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.     

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。     

溶胶-凝胶VO2薄膜转换特性研究

利用溶胶凝胶法在SiO2Si衬底上沉积高取向的V2O5薄膜,在压强低于2Pa,温度高于400℃的条件下,对V2O5薄膜进行真空烘烤,获得了电阻率变化3个数量级以上、弛豫宽度为62℃的VO2多晶薄膜.以X射线衍射(XRD)、扫描电子显微镜(SEM)图和电阻率转换特性等实验结果为依据,详细分析了溶胶凝胶薄膜在真空烘烤时从V2O5向VO2的转化,它经历了从VnO2n+1(n=2,3,4,6)到VO2的过程.实验证明,根据选择合适的成膜热处理条件和真空烘烤条件是实现溶胶凝胶V2O5结构向VO2结构成功转换的关键 关键词： 溶胶-凝胶法 氧化钒薄膜 VO2膜转换特性     

Polarization inscription in ferroelectric (111) PZT and (100) SBT films

Ferroelectric thin films form an equilibrium domain structure compatible with their respective crystallographic symmetry. In tetragonal (111) PZT, 90° domains prevail; in (pseudo-tetragonal) (100) SBT both 90° and 180° domains are present. The size of 90° domains has been measured for e.g., PZT as slabs of 15 nm width. Domain size is a result of stress minimization in the film during the paraelectric (PE) → ferroelectric (FE) transition. A precise and regular domain pattern for (111) PZT and (100) SBT films has been investigated in detail by TMSFM. Single domains can be addressed mechanically with the tip of an AFM. Such single domain switching corresponds to a data storage density of 200 Gbit/inch². Applications of ferroelectric and high- paraelectric materials for e.g., non-volatile data storage replacing DRAM devices or as sensors in infrared cameras are increasingly becoming popular.     

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.     

ON OPTIMAL BACKWARD PERTURBATION ANALYSIS FOR THE LINEAR SYSTEM WITH BLOCK CYCLIC COEFFICIENT MATRIX

Based on the block style spectral decomposition, this paper deals with the optimal backward perturbation analysis for the linear system with block cyclic coefficient matrix.     

更新时间概率模型及其无偏估计定理的论证

本文提出应用小参数法 ,探讨 Markov链中相邻两次更新时刻内稀疏事件的概率估计问题 .建立了三种最重要的具有更新时间的概率模型 .通过小参数的引入和对概率式的幂展开 ,进而推证出幂渐近展开系数的模型估算法 .论证了无偏估计的重要定理 ,给出了概率估计式和无偏估计精度 .亦将许多算法扩展到Markov链的任意状态空间     

GI／G／1单重休假随机服务系统的马氏骨架方法

文献[1]引入一类具有广泛应用前景的随机过程-Markov骨架过程。借助Markov骨架过程的方法研究GI/G/1单重休假服务系统队长，及t时刻到达顾客等待时间的瞬时概率分布。     

关于DHMM转化为齐次马尔可夫链的一个定理及其证明

本给出一个将DHMM转化为齐次马尔可夫链的定理，该定理提供了利用在理论上比较完善的齐次马尔可夫链来研究DHMM的一个方法．     

Limit Regimes of Braking of Disc-Type Composite Flywheels Made by Filament Winding

A set of invariants describing the limit regimes of braking disk-type wound composite flywheels is suggested. The limit regime is determined by using a linear failure criterion. It is shown that, for generating short-time impulses of very high power, a set of small identical flywheels is more effective than one large flywheel with an equivalent mass. Particular examples illustrating the theory considered are discussed.