Skew Models II

If g and G are the pdf and the cdf of a distribution symmetric around 0 then the pdf 2g(u)G(λ u) is said to define a skew distribution. In this paper, we provide a mathematical treatment of the skew distributions when g and G are taken to come from one of Pearson type II, Pearson type VII or the generalized t distribution.      

介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

某类线性系统的指数型二分性和概周期解及有界解的存在性

得到εdx/dt=A(t)x的扰动系统具有指数型二分性一个充分条件，作为应用得到其扰动系统概周期解及有界解的存在性，推广了[1,2,3]的结果。     

有Edgeworth展式的分布的随机加权逼近的重对数律

本文研究了未知分布的逼近问题，利用随机加权法，给出了有Edgeworth展式的一类（未知）分布的模拟分布，证明了在一定条件下，模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn），称之为随机加权逼近的重对数律。     

On bulk-service MAP/PH L,N /1/N G-Queues with repeated attempts

We consider a retrial queue with a finite buffer of size N, with arrivals of ordinary units and of negative units (which cancel one ordinary unit), both assumed to be Markovian arrival processes. The service requirements are of phase type. In addition, a PH^L,N bulk service discipline is assumed. This means that the units are served in groups of size at least L, where 1≤ L≤ N. If at the completion of a service fewer than L units are present at the buffer, the server switches off and waits until the buffer length reaches the threshold L. Then it switches on and initiates service for such a group of units. On the contrary, if at the completion of a service L or more units are present at the buffer, all units enter service as a group. Units arriving when the buffer is full are not lost, but they join a group of unsatisfied units called “orbit”. Our interest is in the continuous-time Markov chain describing the state of the queue at arbitrary times, which constitutes a level dependent quasi-birth-and-death process. We start by analyzing a simplified version of our queueing model, which is amenable to numerical calculation and is based on spatially homogeneous quasi-birth-and-death processes. This leads to modified matrix-geometric formulas that reveal the basic qualitative properties of our algorithmic approach for computing performance measures. AMS Subject Classification: Primary 60K25 Secondary 68M20 90B22.     

An expansion in the exponent for compound binomial approximations

The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 1, pp. 67–110, January–March, 2006.     

Discrete approximation of integral operators

A method to approximate the eigenvalues of linear operators depending on an unknown distribution is introduced and applied to weighted sums of squared normally distributed random variables. This area of application includes the approximation of the asymptotic null distribution of certain degenerated U- and V-statistics.

     

相型同步启动时间的M／M／c排队系统

本文研究带有同步启动时间的Ｍ／Ｍ／ｃ系统，其中启动时间是相型变量，给出了稳态和等待时间分布等结果。     

Effect of nonlinear wave-current interaction on flow fields and hydrodynamic forces

A fifth-order theory for solving the problem of interaction between Stokes waves and exponential profile currents is proposed. The calculated flow fields are compared with measurements. Then the errors caused by the linear superposition method and approximate theory are discussed. It is found that the total wavccurrent field consists of pure wave, pure current and interaction components. The shear current not only directly changes the flow field, but also indirectly does so by changing the wave parameters due to wave-current interaction. The present theory can predict the wave kinematics on shear currents satisfactorily. The linear superposition method may give rise to more than 40% loading error in extreme conditions. When the apparent wave period is used and the Wheeler stretching method is adopted to extrapolate the current, application of the approximate theory is the best. Project supported by the Chinese Academy of Sciences.     

天然树脂局部结构的径向分布函数研究

本工作用x射线衍射技术分析计算了二种天然树脂的局部结构参数,由测得的衍射强度数据求出了它们的结构因子I(r)和径向分布函数RDF(r),并由此得到了分子链内临近原子和次临近原子平均间距、配位数和短程有序畴。