Kinetic market models with single commodity having price fluctuations

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of trading or exchange of money and commodity proceeds, with local (in time) fluctuations in the price of the commodity. These distributions are studied in markets with agents having uniform and random saving factors. The self-organizing features in money distribution are similar to the cases without any commodity (or with consumable commodities), while the commodity distribution shows an exponential decay. The wealth distribution shows interesting behavior: gamma like distribution for uniform saving propensity and has the same power-law tail, as that of the money distribution, for a market with agents having random saving propensity.     

Two long-standing problems in Tsallis’ statistics

On the basis of Tsallis’ entropy and the joint probability factorization condition, two controversial problems existing in Tsallis’ statistics are investigated, where one is whether energy is extensive or not and the other is whether it is necessary to introduce the so-called generalized zeroth law of thermodynamics or not. The results obtained show clearly that like entropy, energy is also nonextensive in Tsallis’ statistics, and that the zeroth law of thermodynamics has been implicitly used in Tsallis’ statistics since 1988. Moreover, it is expounded that the standard energy additivity rule adopted by a great number of researchers is not suitable in Tsallis’ statistics, because its corollary is in contradiction with the zeroth law of thermodynamics.     

Bekenstein-Hawking Cosmological Entropy and Correction Term Corresponding Cosmological Horizon of Rotating and Charged Black String

Utilizing the quantum statistical method and applying the new state density equation motivated by generalized uncertainty principle in quantum gravitaty, we avoid the difficulty in solving wave equation and directly calculate the partition function ofbosonic and fermionic field on the background of rotating and charged black string. Then near the cosmological horizon, entropies of bosonic and fermionic field are calculated on the background of black string. When constant λ introduced ingeneralized uncertainty principle takes a proper value, we derive Bekenstein-Hawking entropy and the correction value corresponding cosmological horizon on the background of rotating and charged black string. Because we use the new state density equation, in our calculation there are not divergent term and small massapproximation in the original brick-wall method. From the view of quantum statistic mechanics, the correction value to Bekenstein-Hawking entropy of the black string is derived. It makes people deeply understand the correction value to the entropyof the black string cosmological horizon in non-spherical coordinate spacetime.     

Segregation effect in symmetric cellular automata model for two-lane mixed traffic

Segregation effects commonly exist in granular mixtures with difference in size, shape or density. In mixed traffic flow, slow vehicle and fast vehicle, as two types of particles, have different desired speed. We investigate the segregation along the road in mixed traffic flow by using a symmetric two-lane cellular automata model. A parameter D, which quantifies the degree of segregation, is defined. We study the density dependency of the parameter at different randomization probability. Simulation results show that segregation is more obviously in free flow region. We argue that the overtaking maneuvers have similar effect as percolation in granular flow.     

A priori tests of a stochastic mode reduction strategy

Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear systems with many degrees of freedom and a large collection of unresolved variables. While the above approach is mathematically rigorous in the limit when the ratio of correlation times between the resolved and the unresolved variables is arbitrary small, it is shown here on a systematic hierarchy of models that this ratio can be surprisingly big. Typically, the systematic reduced stochastic modeling yields quantitatively realistic dynamics for ratios as large as 1/2. The examples studied here vary from instructive stochastic triad models to prototype complex systems with many degrees of freedom utilizing the truncated Burgers–Hopf equations as a nonlinear heat bath. Systematic quantitative tests for the stochastic modeling procedure are developed here which involve the stationary distribution and the two-time correlations for the second and fourth moments including the resolved variables and the energy in the resolved variables. In an important illustrative example presented here, the nonlinear original system involves 102 degrees of freedom and the reduced stochastic model predicted by the theory for two resolved variables involves both nonlinear interaction and multiplicative noises. Even for large value of the correlation time ratio of the order of 1/2, the reduced stochastic model with two degrees of freedom captures the essentially nonlinear and non-Gaussian statistics of the original nonlinear systems with 102 modes extremely well. Furthermore, it is shown here that the standard regression fitting of the second-order correlations alone fails to reproduce the nonlinear stochastic dynamics in this example.     

用不确定度评价测量结果中的有效自由度的作用

论述了有效自由度的计算方法及有效自由度量值在分析测量结果中的应用。     

基于非参数背景抑制的弱小目标管线法检测

介绍了一种红外图像背景抑制的非参数方法(E_kernel)。提出了一种弱小目标的管线检测算法。E_kernel方法不同于传统的线性或非线性背景预测,它对背景杂波分布的统计特性不敏感,受其影响较小,具有非参数特性。管线检测算法对序列图像做若干相同的顺序处理,采用并行分布式计算,处理时间短。仿真试验表明,该算法能有效地检测出低信噪比红外序列图像中的弱小目标的运动轨迹,具有较高的实时性。     

An energy-transport model for semiconductors derived from the Boltzmann equation

An energy-transport model is rigorously derived from the Boltzmann transport equation of semiconductors under the hypothesis that the energy gain or loss of the electrons by the phonon collisions is weak. Retaining at leading order electron-electron collisions and elastic collisions (i.e., impurity scattering and the elastic part of phonon collisions), a rigorous diffusion limit of the Boltzmann equation can be carried over, which leads to a set of diffusion equations for the electron density and temperature. The derivation is given in both the degenerate and nondegenerate cases.     

The effect of laser fluctuation statistics upon detection probability

The effects of laser beam irradiance fluctuations, such as speckle and scintillation, upon optical beam detection probability are examined in an entirely statistical context. The optical detector is assumed to possess a non-linear integrated log-normal response function, as is normally ascribed to the eye. Various statistical distribution functions purported to model these fluctuations accurately are examined from both numerical and analytical standpoints. The numerical results indicate that different models for fluctuation statistics predict detector threshold probabilities which differ from each other by more than 10%. Such variations may be significant in calculations relating to eye safety.     

Series representation for semistable laws and their domains of semistable attraction

If the centered and normalized partial sums of an i.i.d. sequence of random variables converge in distribution to a nondegenerate limit then we say that this sequence belongs to the domain of attraction of the necessarily stable limit. If we consider only the partial sums which terminate atk _n wherek _n+1 ck _n then the sequence belongs to the domain of semistable attraction of the necessarily semistable limit. In this paper, we consider the case where the limiting distribution is nonnormal. We obtain a series representation for the partial sums which converges almost surely. This representation is based on the order statistics, and utilizes the Poisson process. Almost sure convergence is a useful technical device, as we illustrate with a number of applications.This research was supported by a research scholarship from the Deutsche Forschungsgemeinschaft (DFG).