监测Lévy稳定过程均值变点的平均运行时间估计

平均运行长度(时间)(ARL)是判断一控制图监测变点效果好坏的一个重要工具.本文主要研究Lévy稳定过程的均值变点监测问题.我们给出了三个控制图,即EWMA,GEWMA和GLR的ARL估计,并通过数值模拟比较了4个控制图监测均值变点的效果和差异.     

Electrical properties of polypyrrole/p‐InP structure

The polypyrrole/p‐InP structure has been fabricated by the electrochemical polymerization of the organic polypyrrole onto the p‐InP substrate. The current–voltage (I–V), capacitance–voltage (C–V), and capacitance–frequency (C–f) characteristics of the PPy/p‐InP structure have been determined at room temperature. The structure showed nonideal I–V behavior with the ideality factor and the barrier height 1.48 and 0.69 eV respectively. C–f measurements of the structure have been carried out using the Schottky capacitance spectroscopy technique and it has been seen that there is a good agreement between the experimental and theoretical values. Also, it has been seen that capacitance almost show a plateau up to a certain value of frequency, after which, the capacitance decreases. The higher values of capacitance at low frequencies were attributed to the excess capacitance resulting from the interface states in equilibrium with the p‐InP that can follow the a.c. signal. The interface state density N_ss and relaxation time τ of the structure were determined from C–f characteristics. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1572–1579, 2006     

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

微通道板增益疲劳机理研究

微通道板的增益疲劳是微通道板的主要问题之一，本文分析了微通道板的表面结构模型，同通道板活性表面上碱金属的逸出和碳的增加是导致微通道板的增益疲劳的主要原因，另外，探讨碱金属逸出的机理和碳污染的来源，介绍延长微通道板工作寿命的有效方法。     

Boundary control of a hyperbolic system with time lags

This paper considers an optimal boundary control problem fora hyperbolic system in which constant time lags appear in thestate equation and in the boundary condition simultaneously.Making use of Lion's scheme, necessary and sufficient conditionsof optimality for the Neumann problem are derived.     

Markovian network processes: Congestion-dependent routing and processing

A Markovian network process describes the movement of discrete units among a set of nodes that process the units. There is considerable knowledge of such networks, often called queueing networks, in which the nodes operate independently and the routes of the units are independent. The focus of this study, in contrast, is on networks with dependent nodes and routings. Examples of dependencies are parallel processing across several nodes, blocking of transitions because of capacity constraints on nodes, alternate routing of units to avoid congestion, and accelerating or decelerating the processing rate at a node depending on downstream congestion. We introduce a general network process representing the numbers of units at the nodes and derive its equilibrium distribution. This distribution takes the form of a product of functions of vectors in which the arguments of the functions satisfy an interchangeability property. This new type of distribution may apply to other multi-variate processes as well. A basic idea in our approach is a linking of certain micro-level balance properties of the network routing to the processing rates at the nodes. The link is via routing-balance partitions of nodes that are inherent in any network. A byproduct of this approach is a general characterization of blocking of transitions without the restriction that the process is reversible, which had been a standard assumption. We also give necessary and sufficient conditions under which a unit moving in the network sees a time average for the unmoved units (called the MUSTA property). Finally, we discuss when certain flows between nodes in an open network are Poisson processes.This research was sponsored in part by Air Force Office of Scientific Research contract 84-0367.     

对NO生理作用的新认识及其电化学实时检测

本文综述了近年来学术界对ＮＯ生理作用的新认识，并介绍了现场实时检测生物活体中释放的ＮＯ浓度的电化学方法．     

数均聚合度计算的教学方法

总结毛者提出的线型缩聚中当量系数的新定义及引入缩聚体系单体平均官能度的新方法，本文总结出了一套讲授数均聚合度计算问题的简单方法。     

Dielectric relaxation studies of 1-hexanol and 1,2-hexanediol in heptane

Solutions of 1-hexanol and 1,2-hexanediol in heptane have been investigated tigated by means of dielectric time domain spectroscopy (TDS). The permittivity spectrum of 1-hexanol in heptane is characterized by a model function containing a sum of three elementary Debye dispersions, while 1,2-hexanediol in heptane is best described by a Cole-Davidson model function. It is shown that dilute solutions of 1-hexanol in heptane have a completely different behavior to that of 1,2-hexanediol. For the diol, the relaxation time levels off at a high value indicating an existence of higher hydrogen bonded complexes. It is possible to quantify the relative amount of monomeric 1-alcohol molecules from the dielectric spectrum. The monomerization rate for 1-hexanol upon dilution with heptane is initially low, but increases rapidly for mole fractions of heptane exceeding 0.4.     

冷态德士古气化炉流场与停留时间分布的研究

测定了德士古气化炉的冷态速度分布和停留时间分布。结果表明：德士古气化炉内在轴向２．５～３．０倍直径范围内存在回流，最大回流量为射流量的３．５倍左右；在平均停留时间之前，已有５０％左右的物料逸出炉外。本文指出，德士古气化炉中存在的问题，如结渣、耐火砖寿命短、有效气体成分偏低均与炉内流场有关。