量方程推导

对理想流体一维绝热稳定流动作了讨论．对一般理想流体(可压缩或不可压缩)，用两种方法推出了能量方程．在此基础上，讨论了流动可逆性及不同流体性质对流动参数的影响．     

Robust H∞ control for linear Markovian jump systems with unknown nonlinearities

This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H_∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique.     

Nonparametric estimation of distributions with categorical and continuous data

In this paper we consider the problem of estimating an unknown joint distribution which is defined over mixed discrete and continuous variables. A nonparametric kernel approach is proposed with smoothing parameters obtained from the cross-validated minimization of the estimator's integrated squared error. We derive the rate of convergence of the cross-validated smoothing parameters to their ‘benchmark’ optimal values, and we also establish the asymptotic normality of the resulting nonparametric kernel density estimator. Monte Carlo simulations illustrate that the proposed estimator performs substantially better than the conventional nonparametric frequency estimator in a range of settings. The simulations also demonstrate that the proposed approach does not suffer from known limitations of the likelihood cross-validation method which breaks down with commonly used kernels when the continuous variables are drawn from fat-tailed distributions. An empirical application demonstrates that the proposed method can yield superior predictions relative to commonly used parametric models.     

关于三维Minkowski空间中直线汇的一些注记

本文研究了三维Minkowski空间中直线汇的一些性质,特别是关于类时线汇的性质．讨论了线汇基本元素的存在性,并证明了关于三维Minkowski空间中类时线汇的配分参数的一个结果,推广了苏步青1927年的—个成果．     

Collective bounce-off phenomenon in139La+Ag(Br) reaction at 1.1 A GeV energy

Out of a total statistics of 896¹³⁹La+Ag(Br) interactions, 128 interactions having multiplicity of target fragments (Z⩾1)⩾8 and projectile fragments (Z⩾2)⩾4 have been selected. They correspond to quasi-peripheral interactions. Azimuthal angle correlation between sources of target fragments (TFs) and projectile fragments (PFs) shows the existence of bounce-off effect. Using data of La+Ag(Br) and⁸⁴Kr+Ag(Br) reactions it is shown that individual helium [Z=2, PFs] and heavier fragment [Z⩾3, PFs] show different emission characteristics. Further, a two prong correlation functionT(Φ _ij ) plotted for heavier fragments and helium fragments separately, indicates the possibility of existence of different physical conditions. This observation is supported by the different momentum widths of helium fragments and heavier fragments. From the momentum width data of Kr+Ag(Br) reactions normalized density comes out to be ≈4.7. Using quasi-elastic kinematics for the bounce-off nuclei, the excitation energy has been computed from the experimental data of flow angles. The strength of bounce-off seems to decrease with the increase of excitation energy or temperature.     

高阶非线性波动方程的有限差分方法

本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式，用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。     

无失效数据的Bayes和多层Bayes分析

本文推广了文献[6]的结果，对指数分布无失效数据的失效率，给出了Bayes估计、Bayes置信上限以及多层Bayes估计，从而可以得到无失效数据可靠度的估计，最后，结合实际问题进行了计算。     

灰色模型的最优化及其参数的直接求法

基于灰色模型的内涵表达式和白化方程响应式均为等比级数的观点,提出了一种不用求ago值、均值,不涉及灰色微分方程,白化微分方程概念,直接求灰色模型参数a,c的方法,通过此方法建立的新模型不仅从理论上可保证是在满足给定评价标准为模拟绝对误差平方和最小(或模拟相对误差平方和最小)、给定精度条件下的最优化模型,从而结束了灰色模型只有更优,没有最优的历史.并从理论上证明了新模型具有白化指数律重合性、白化系数律重合性,伸缩变换一致性.最后通过实例编程验证该方法具有可操作性,且预测精度高,效果好.