可变抽样区间的多变量自相关过程VAR控制图

基于批量-均值法的思想,向量自回归(VAR)控制图对多变量自相关过程的较小偏移可以进行有效控制。为了提高多变量自相关过程监控效率,本文研究可变抽样区间的VAR控制图。首先,对多变量自相关过程的VAR控制图进行可变抽样区间设计;然后,用蒙特卡洛模拟方法计算其平均报警时间;最后,以平均报警时间为评价准则,对所设计的可变抽样区间VAR控制图与固定抽样区间的VAR控制图进行比较研究。研究结果表明:所设计的可变抽样区间多变量自相关过程VAR控制图较固定抽样区间的多变量自相关过程VAR控制图能更好的监控过程的变化。     

仅含第二类约束的约束Hamilton系统的Lie对称性

研究仅含第二类约束的约束Hamilton系统的Lie对称性.建立Lie对称性的确定方程、限制方程和附加限制方程,给出由Lie对称性导致守恒量的条件及守恒量的形式 关键词： 奇异系统 正则变量 约束 Lie对称性 守恒量     

Exact partition functions and correlation functions of multiple Hamiltonian walks on the Manhattan lattice

This is a general and exact study of multiple Hamiltonian walks (HAW) filling the two-dimensional (2D) Manhattan lattice. We generalize the original exact solution for a single HAW by Kasteleyn to a system ofmultiple closed walks, aimed at modeling a polymer melt. In 2D, two basic nonequivalent topological situations are distinguished. (1) the Hamiltonian loops are allrooted andcontractible to a point:adjacent one to another, and, on a torus,homotopic to zero. (2) the loops can encircle one another and, on a torus, canwind around it. Forcase 1, the grand canonical partition function and multiple correlation functions are calculated exactly as those of multiple rooted spanningtrees or of a massive 2Dfree field, critical at zero mass (zero fugacity). The conformally invariant continuum limit on a Manhattantorus is studied in detail. The melt entropy is calculated exactly. We also consider the relevant effect of free boundary conditions. The number of single HAWs on Manhattan lattices with other perimeter shapes (rectangular, Kagomé, triangular, and arbitrary) is studied and related to the spectral theory of the Dirichlet Laplacian. This allows the calculation of exact shape-dependent configuration exponents y. An exact surface critical exponent is obtained. Forcase 2, nested and winding Hamiltonian circuits are allowed. An exact equivalence to thecritical Q-state Potts model exists, whereQ ^1/2 is the walk fugacity. The Hamiltonian system is then always critical (forQ<-4). The exact critical exponents, in infinite numbers, are universal and identical to those of theO(n=Q ^1/2) model in its low-temperature phase, i.e. are those of dense polymers. The exact critical partition functions on the torus are given from conformai invariance theory. These models 1 and 2 yield the two first exactly solved models of polymer melts.     

关于任意随机序列的一个强大数定理

This note is devoted to introduce a new concept of conditionally dominated random variables.Under suitable restrict conditions,a general strong law of large numbers for arbitrary continuous random variables is obtained.     

Subleading long-range interactions and violations of finite size scaling

We study the behavior of systems in which the interaction contains a long-range component that does not dominate the critical behavior. Such a component is exemplified by the van der Waals force between molecules in a simple liquid-vapor system. In the context of the mean spherical model with periodic boundary conditions we are able to identify, for temperatures close above T _c, finite-size contributions due to the subleading term in the interaction that are dominant in this region decaying algebraically as a function of L. This mechanism goes beyond the standard formulation of the finite-size scaling but is to be expected in real physical systems. We also discuss other ways in which critical point behavior is modified that are of relevance for analysis of Monte Carlo simulations of such systems. Received 21 November 2000 and Received in final form 28 February 2001     

复双球面上变系数奇异积分方程的正则化

利用复双球面上的立体角系数的方法和置换公式,讨论复双球垒域上变系数奇异积分方程的正则化问题,推广了复超球面上变系数奇异积分方程的结论．     

具有可变到达率的多重休假Geo~(λ_1,λ_2)/G/1排队分析

本文考虑顾客到达与服务员休假相关的多重休假离散时间排队系统,用更新过程及u-变换分析了系统的队长性质.分别得到系统在三种时点(n~-,n~+,n)处的队长分布的递推解,进而揭示了在不同到达率条件下系统队长分布不再具有随机分解特性,得到了系统在四种时点(n~-,n~+,n,离去时点D_n)处稳态队长分布的重要关系(不同于连续时间排队系统).     

Core percolation in random graphs: a critical phenomena analysis

We study both numerically and analytically what happens to a random graph of average connectivity α when its leaves and their neighbors are removed iteratively up to the point when no leaf remains. The remnant is made of isolated vertices plus an induced subgraph we call the core. In the thermodynamic limit of an infinite random graph, we compute analytically the dynamics of leaf removal, the number of isolated vertices and the number of vertices and edges in the core. We show that a second order phase transition occurs at α = e = 2.718 ... : below the transition, the core is small but above the transition, it occupies a finite fraction of the initial graph. The finite size scaling properties are then studied numerically in detail in the critical region, and we propose a consistent set of critical exponents, which does not coincide with the set of standard percolation exponents for this model. We clarify several aspects in combinatorial optimization and spectral properties of the adjacency matrix of random graphs. Received 31 January 2001 and Received in final form 26 June 2001     

Solution of Time-Dependent Diffusion Equations with Variable Coefficients Using Multiwavelets

A new numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows for an accurate and efficient treatment of multidimensional problems with variable coefficients, nonlinearities, and general boundary conditions. For space discretization we use the multiwavelet bases introduced by Alpert (1993,SIAM J. Math. Anal.24, 246–262), and then applied to the representation of differential operators and functions of operators presented by Alpert, Beylkin, and Vozovoi (Representation of operators in the multiwavelet basis, in preparation). An important advantage of multiwavelet basis functions is the fact that they are supported only on non-overlapping subdomains. Thus multiwavelet bases are attractive for solving problems in finite (non periodic) domains. Boundary conditions are imposed with a penalty technique of Hesthaven and Gottlieb (1996,SIAM J. Sci. Comput., 579–612) which can be used to impose rather general boundary conditions. The penalty approach was extended to a procedure for ensuring the continuity of the solution and its first derivative across interior boundaries between neighboring subdomains while time stepping the solution of a time dependent problem. This penalty procedure on the interfaces allows for a simplification and sparsification of the representation of differential operators by discarding the elements responsible for interactions between neighboring subdomains. Consequently the matrices representing the differential operators (on the finest scale) have block-diagonal structure. For a fixed order of multiwavelets (i.e., a fixed number of vanishing moments) the computational complexity of the present algorithm is proportional to the number of subdomains. The time discretization method of Beylkin, Keiser, and Vozovoi (1998, PAM Report 347) is used in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.     

Random magnetic interactions and spin glass order competing with superconductivity: Interference of the quantum Parisi phase

We analyse the competition between spin glass (SG) order and local pairing superconductivity (SC) in the fermionic Ising spin glass with frustrated fermionic spin interaction and nonrandom attractive interaction. The phase diagram is presented for all temperatures T and chemical potentials μ. SC-SG transitions are derived for the relevant ratios between attractive and frustrated-magnetic interaction. Characteristic features of pairbreaking caused by random magnetic interaction and/or by spin glass proximity are found. The existence of low-energy excitations, arising from replica permutation symmetry breaking (RPSB) in the Quantum Parisi Phase, is shown to be relevant for the SC-SG phase boundary. Complete 1-step RPSB-calculations for the SG-phase are presented together with a few results for -step breaking. Suppression of reentrant SG-SC-SG transitions due to RPSB is found and discussed in context of ferromagnet-SG boundaries. The relative positioning of the SC and SG phases presents a theoretical landmark for comparison with experiments in heavy fermion systems and high superconductors. We find a crossover line traversing the SG-phase with as its quantum critical (end)point in complete RPSB, and scaling is proposed for its vicinity. We argue that this line indicates a random field instability and suggest Dotsenko-Mézard vector replica symmetry breaking to occur at low temperatures beyond. Received 26 November 1998 and Received in final form 25 January 1999