Banach空间的Chung-Teicher型大数律

设{Xn，n≥1}是实可分Banach空间独立随机变量，讨论了在弱大数律的假设下使得Chung-Teicher型强大数律也成立，即bn^-1｜｜∑k=1^n（Xk-EXkI（｜｜Xk｜｜≤bk））｜｜→^p0当且仅当bn^-1｜｜∑中k=1^n（Xk-EXkI（｜｜Xk｜｜≤bk））｜｜→^a.s.0.     

Robust and accurate inference for generalized linear models

In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem, and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on first order asymptotic theory, and their accuracy in moderate to small samples is still an open question. In this paper, we propose a test statistic which combines robustness and good accuracy for moderate to small sample sizes. We combine results from Cantoni and Ronchetti [E. Cantoni, E. Ronchetti, Robust inference for generalized linear models, Journal of the American Statistical Association 96 (2001) 1022–1030] and Robinson, Ronchetti and Young [J. Robinson, E. Ronchetti, G.A. Young, Saddlepoint approximations and tests based on multivariate M-estimators, The Annals of Statistics 31 (2003) 1154–1169] to obtain a robust test statistic for hypothesis testing and variable selection, which is asymptotically χ²-distributed as the three classical tests but with a relative error of order O(n⁻¹). This leads to reliable inference in the presence of small deviations from the assumed model distribution, and to accurate testing and variable selection, even in moderate to small samples.     

On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

带有Radon-Nikodym导数的算子值自由Fisher信息量

本文研究了带有Radon-Nikodym导数的算子值自由Fisher信息量.利用模框架理论,得到了一个半圆元和一个子代数之间的合并自由关系,推广了D.Voiculescu等人的工作.     

17O NMR spectra of some butyltin(IV) acetates

The ¹⁷O NMR spectra of ¹⁷O isotope‐enriched tributyltin(IV) acetate (1) and dibutyltin(IV) diacetate (2) were recorded in various solvents over wide temperature ranges. Only a single ¹⁷O signal was observed for both oxygen atoms of the —COOSn—groups under these experimental conditions, in both non‐coordinating and coordinating solvents. The ¹⁷O NMR spectra of tert‐butyl acetate (3) were obtained for comparison. Copyright © 2002 John Wiley & Sons, Ltd.     

Pattern search ranking and selection algorithms for mixed variable simulation-based optimization

The class of generalized pattern search (GPS) algorithms for mixed variable optimization is extended to problems with stochastic objective functions. Because random noise in the objective function makes it more difficult to compare trial points and ascertain which points are truly better than others, replications are needed to generate sufficient statistical power to draw conclusions. Rather than comparing pairs of points, the approach taken here augments pattern search with a ranking and selection (R&S) procedure, which allows for comparing many function values simultaneously. Asymptotic convergence for the algorithm is established, numerical issues are discussed, and performance of the algorithm is studied on a set of test problems.     

一端固支一端简支变厚度梁的弹性力学解

研究了一端固支另一端简支连续变厚度梁在静力荷载作用下的应力和位移分布.通过引入单位脉冲函数和Dirae函数,将固支边等效为简支边与未知水平反力的叠加,利用平面应力问题的基本方程,导出满足控制微分方程及左右两端边界条件的位移函数的一般解,对上下表面的边界方程作Fourier级数展开,结合固支边位移为O的条件确定待定系数,得到的解是高精度的.数值结果与商业有限元软件ANSYS进行了比较,显示出很好的精度.     

Second Order Efficient Estimating a Smooth Distribution Function and its Applications

Methodology and Computing in Applied Probability - Consider a problem of estimation of a cumulative distribution function of a random variable supported on a finite interval, with a circular random...     

美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

An adaptive cut‐cell method for environmental fluid mechanics

In this work we present a numerical method for solving the incompressible Navier–Stokes equations in an environmental fluid mechanics context. The method is designed for the study of environmental flows that are multiscale, incompressible, variable‐density, and within arbitrarily complex and possibly anisotropic domains. The method is new because in this context we couple the embedded‐boundary (or cut‐cell) method for complex geometry with block‐structured adaptive mesh refinement (AMR) while maintaining conservation and second‐order accuracy. The accurate simulation of variable‐density fluids necessitates special care in formulating projection methods. This variable‐density formulation is well known for incompressible flows in unit‐aspect ratio domains, without AMR, and without complex geometry, but here we carefully present a new method that addresses the intersection of these issues. The methodology is based on a second‐order‐accurate projection method with high‐order‐accurate Godunov finite‐differencing, including slope limiting and a stable differencing of the nonlinear convection terms. The finite‐volume AMR discretizations are based on two‐way flux matching at refinement boundaries to obtain a conservative method that is second‐order accurate in solution error. The control volumes are formed by the intersection of the irregular embedded boundary with Cartesian grid cells. Unlike typical discretization methods, these control volumes naturally fit within parallelizable, disjoint‐block data structures, and permit dynamic AMR coarsening and refinement as the simulation progresses. We present two‐ and three‐dimensional numerical examples to illustrate the accuracy of the method. Copyright © 2008 John Wiley & Sons, Ltd.