Types of laws of random vectors and best estimators

Optimality of estimators of a vector parameter in terms of the probability of the estimators being contained in suitable region(s) around the parameter point is defined. Conditions under which optimal estimators in the usual senses are also optimal in the above sense are investigated.     

Noncommutative Dynamics of Random Operators

We continue our program of unifying general relativity and quantum mechanics in terms of a noncommutative algebra А on a transformation groupoid Γ = E × G where E is the total space of a principal fibre bundle over spacetime, and G a suitable group acting on Γ . We show that every a ∊ А defines a random operator, and we study the dynamics of such operators. In the noncommutative regime, there is no usual time but, on the strength of the Tomita–Takesaki theorem, there exists a one-parameter group of automorphisms of the algebra А which can be used to define a state dependent dynamics; i.e., the pair (А, ϕ), where ϕ is a state on А, is a “dynamic object.” Only if certain additional conditions are satisfied, the Connes–Nikodym–Radon theorem can be applied and the dependence on ϕ disappears. In these cases, the usual unitary quantum mechanical evolution is recovered. We also notice that the same pair (А, ϕ) defines the so-called free probability calculus, as developed by Voiculescu and others, with the state ϕ playing the role of the noncommutative probability measure. This shows that in the noncommutative regime dynamics and probability are unified. This also explains probabilistic properties of the usual quantum mechanics.     

On the Continuity of Pathwise Solutions to Langevin Equations in Infinite Dimensions

We fix a rich probability space (,F,P). Let (H,) be a separable Hilbert space and let be the canonical cylindrical Gaussian measure on H. Given any abstract Wiener space (H,B,) over H, and for every Hilbert–Schmidt operator T: HBH which is (|{}|,)-continuous, where |{}| stands for the (Gross-measurable) norm on B, we construct an Ornstein–Uhlenbeck process : (,F,P)×[0,1](B,|{}|) as a pathwise solution of the following infinite-dimensional Langevin equation d _t =db _t +T( _t )dt with the initial data ₀=0, where b is a B-valued Brownian motion based on the abstract Wiener space (H,B,). The richness of the probability space (,F,P) then implies the following consequences: the probability space is independent of the abstract Wiener space (H,B,) (in the sense that (,F,P) does not depend on the choice of the Gross-measurable norm |{}|) and the space C _B consisting of all continuous B-valued functions on [0,1] is identical with the set of all paths of . Finally, we present a way to obtain pathwise continuous solutions :d _t =

Explicit Expressions for the Ruin Probabilities of Erlang Risk Processes with Pareto Individual Claim Distributions

In this paper we first consider a risk process in which claim inter-arrival times and the time untilthe first claim have an Erlang (2) distribution.An explicit solution is derived for the probability of ultimateruin,given an initial reserve of u when the claim size follows a Pareto distribution.Follow Ramsay,Laplacetransforms and exponential integrals are used to derive the solution,which involves a single integral of realvalued functions along the positive real line,and the integrand is not of an oscillating kind.Then we showthat the ultimate ruin probability can be expressed as the sum of expected values of functions of two differentGamma random variables.Finally,the results are extended to the Erlang(n) case.Numerical examples aregiven to illustrate the main results.     

Cumulants are universal homomorphisms into Hausdorff groups

This is a contribution to the theory of sums of independent random variables at an algebraico-analytical level: Let Prob denote the convolution semigroup of all probability measures on with all moments finite, topologized by polynomially weighted total variation. We prove that the cumulant sequence regarded as a function from Prob into the additive topological group ofall real sequences, is universal among continuous homomorphisms from Prob into Hausdorff topological groups, in the usual sense that every other such homomorphism factorizes uniquely through . An analogous result, referring to just the first cumulants,holds for the semigroup of all probability measures with existing rth moments. In particular, there is no nontrivial continuous homomorphism from the convolution semigroup of all probability measures, topologized by the total variation metric, into any Hausdorff topological group.Mathematics Subject Classification (2000): 60B15, 60E10, 60G50     

Lacunary Measures and Self-similar Probability Measuresin Function Spaces

The paper deals with multifractal quantities for some types of Radon measures, especially self-similar probability measures, and their relations to Besov spaces.     

Value‐Distribution of General Dirichlet Series. II

In the paper, a limit theorem in the sense of the weak convergence of probability measures in the space of meromorphic functions for general Dirichlet series is proved.     

Asymptotic Behavior of Loss Probability in GI/M/1/K Queue as K Tends to Infinity

We obtain an asymptotic behavior of the loss probability for the GI/M/1/K queue as K for cases of <1, >1 and =1.     

新的奇偶非线性相干态及其非经典性质

构造出了一种新的奇偶非线性相干态, 并借助于数值计算方法研究了它们的压缩、振幅平方压缩、反聚束和相位概率分布等非经典性质. 结果表明, 与通常的奇偶相干态和非线性奇偶相干态不同, 在参数|λ|的不同取值范围内, 新的奇偶非线性相干态在Y₁和Y₂两个方向均可呈现振幅平方压缩效应, 而压缩效应仅在偶非线性相干态的X₂方向上呈现, 反聚束效应仅在奇非线性相干态中呈现. 另外, 通过研究新的奇偶非线性相干态相位概率分布, 发现新的奇偶非线性相干态具有完全不同的量子干涉特性. 关键词： 新的奇偶非线性相干态 压缩效应 反聚束 相位概率分布     

Insights into sticking of radicals on surfaces for smart plasma nano-processing

In reactive plasma processing, species produced in the plasma reach the surface of a substrate and cause etching, deposition and surface modification through surface reactions. These reactions are characterized by the densities and energies of species incident on the surfaces. In order to realize nano-scale plasma processing, important species for plasma processing have been identified and characterized, and their behavior, not only in the gas phase, but also on the surface, have been clarified and controlled. One of the most critical parameters for insights into surface reaction kinetics of radicals is sticking and surface loss probability. On the basis of radical densities measured by various methods, the sticking and surface reaction loss probabilities have been compiled, and they enable the quantitative understanding of the kinetics of radicals on the surface in the plasma. In this article, the sticking and surface reaction loss probabilities measured thus far are reviewed focusing on fluorocarbon gas, silane gas and methane gas based plasma processes. The establishment of a smart plasma process and the development of an autonomous production device with control of radicals on the basis of insights into the surface reactions for nano-scale plasma processing are presented.