Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors

Let p, q be arbitrary parameter sets, and let $\text{H}$ be a Hilbert space. We say that x = (xⁱ)_i?q, xⁱ ? $\text{H}$, is a bounded operator-forming vector (?$\text{H}$_F^q) if the Gram matrix 〈x, x〉 = [(xⁱ, x^j)]_i?q,j?q is the matrix of a bounded (necessarily ≥ 0) operator on $\text{l}{}_{\mathrm{q}}{}^2$, the Hilbert space of square-summable complex-valued functions on q. Let A be p × q, i.e., let A be a linear operator from $\text{l}{}_{\mathrm{q}}{}^2$ to $\text{l}{}_{\mathrm{p}}{}^2$. Then exists a linear operator ǎ from (the Banach space) $\text{H}$_F^q to $\text{H}$_F^p on $\text{D}$(A) = {x:x ? $\text{H}$_F^q, $\text{A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$ is p × q bounded on $\text{l}{}_{\mathrm{q}}{}^2$} such that y = ǎx satisfies y^j?σ(x) = {space spanned by the xⁱ}, 〈y, x〉 = A〈x, x〉 and $\text{〈y, y〉 = A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{(A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{)}{}^1$. This is a generalization of our earlier [J. Multivariate Anal.4 (1974), 166–209; 6 (1976), 538–571] results for the case of a spectral measure concentrated on one point. We apply these tools to investigate q-variate wide-sense Markov processes.     

Conditions for the convergence in distribution of maxima of stationary normal processes

The asymptotic distribution of the maximum M_n=max_1?t?nξ_t in a stationary normal sequence ξ₁,ξ,… depends on the correlation r_t between ξ₀ and ξ_t. It is well known that if r_t log t → 0 as t → ∞ or if Σr²_t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time.     

The Spearman footrule and a Markov chain property

An equivalent representation of the Spearman footrule is considered and a characterization in terms of a Markov chain is established. A martingale approach is thereby incorporated in the study of the asymptotic normality of the statistics.     

Peripheral and ADI hopscotch methods for two dimensional parabolic and elliptic equations with a mixed term

The peripheral and ADI hopscotch methods are extended to solve problems in two space dimensions with a mixed derivative term. The method is compared numerically with existing hopscotch methods.     

0.35μm激光与金靶耦合发射X光能谱分析

 利用改进后的More模型计算Au等离子体各电离度离子的Einstein系数和线发射强度。在0.35μm激光与金平面靶耦合产生晕区等离子体条件下,求解离子模型定态速率方程组得到离子布居概率,从而求出X光线发射能谱。将此能谱与JB19程序计算得到的出系统外边界光子能谱进行了比较。     

Sample path Large Deviations and optimal importance sampling for stochastic volatility models

Sample path Large Deviation Principles (LDP) of the Freidlin–Wentzell type are derived for a class of diffusions, which govern the price dynamics in common stochastic volatility models from Mathematical Finance. LDP are obtained by relaxing the non-degeneracy requirement on the diffusion matrix in the standard theory of Freidlin and Wentzell. As an application, a sample path LDP is proved for the price process in the Heston stochastic volatility model.     

Structure, spin reorientation and M?ssbauer effect studies of Tb0.3Dy0.7(Fe1?xAlx)1.95 alloys

The effect of Al substitution for Fe on crystal structure, magnetostriction and spontaneous magnetostriction, anisotropy and spin reorientation of a series of polycrystalline Tb_0.3Dy_0.7(Fe_1−x Al_x)_1.95 alloys (x = 0, 0.05, 0.1, 0.15, 0.20, 0.25, 0.30, 0.35) at room temperature and 77 K was investigated systematically. It was found that the primary phase of Tb_0.3Dy_0.7(Fe_1−x Al_x)_1.95 is the MgCu₂-type cubic Laves phase structure when x < 0.4 and the lattice constant a of Tb_0.3Dy_0.7(Fe_1−x Al_x)_1.95 increases approximately and monotonically with the increase of x. The substitution of Al leads to the fact that the magnetostriction λ inceases slightly in a low magnetic field (H ⩽ 40 kA/m), but decreases sharply and is easily close to saturation in a high applied field as x increases, showing that a small amount of Al substitution is beneficial to a decrease in the magnetocrystalline anisotropy. It was also found that the spontaneous magnetostriction λ ₁₁₁ decreases greatly with x increasing. The analysis of the M?ssbauer spectra indicated that the easy magnetization direction in the {110} plane deviates slightly from the main axis of symmetry with the changes of composition and temperature, namely spin reorientation. A small amount of non-magnetic phase exists for x = 0.15 in Tb_0.3Dy_0.7(Fe_1−x Al_x)_1.95 alloys and the alloys become paramagnetic for x > 0.15 at room temperature, but at 77 K the alloys still remain magnetic phase even for x = 0.2. At room temperature and 77 K, the hyperfine field decreases and the isomer shifts increase with Al concentration increasing.     

Loop group decompositions in almost split real forms and applications to soliton theory and geometry

We prove a global Birkhoff decomposition for almost split real forms of loop groups, when an underlying finite dimensional Lie group is compact. Among applications, this shows that the dressing action–by the whole subgroup of loops which extend holomorphically to the exterior disc–on the U$U$-hierarchy of the ZS-AKNS systems, on curved flats and on various other integrable systems, is global for compact cases. It also implies a global infinite dimensional Weierstrass-type representation for Lorentzian harmonic maps (1+1$1+1$ wave maps) from surfaces into compact symmetric spaces. An “Iwasawa-type” decomposition of the same type of real form, with respect to a fixed point subgroup of an involution of the second kind, is also proved, and an application given.     

Angle-resolved photoemission spectroscopy of band tails and anomalous kinetics of underdoped cuprates

The electron-phonon interaction in cuprates with c-axis polarised optical phonons, which is roughly one order of magnitude stronger than superexchange, bounds holes into mobile bipolarons. Bipolarons pin the chemical potential within the charge-transfer gap of doped Mott insulators, accounting for unusual kinetics and thermodynamics of doped cuprates such as the Nernst and giant proximity effects, pseudo-gaps, and normal-state diamagnetism. We propose that “quasi-particle” peaks, “Fermi-arcs”, and high-energy “waterfalls” in the photoemission spectra of cuprates originate from the photo-ionization matrix elements of disorder-localised band-tails in the charge-transfer gap.