Weak-mixing implies sensitive dependence

Let X be a metric space, B the σ-algebra of Borel subsets of X, and μ a probability measure on (X,B). In this note, for a measure-preserving map T (respectively a measure-preserving semi-flow φ) on (X,B,μ), we prove that if suppμ=X, and T (respectively φ) is weak-mixing, then T (respectively φ) has sensitive dependence.     

Long‐range dependence and performance in telecom networks

Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd.     

A study on anisotropy of L2 to L3 Coster-Kronig transition (f23) for Th and U elements

The Coster-Kronig transition, f₂₃, was determined using differential fluorescence cross sections of L_l X-ray for Th and U. The targets were irradiated an Am-241 radioisotope at the different incident angle. The L_l X-rays were counted with a Si (Li) detector at the different scattering angle varying from 60° to 90° at 10° intervals. For each angle, the Coster-Kronig transition probability, f₂₃, was found. An obtained Coster-Kronig transition probability value was fitted versus emission angle. According to present results we can say that the Coster-Kronig transition probability, f₂₃, shows isotropic distribution.     

Wavelength dependence in photochemical vapor deposition of aluminum film using dimethylaluminum hydride

In photochemical vapor deposition of aluminum film on silicon using dimethylaluminum hydride, (CH₃)₂AlH, a surface reaction dominated below a (CH₃)₂AlH pressure of 0.3 m Torr at 200°C, which was induced only with the 160 nm band emitted from a deuterium lamp. A gas-phase reaction occurred above 0.3 mTorr at 200°C, which could be induced by both 160 nm and 240 nm emission bands from the lamp. To distinguish between surface ad gas-phase reactions, a thickness profile was used. At 240°C the surface reaction could be induced even by the 240 nm band, while the deposits formed under illumination of the two bands were thinner than those obtained with only the 240 nm band, indicating occurrence of vacuum ultraviolet (VUV)-enhanced desorption. The mechanism responsible for the observed wavelength dependence in unclear. The electrical resistivity of the films deposited at 200°C was 4.5 μΩ cm, which did not change with wavelength.     

A molecular network model to describe the nonlinear viscoelastic behavior of polymers

A transient molecular network model is built to describe the nonlinear viscoelasticity of polymers by considering the effect of entanglement loss and regeneration on the relaxation of molecular strands. It is an extension of previous network theories. The experimental data on three thermoplastic polymers (ABS, PVC and PA6) obtained under various loading conditions are used to test the model. Agreement between the theoretical and experimental curves shows that the suggested model can describe successfully the relaxation behavior of the thermoplastic polymers under different loading rates by using relatively few relaxation modes. Thus the micromechanism responsible for strain-rate dependence of relaxation process and the origin of nonlinear viscoelasticity may be disclosed. The project supported by the National Natural Science Foundation of China and Doctorial Fund     

On the departure process of a leaky bucket system with long-range dependent input traffic

Due to the strong experimental evidence that the traffic to be offered to future broadband networks will display long-range dependence, it is important to study the possible implications that such traffic may have for the design and performance of these networks. In particular, an important question is whether the offered traffic preserves its long-range dependent nature after passing through a policing mechanism at the interface of the network. One of the proposed solutions for flow control in the context of the emerging ATM standard is the so-called leaky bucket scheme. In this paper we consider a leaky bucket system with long-range dependent input traffic. We adopt the following popular model for long-range dependent traffic: Time is discrete. At each unit time a random number of sessions is initiated, having the distribution of a Poisson random variable with mean λ. Each of these sessions has a random duration τ, where the integer random variable τ has finite mean, infinite variance, and a regularly varying tail, i.e., P(τ >К) ~ К^-Lα L(К), where 1 < α < 2 L(·) is a slowly varying function. Once a session is initiated, it generates one cell at each unit of time until its termination. We examine the departure process of the leaky bucket policing mechanism driven by such an arrival process, and show that it too is long-range dependent for any token buffer size and any - finite or infinite - cell buffer size. Moreover, upper and lower bounds for the covariance sequence of the output process are established. The above results demonstrate that long-range dependence cannot be removed by the kinds of flow control schemes that are currently being envisioned for broadband networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

Nonlinear second-order equations with functional implicit impulses and nonlinear functional boundary conditions

In this paper we deal with nonlinear second-order boundary value problems with impulses. The impulsive functions depend implicitly on the different considered variables and the boundary value conditions are nonlinear. In both cases functional dependence on the solution is allowed. The existence results follow from the existence of a pair of well-ordered lower and upper solutions.     

Annealing and measurement temperature dependence of W2B5-based rectifying contacts to n-GaN

The thermal stability and measurement temperature dependence of Schottky contact characteristics on n-GaN using a W₂B₅/Ti/Au metallization scheme was studied using current-voltage (I-V), scanning electron microscopy (SEM) and Auger electron spectroscopy (AES) measurements. The elemental profile obtained from samples annealed at 350 °C showed some titanium diffusion into the gold layer but little other difference from the as-deposited wafer. Annealing at 700 °C produced significant diffusion of titanium. The Schottky barrier height increased with anneal temperature up to 200 °C, reaching a maximum value of 0.65 eV, but decreased at higher annealing temperatures. The reverse breakdown voltage from diodes fabricated using the W₂B₅-based contacts showed a similar dependence. The reverse current magnitude was larger than predicted by thermionic emission alone. The barrier height showed only minor changes with measurement temperature up to 150 °C.