介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

柱形分布的电荷产生的电势

将无限长线电荷看成二维平面上的一个“源”,利用电势叠加原理计算了无限长柱形均匀分布的电荷产生的电势.这些柱体的截面电荷分布包括可解析表示和不可求解表示两种,后者可以通过数值计算给出结果.因此这种方法实际上可以计算任意截面柱形电荷分布的电势.通过计算,展示了各种电荷分布所产生电场的特性和共同特征.     

有Edgeworth展式的分布的随机加权逼近的重对数律

本文研究了未知分布的逼近问题，利用随机加权法，给出了有Edgeworth展式的一类（未知）分布的模拟分布，证明了在一定条件下，模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn），称之为随机加权逼近的重对数律。     

二维光子晶体中极化原子自发辐射的开关效应

利用二维光子晶体的各向异性，结合原子的偶极辐射能量分布特点，提出通过改变原子的极化方向，可以使其自发辐射寿命显著地缩短或者延长，实现开关控制．发现在某些空间位置上，极化原子寿命的改变可高达33倍．     

On bulk-service MAP/PH L,N /1/N G-Queues with repeated attempts

We consider a retrial queue with a finite buffer of size N, with arrivals of ordinary units and of negative units (which cancel one ordinary unit), both assumed to be Markovian arrival processes. The service requirements are of phase type. In addition, a PH^L,N bulk service discipline is assumed. This means that the units are served in groups of size at least L, where 1≤ L≤ N. If at the completion of a service fewer than L units are present at the buffer, the server switches off and waits until the buffer length reaches the threshold L. Then it switches on and initiates service for such a group of units. On the contrary, if at the completion of a service L or more units are present at the buffer, all units enter service as a group. Units arriving when the buffer is full are not lost, but they join a group of unsatisfied units called “orbit”. Our interest is in the continuous-time Markov chain describing the state of the queue at arbitrary times, which constitutes a level dependent quasi-birth-and-death process. We start by analyzing a simplified version of our queueing model, which is amenable to numerical calculation and is based on spatially homogeneous quasi-birth-and-death processes. This leads to modified matrix-geometric formulas that reveal the basic qualitative properties of our algorithmic approach for computing performance measures. AMS Subject Classification: Primary 60K25 Secondary 68M20 90B22.     

6σ管理中需要澄清的几个问题

6σ管理作为组织实施连续质量改进的一种经营策略,已引起企业界和学术界的极大兴趣,并在一些企业中得到很好应用。正确实施6σ,需要对其基本概念、假设条件、相关约束等有一个较为全面的了解和认识。本文探讨了6σ文献和应用过程中需要关注的几个问题,其中包括6σ的基本概念和特点;分布假设;过程均值1.5σ漂移的可行性;过程能力指数;短期波动和长期波动;6σ改进和6σ设计等。     

An expansion in the exponent for compound binomial approximations

The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 1, pp. 67–110, January–March, 2006.     

Discrete approximation of integral operators

A method to approximate the eigenvalues of linear operators depending on an unknown distribution is introduced and applied to weighted sums of squared normally distributed random variables. This area of application includes the approximation of the asymptotic null distribution of certain degenerated U- and V-statistics.

     

n维广义函数的集值导数

本文将文献［9］中给出的一维广义函数的集值导数的某些结果，推广到n维情形，并给出一些与优化有关的其他结果．     

Nonlinear stability of incoherence and collective synchronization in a population of coupled oscillators

A mean-field model of nonlinearly coupled oscillators with randomly distributed frequencies and subject to independent external white noises is analyzed in the thermodynamic limit. When the frequency distribution isbimodal, new results include subcritical spontaneous stationary synchronization of the oscillators, supercritical time-periodic synchronization, bistability, and hysteretic phenomena. Bifurcating synchronized states are asymptotically constructed near bifurcation values of the coupling strength, and theirnonlinear stability properties ascertained.