广义风险过程中渐近方差的非参数估计

本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．     

Effects of microstructure on the temperature dependence of relative initial permeability of NiCuZn ferrites

In the present work, ferrites with compositions of (Ni_0.27Zn_0.64Cu_x)Fe_1.98O₄ (x=0.1, 0.2) were prepared by conventional ceramic methods. The relationship between the microstructure and the temperature dependence of relative initial permeability was investigated. It was found that intergranular pores in the ferrites generate large demagnetizing fields, reducing the temperature dependence of the effective anisotropy field H_eff, and decreasing the temperature dependence of the relative initial permeability accordingly. However, intragranular pores pin the movement of domain walls. Compared with the permeability induced by domain wall motion, the permeability that resulted from the spin rotation is more sensitive to temperature. As a result, the relative initial permeability of ferrites becomes more sensitive to temperature with increasing micropores within grains.     

AN IMPROVED SEARCH-EXTENTION METHOD FOR SOLVING SEMILINEAR PDES

This article will combine the finite element method, the interpolated coefftcient finite element method, the eigenfunction expansion method, and the search-extension method to obtain the multiple solutions for semilinear elliptic equations. This strategy not only grently reduces the expensive computation, but also is successfully implemented to obtain multiple solutions for a class of semilinear elliptic boundary value problems with non-odd nonlinearity on some convex or nonconvex domains. Numerical solutions illustrated by their graphics for visualization will show the efficiency of the approach.     

A class of Nevanlinna functions related to singular Sturm-Liouville problems

The class of Nevanlinna functions consists of functions which are holomorphic off the real axis, which are symmetric with respect to the real axis, and whose imaginary part is nonnegative in the upper halfplane. The Kac subclass of Nevanlinna functions is defined by an integrability condition on the imaginary part. In this note a further subclass of these Kac functions is introduced. It involves an integrability condition on the modulus of the Nevanlinna functions (instead of the imaginary part). The characteristic properties of this class are investigated. The definition of the new class is motivated by the fact that the Titchmarsh-Weyl coefficients of various classes of Sturm-Liouville problems (under mild conditions on the coefficients) actually belong to this class.

     

电阻温度系数的微机测定系统

本文介绍一种电阻温度系数微机测定实验的系统。     

频率受随机过程调制的体系中的光谱扩散

通过在Bloch方程中增加描述对频率微扰的随机过程项{ω(t)},我们讨论了系统在窄谱带的光激发后的光谱扩散。特别是以下两种情况:1)如果ω以相同的概率变化为系综中的任一ω’,光谱是一个指数式衰减的定域峰和指数式增长的动态非均匀背底的叠加。2)如果ω'到ω的概率仅与|ω’-ω|有关,非定域峰随时间变宽。作为一个例子,我们讨论了频率受多个独立随机电报过程调制的系统中的光谱扩散。     

分布耦合系数对线性啁啾光栅色散的影响

本文从光栅反向耦合波方程出发,经相位共轭变换用Runge-Kuta-Gil方法对其数值求解。针对线性啁啾光栅耦合系数变化服从不同的分布,分析了各种分布对光栅反射谱特性和色散特性的影响。     

Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions

Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes.     

High-precision Monte Carlo test of the conformai-invariance predictions for two-dimensional mutually avoiding walks

Let _l be the critical exponent associated with the probability thatl independentN-step ordinary random walks, starting at nearby points, are mutually avoiding. Using Monte Carlo methods combined with a maximum-likelihood data analysis, we find that in two dimensions ₂=0.6240±0.0005±0.0011 and ₃=1.4575±0.0030±0.0052, where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second error bar represents statistical error (classical 95% confidence limits). These results are in good agreement with the conformal-invariance predictions ₂=5/8 and ₃=35/24.     

Random tunneling by means of acceptance-rejection sampling for global optimization

Any global minimization algorithm is made by several local searches performed sequentially. In the classical multistart algorithm, the starting point for each new local search is selected at random uniformly in the region of interest. In the tunneling algorithm, such a starting point is required to have the same function value obtained by the last local minimization. We introduce the class of acceptance-rejection based algorithms in order to investigate intermediate procedures. A particular instance is to choose at random the new point approximately according to a Boltzmann distribution, whose temperatureT is updated during the algorithm. AsT 0, such distribution peaks around the global minima of the cost function, producing a kind of random tunneling effect. The motivation for such an approach comes from recent works on the simulated annealing approach in global optimization. The resulting algorithm has been tested on several examples proposed in the literature.