产业集群创新能力评价模型的比较研究

针对产业集群创新能力评价的一些复杂方法,以文献中的基于BP神经网络的产业集群创新能力评价模型作为比较对象,提出了两种评价模型:组合评价模型和主成分指数模型.前者将变异系数法和Topsis法组合使用,用以评价产业集群创业能力;后者则是对所有参评样本的评价指标进行主成分分析,以主成分的方差贡献率为权重,构建主成分综合指数,从而形成产业集群创新能力的综合评价指数模型.对这两个模型用来自比较对象模型的同一数据进行了验证,三个模型都得出了非常相近的结果,而这两种模型更具可操作性且易于解释,这两者相比,主成分分析的方法则更为简单易行.     

Simultaneous approximation for Bézier variant of Szász-Mirakyan-Durrmeyer operators

We study the rate of convergence in simultaneous approximation for the Bézier variant of Szász-Mirakyan-Durrmeyer operators by using the decomposition technique of functions of bounded variation.     

Limit theorems for random walks

We consider a random walk $S_{\tau }$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner’s subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk $S_{\tau }$ converges in the Skorohod space to the symmetric $\alpha$-stable process $B^{\alpha }$. We also prove asymptotic formula for the transition function of $S_{\tau }$ similar to the Pólya’s asymptotic formula for $B^{\alpha }$.     

The Integrated Density of States for Some Random Operators with Nonsign Definite Potentials

We study the integrated density of states of random Anderson-type additive and multiplicative perturbations of deterministic background operators for which the single-site potential does not have a fixed sign. Our main result states that, under a suitable assumption on the regularity of the random variables, the integrated density of states of such random operators is locally Hölder continuous at energies below the bottom of the essential spectrum of the background operator for any nonzero disorder, and at energies in the unperturbed spectral gaps, provided the randomness is sufficiently small. The result is based on a proof of a Wegner estimate with the correct volume dependence. The proof relies upon the L^p-theory of the spectral shift function for p?1 (Comm. Math. Phys.218 (2001), 113-130), and the vector field methods of Klopp (Comm. Math. Phys.167 (1995), 553-569). We discuss the application of this result to Schrödinger operators with random magnetic fields and to band-edge localization.     

PM2.5 in an industrial district of Zhengzhou,China:Chemical composition and source apportionment

Zhengzhou is a developing city in China,that is heavily polluted by high levels of particulate matter.In this study.fine particulate matter(PM_2.5) was collected and analyzed for their chemical composition（soluble ions,elements,elemental carbon（EC） and organic carbon（OC）） in an industrial district of Zhengzhou in 2010.The average concentrations of PM_2.5 were 181,122,186 and 211μg/m³ for spring,summer, autumn and winter,respectively,with an annual average of 175μg/m³,far exceeding the PM_2.5 regulation of USA National Air Quality Standards（15μg/m³）.The dominant components of PM_2.5 in Zhengzhou were secondary ions（sulphate and nitrate） and carbon fractions.Soluble ions,total carbon and elements contributed 41%,13%and 3%of PM_2.5 mass,respectively.Soil dust,secondary aerosol and coal combustion, each contributing about 26%,24%and 23%of total PM_2.5 mass,were the major sources of PM_2.5,according to the result of positive matrix factorization analysis.A mixed source of biomass burning,oil combustion and incineration contributed 13%of PM_2.5.Fine particulate matter arising from vehicles and industry contributed about 10%and 4%of PM_2.5,respectively.     

Boundary Bias Correction for Nonparametric Deconvolution

In this paper we consider the deconvolution problem in nonparametric density estimation. That is, one wishes to estimate the unknown density of a random variable X, say f _X , based on the observed variables Y's, where Y = X + with being the error. Previous results on this problem have considered the estimation of f _X at interior points. Here we study the deconvolution problem for boundary points. A kernel-type estimator is proposed, and its mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth error distributions. Results of a simulation study are also presented.     

Change of variable formulas for non-anticipative functionals on path space

We derive a change of variable formula for non-anticipative functionals defined on the space of Rd-valued right-continuous paths with left limits. The functionals are only required to possess certain directional derivatives, which may be computed pathwise. Our results lead to functional extensions of the Itô formula for a large class of stochastic processes, including semimartingales and Dirichlet processes. In particular, we show the stability of the class of semimartingales under certain functional transformations.     

Remarks on Estimation Problem for Stationary Processes in Continuous Time

The problem of estimating of the law (in the space of the paths) and the common marginal distribution for a strictly stationary ergodic process X is discussed. We show, in particular, that:(1) The empirical measure