Skew Models II

If g and G are the pdf and the cdf of a distribution symmetric around 0 then the pdf 2g(u)G(λ u) is said to define a skew distribution. In this paper, we provide a mathematical treatment of the skew distributions when g and G are taken to come from one of Pearson type II, Pearson type VII or the generalized t distribution.      

Covariant Newtonian and relativistic dynamics of (magneto)-elastic solid model for neutron star crust

This work develops the dynamics of a perfectly elastic solid model for application to the outer crust of a magnetised neutron star. Particular attention is given to the Noether identities responsible for energy-momentum conservation, using a formulation that is fully covariant, not only (as is usual) in a fully relativistic treatment but also (sacrificing accuracy and elegance for economy of degrees of gravitational freedom) in the technically more complicated case of the Newtonian limit. The results are used to obtain explicit (relativistic and Newtonian) formulae for the propagation speeds of generalised (Alfven type) magneto-elastic perturbation modes.     

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。     

随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

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．     

The Chemical Potential

The definition of the fundamental quantity, the chemical potential, is badly confused in the literature: there are at least three distinct definitions in various books and papers. While they all give the same result in the thermodynamic limit, major differences between them can occur for finite systems, in anomalous cases even for finite systems as large as a cm³. We resolve the situation by arguing that the chemical potential defined as the symbol μ conventionally appearing in the grand canonical density operator is the uniquely correct definition valid for all finite systems, the grand canonical ensemble being the only one of the various ensembles usually discussed (microcanonical, canonical, Gibbs, grand canonical) that is appropriate for statistical thermodynamics, whenever the chemical potential is physically relevant. The zero–temperature limit of this μ was derived by Perdew et al. for finite systems involving electrons, generally allowing for electron–electron interactions; we extend this derivation and, for semiconductors, we also consider the zero–T limit taken after the thermodynamic limit. The enormous finite size corrections (in macroscopic samples, e.g. 1 cm³) for one rather common definition of the c.p., found recently by Shegelski within the standard effective mass model of an ideal intrinsic semiconductor, are discussed. Also, two very–small–system examples are given, including a quantum dot.     

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。     

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.     

保险管理决策中的两个问题

本文运用风险决策理论建立了分保限额与红利分派两个保险管理决策问题的数学模型,从理论和实践两个方面讨论了最优管理策略,并给出了计算实例。