Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

通过J/Ψ→N(N-)M衰变研究N*时的核子极点效应

研究了J／Ψ→pp^-π衰变过程中核子极点图的贡献，特别是由离壳效应带来的贡献．发现衰变宽度对形状因子是敏感的．在通过用J／Ψ→pp^-π衰变研究N^*时，核子极点图作为背景道的贡献是非常重要的；在通过J／Ψ→pp^-η和pp^-η研究N^*时，核子极点图的贡献可忽略不计；在通过J／Ψ→pp^-ω研究N^*时，核子极点图有明显的贡献．     

矩阵的合同、相似与二次型

矩阵的合同关系、相似关系都是等价关系，它们虽然不同。但又有联系．对称矩阵是这两个知识点的交汇点。即两个实对称矩阵合同当且仅当它们相似．进一步得到二次型可以通过一个正交变换化为标准型。这一理论是高等代数教科书的重要内容。然而．现行的教科书对该理论的证明至少涉及到二次型、线性空间、线性变换和欧氏空间的内容．本文利用欧氏空间的正交性质给出这一理论新的简洁证明。以供教学参考之用。     

一类二层凸规划的对偶二层规划

本文讨论上层目标函数以下层子系统目标函数的最优值作为反馈的一类二层凸规划的对偶规划问题 ,在构成函数满足凸连续可微等条件的假设下 ,建立了二层凸规划的 Lagrange对偶二层规划 ,并证明了基本对偶定理 .     

A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Probing proton halo of the exotic nucleus28S by elastic electron scattering

Elastic electron scattering on the exotic light nucleus²⁸S is investigated in the plane wave Born approximation. The variation of the squared form factors of²⁸S with momentum transfer is compared with that of³²S. It is found that the behavior of the form factors near the second minimum (with a moderate momentum transfer) is sensitive to the alteration of the charge density distribution of halo protons in²⁸S. This indicates that elastic electron scattering can be a good probe of the structure of proton-halo nuclei.     

关于曲线积分中值定理“中间点”的一个一般性结果

讨论了第一类曲线积分中值定理“中间点”的渐近性质,得到了更具一般性的新结果.     

De Sitter空间中具有常均曲率的类空超曲面（Ⅱ）

设Ｍ＾ｎ是Ｄｅ Ｓｉｔｔｅｒ空间Ｓ１＾ｎ＋１中具有常数平均曲率且第二基本形式长度的平方为常数的完备类空超曲面，若Ｓ≤２（ｎ－１）＾１／２，则Ｍ＾ｎ是等参超曲面。     

Three-dimensional steady supersonic duct flow using Lagrangian formulation

In this paper, numerical simulation of three-dimensional supersonic flow in a duct is presented. The flow field in the duct is complex and can find its applications in the inlet of air-breathing engines. A unique streamwise marching Lagrangian method is employed for solving the steady Euler equations. The method was first initiated by Loh and Hui (1990) for 2-D steady supersonic flow computations and then extended to 3-D computation by the present authors Loh and Liou (1992). The new scheme is shown to be capable of accurately resolving complicated shock or contact discontinuities and their interactions. In all the computations, a free stream of Mach numberM=4 is considered.This article was processed using Springer-Verlag T_EX Shock Waves macro package 1.0 and the AMS fonts, developed by the American Mathematical Society.     

D→Klv～l衰变过程的研究

用光锥QCD求和规则研究D→Klv～_l衰变过程，首先计算D→K跃迁形状因子，通过构造新的关联函数，消除了twist-3波函数的不确定性给计算结果所带来的影响，从而使计算结果更加精确. 计算得到的分支比与最近的实验数据相一致. 关键词： QCD光锥求和规则 D介子半轻衰变 分支比 形状因子