菲佐测风激光雷达及风速反演算法

 研制了基于菲佐干涉仪的测风激光雷达系统,并使用高斯拟合法和最大似然法反演风速,对两种风速反演方法进行了分析,结果表明：风速较小时,两种方法具有相似的风速反演精度,但高斯拟合法收敛快、受条纹信噪比影响较小;风速较大时,高斯拟合法会由于条纹移出而产生较大误差,而最大似然法在处理风速较大情况时具有优势。实际风速测量时,应根据风速估计值的大小,采用两种方法分别处理大风速和小风速时的情况。最后,使用研制的测风激光雷达系统和风速反演算法,得到了1.5 km以内的大气风速廓线。     

带息力更新风险模型的一个极值分布

本文讨论了带息力的更新风险模型,得到了破产前最大盈余分布的递推公式,且在此基础上还给出了它满足的积分方程.     

On almost sure max-limit theorems of complete and incomplete samples from stationary sequences

Let M _n denote the partial maximum of a strictly stationary sequence (X _n ). Suppose that some of the random variables of (X _n ) can be observed and let [(M)\tilde]_n\tilde M_n stand for the maximum of observed random variables from the set {X ₁, ..., X _n }. In this paper, the almost sure limit theorems related to random vector ([(M)\tilde]_n\tilde M_n , M _n ) are considered in terms of i.i.d. case. The related results are also extended to weakly dependent stationary Gaussian sequence as its covariance function satisfies some regular conditions.     

Large sample prediction intervals for future geometric mean a comparative study

This paper provides simulation comparisons among the performance of 11 possible prediction intervals for the geometric.mean of a Pareto distribution with parameters (αB, ). Six different procedures were used to obtain these intervals , namely; true inter -val , pivotal interval , maximum likelihood estimation interval, centrallimit teorem interval, variance stabilizing interval and a mixture of the above intervals . Some of these intervals are valid if the observed sample size m,are large , others are valid if both, n and the future sample size m, are large. Some of these intervals require a knowledge of α or B, while others do not. The simulation validation and efficiency study shows that intervals depending on the MLE's are the best. The second best intervalsare those obtained through pivotal methods or variance stabilization transformation. The third group of intervals is that which depends on the central limit theorem when λ is known. There are two intervals which proved to be unacceptable under any criterion.     

Nonlinear optical properties of stimulated Brillouin scattering process in submerged object detection

Nonlinear optical properties of stimulated Brillouin scattering(SBS)to signal detection in water are analyzed.With the threshold characteristics,SBS only occnrs when the high power laser is focused in the SBS cell.When there is an object present in front of the focus,it leads to lower incident intensity and then SBS does not occur.The backward SBS signal depends on the focusing location.The nonlinear optical properties of SBS process in the focusing regime axe analyzed theoretically.With the object coming near to the focusing center,the backward Stokes signal rises up from zero to a maximum,and then grows to saturation.The delay time of the echo signal to pump signal can give the object location.In experiment,the peak position of varying rate of energy can give object location.     

Gradient Maximum Principle for Minima

We state a maximum principle for the gradient of the minima of integral functionals

Relative Asymptotic Efficiency of the Maximum Pseudolikelihood Estimate for Gauss–Markov Random Fields

A general version of the maximum pseudolikelihood estimate of parameters within the class of Gauss–Markov random fields is stated in a rigorous way. Its asymptotic properties, namely the consistency, the asymptotic normality, and the relative asymptotic efficiency are studied. Explicit formulas for the asymptotic covariance matrix are given, and a decrease of efficiency is proved. A numerical example is added to show that the efficiency can be improved by enlarging the range of the conditional distribution used in the estimator. This revised version was published online in June 2006 with corrections to the Cover Date.     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

Criteria for Validity of the Maximum Norm Principle for Parabolic Systems

We consider systems of partial differential equations, which contain only second derivatives in the x variables and which are uniformly parabolic in the sense of Petrovskii. For such systems we obtain necessary and, separately, sufficient conditions for the maximum norm principle to hold in the layer Rn × ( 0,T ] and in the cylinder × ( 0,T], where is a bounded subdomain of Rn. In this paper the norm is understood in a generalized sense, i.e. as the Minkowski functional of a compact convex body in Rm containing the origin. The necessary and sufficient conditions coincide if the coefficients of the system do not depend on t. The criteria for validity of the maximum norm principle are formulated as a number of equivalent algebraic conditions describing the relation between the geometry of the unit sphere of the given norm and coefficients of the system under consideration. Simpler formulated criteria are given for certain classes of norms: for differentiable norms, p-norms ( 1 p ) in Rm, as well as for norms whose unit balls are m-pyramids, m-bipyramids, cylindrical bodies, m-parallelepipeds. The case m = 2 is studied separately.     

Maximum principle for control problems with uncertain horizon and variable discount rate

We consider an optimal control problem in which the time horizon is a random variable and the discount factor may depend on the past state and control values. This problem combines features of controlled piecewise deterministic processes and recursive utility maximization. Applying a simple transformation and a refined version of Halkin's proof of the maximum principle for optimal control problems on unbounded time intervals (Ref. 1), we obtain the maximum principle for the problem under consideration. Our assumptions are weaker than those of related results in the literature.This research was supported by a grant from the Austrian Science Foundation, Vienna, Austria.