Large deviations for martingales with some applications

Let(X _i ) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence

A central limit theorem for age- and density-dependent population processes

Consider a population consisting of one type of individual living in a fixed region with area A. In [8], we constructed a stochastic population model in which the death rate is affected by the age of the individual and the birth rate is affected by the population density P_A(t), i.e., the population size divided by the area A of the given region. In [8], we proposed a continuous deterministic model which in general is a nonlinear Volterra type integral equation and proved that under appropriate conditions the sequence P_A(t) would converge to the solution P(t) of our integral equation in the sense that

$\text{lim}\text{→∞}\text{P}\text{sup}\text{0?s?t}\text{|P}{}_{\mathrm{A}}\text{(s) ? P(s)|>ε}\text{=0}\text{for every}\text{ε > 0}$

.In this paper, we obtain a “central limit theorem” for the random element √A(P_A(t)?P(t)). We prove that under appropriate conditions √A(P_A(t)?P(t)) will converge to a Gaussian process. (See Theorem 3.4 for the explicit formula of this Gaussian process.)     

The asymptotic equivalence of Bayes and maximum likelihood estimation

Let (X, $\text{A}$) be a measurable space, Θ ? $\text{R}$ an open interval and P_Ω ∥ $\text{A}$, Ω ? Θ, a family of probability measures fulfilling certain regularity conditions. Let $\text{Ω}{}_{\mathrm{n}}$ be the maximum likelihood estimate for the sample size n. Let λ be a prior distribution on Θ and let $\text{R}{}_{\mathrm{<mtext>n,</mtext><mtext>x</mtext>}}$ be the posterior distribution for the sample size n given $\text{x}\text{? X}{}^{\mathrm{n}}$. $\text{L:}\text{Θ}\text{× Θ →}\text{R}$ denotes a loss function fulfilling certain regularity conditions and T_n denotes the Bayes estimate relative to λ and L for the sample size n. It is proved that for every compact K ? Θ there exists c_K ≥ 0 such that

This theorem improves results of Bickel and Yahav [3], and Ibragimov and Has'minskii [4], as far as the speed of convergence is concerned.     

Modified Wave Particle Duality and Black Hole Physics

de Broglie relation is revisited, in consideration of a generalization of canonical commuting relation. The possible effects on particle's localization and black hole physics are also discussed, in a heuristic manner.     

Oblique Perforation of Thick Metallic Plates by Rigid Projectiles

Oblique perforation of thick metallic plates by rigid projectiles with various nose shapes is studied in this paper. Two perforation mechanisms, i.e., the hole enlargement for a sharp projectile nose and the plugging formation for a blunt projectile nose, are considered in the proposed analytical model. It is shown that the perforation of a thick plate is dominated by several non-dimensional numbers, i.e., the impact function, the geometry function of projectile, the non-dimensional thickness of target and the impact obliquity. Explicit formulae are obtained to predict the ballistic limit, residual velocity and directional change for the oblique perforation of thick metallic plates. The proposed model is able to predict the critical condition for the occurrence of ricochet. The proposed model is validated by comparing the predictions with other existing models and independent experimental data.The English text was polished by Keren Wang     

Stationary states of crystal growth in three dimensions

A new Markov process describing crystal growth in three dimensions is introduced. States of the process are configurations of the crystal surface, which has a terrace-edge-kink structure. The states are continuous along edges but discrete across edges, in accordance with the very different rates for the two types of captures of particles. Stationary distributions, describing steady crystal growth, are found in general. To our knowledge, these are the first examples of stationary distributions for layered crystal growth in three dimensions. The steady growth rate and other quantities are obtained explicitly for two interacting edges. For many interacting edges, growth behavior is determined (a) in various asymptotic regimes including thermodynamic limits, (b) via simulations, and (c) using series (cluster) expansions in the slope of the surface, the first three coefficients being computed. The theoretical growth rates show a marked dependence on surface dimensions. This may contribute to the size dependence and dispersion in the observed growth rate of small crystals.     

厄尔尼诺和南方涛动海气耦合模型中参数估计的变分方法

提出一种基于变分原理估计厄尔尼诺和南方涛动海气耦合模型中未知参数的方法. 首先将所研究的非线性海气耦合动力方程引入到目标泛函中; 接着利用变分方法导出伴随方程和待辨识参数泛函梯度的公式; 然后设计了估计未知参数的算法.数值试验结果表明变分方法是一 种能有效估计海气耦合非线性系统未知参数的方法.     

Some peculiar boundary phenomena for extremes of rth nearest neighbor links

Let D_n,r denote the largest rth nearest neighbor link for n points drawn independently and uniformly from the unit d-cube C_d. We show that according as r < d or r>d, the limiting behavior of D_n,r, as n → ∞, is determined by the two-dimensional ‘faces’ respectively one-dimensional ‘edges’ of the boundary of C_d. If d = r, a ‘balance’ between faces and edges occurs. In case of a d-dimensional sphere (instead of a cube) the boundary dominates the asymptotic behavior of D_n,r if d 3 or if d = 2, r 3.     

A survey of retrial queues

We present a survey of the main results and methods of the theory of retrial queues, concentrating on Markovian single and multi-channel systems. For the single channel case we consider the main model as well as models with batch arrivals, multiclasses, customer impatience, double connection, control devices, two-way communication and buffer. The stochastic processes arising from these models are considered in the stationary as well as the nonstationary regime. For multi-channel queues we survey numerical investigations of stationary distributions, limit theorems for high and low retrial intensities and heavy and light traffic behaviour.