Homogeneous immunoassays

Applied Biochemistry and Biotechnology -     

Colliding stacks: A large deviations analysis

We analyze the performance of a prototypical scheme for shared storage allocation: two initially empty stacks evolving in a contiguous block of memory of size m. We treat the case in which the stacks are more likely to shrink than grow, but with the probabilities of insertion and deletion allowed to depend arbitrarily on stack height as a fraction of m. New results are obtained on the m → ∞ asymptotics of the stack collision time, and of the final stack heights. The results of Wentzell and Freidlin on the large deviations of Markov chains are used, and the relation of their formalism to the Hamiltonian formulation of classical mechanics is emphasized. Certain results on higher-order asymptotics follow from WKB expansions.     

火工品可靠性试验数据的综合分析方法

升降法试验数据和固定刺激量下的成败型试验数据,是两种最常见的火工品可靠性试验数据．我们应用Markov链,研究了升降法试验数据下,感度分布参数的极大似然估计的特性．在此基础上,应用Bootstrap方法和Bayes方法,给出了综合分析两种试验数据的方法．最后,将该方法应用于520底火的可靠性鉴定,得出了有益的结论．     

Nonparametric Density Estimation in Hidden Markov Models

Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study the kernel estimate of the density of the observed variables { Y n }when a 'stable' status is reached.     

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

表面活性剂对均相沉淀法制备单晶Ce2O(CO3)2￠H2O微粉形貌及 形成机理的影响

在尿素及硝酸铈的混合溶液中分别加入表面活性剂CTAB、 PEG19000、OP-10,利用均相沉淀法合成了不同形貌的CeO2超细前驱体Ce2O(COa)2·H2O,采用X射线衍射及透射电子显微镜等测试手段,对产品的物相和形貌进行了表征．实验结果表明,所得产品均为斜方晶系的单晶Ce2O(CO3)2·H2O,且表面活性剂的加入使晶体的晶化程度明显提高;添加不同的表面活性剂得到不同形貌尺寸的产物: 阳离子型表面活性剂CTAB对Ce2O(CO3)2·H2O晶体的形貌影响不大,所得产物尺寸变小,且分散性得到一定的改善;非离子型表面活性剂对所得产物的形貌影响显著．加入PEG19000和OP-10分别得到了形状排列有序的、尺寸较均匀的、较规则无团聚的微米棒及具有紧密结合中心的发散状的花样微粒．不同形貌前驱体的形成与晶粒形成生长机理的改变有关．     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

Fluctuation Theory for a Three-Dimensional Model of Maxwellian Molecules

Under suitable assumptions, a functional central limit theorem is obtained for a three-dimensional model of Maxwellian molecules. This model is related to a nonlinear Boltzmann-type equation. It will be proved that the family of the distributions induced by fluctuation processes converges weakly.