On the non-commutative fractional Wishart process

We investigate the process of eigenvalues of a fractional Wishart process defined by $N=B^{?}B$, where B is the matrix fractional Brownian motion recently studied in [18]. Using stochastic calculus with respect to the Young integral we show that, with probability one, the eigenvalues do not collide at any time. When the matrix process B has entries given by independent fractional Brownian motions with Hurst parameter $H\in (1/2,1)$, we derive a stochastic differential equation in the Malliavin calculus sense for the eigenvalues of the corresponding fractional Wishart process. Finally, a functional limit theorem for the empirical measure-valued process of eigenvalues of a fractional Wishart process is obtained. The limit is characterized and referred to as the non-commutative fractional Wishart process, which constitutes the family of fractional dilations of the free Poisson distribution.     

Estimates of densities for Lévy processes with lower intensity of large jumps

We obtain general lower estimates of transition densities of jump Lévy processes. We use them for processes with Lévy measures having bounded support, processes with exponentially decaying Lévy measures for large times and for processes with high intensity of small jumps for small times.     

广义Khasminskii条件下自变量分段连续型带Poisson随机测度随机微分方程Euler方法的依概率收敛性

针对满足广义Khasminskii条件的由维纳过程和泊松随机测度驱动的自变量分段连续型随机微分方程(EPCASDEs),给出了Euler方法,广义Khasminskii条件比经典条件包容了更多的EPC.ASDEs.现有文献对该类方程的研究成果较少.针对EPCASDEs在广义Khasminskii条件下证明了全局解的存在唯一性,并研究了Euler方法的依概率收敛性.给出了数值算例支持主要结论.     

阿拉尔垦区自然灾害对农业经济影响的研究

阿拉尔垦区是新疆重要的棉花、林果产业基地,然而频发的自然灾害给农业经济造成了极为严重的影响.自然灾害发生频率高、灾害地域分布不均衡以及带来的破坏效果大和损失严重等特点,引起了人们的广泛关注.采用层次分析法作为基础理论,通过专家打分法确定权重建立评价模型.阿拉尔垦区自然灾害对农业经济影响的研究是一个非常重要的理论和实践问题,它对于提高农民收入、促进农业可持续发展和社会稳定具有重要的意义.     

基于几何过程和位相分布休假的两部件并联可修系统的可靠性分析

主要以两不同型部件组成的并联可修系统为研究对象.在系统对失效相位存在记忆的基础上,考虑了修理工可单重休假且休假时间服从位相(PH)分布.每个工作部件均有可能因受到两种不同类型的故障而失效,且均"修复非新".在假定部件的工作时间,修理时间分别服从PH分布的几何过程和负指数分布的条件下,利用马尔可夫过程和矩阵分析的方法,对可修系统进行了可靠性分析,并给出了相应可靠性指标的数值算例.     

微电子元件制造过程中的应力分析

本文分析了一个典型的微电子元件在创造过程中残余应力的分布和演化．与以往大多数类似的分析工作的不同之处在于，我们并不是对一个已成型的结构再回过头去仅仅分析其温度历史下相应的应力状态，而是追踪了该结构成型过程的各个方面，尤其是由于工艺过程中结构几何形状的变化而引起的应力重分布．采用的方法则是控制某些材料所对应的单元在某一特定的时刻以后才起作用，这种方法对于各种制造过程的分析非常有效．     

Dynamics of milling processes with variable time delays

A milling-process model with a variable time delay associated with each cutting tooth is presented in this article. The source of this variable time delay is the feed rate. The effect of the feed motion on the entry cutting angle, the exit cutting angle, and the amplitude of feed mark is also discussed. Loss-of-contact effects are also considered. The system dynamics is described by a set of delay differential equations with periodic coefficients and variable time delays. A semi-discretization scheme is presented for analyzing the stability of periodic orbits of this system. The analysis provides evidence of period-doubling bifurcations and secondary Hopf bifurcations. Good agreement is found between the numerical results obtained from this work and the results of related experimental studies.     

Exact stationary response solutions of nonlinear dynamic systems

Summary Exact stationary solutions are constructed for nonlinear dynamic systems subjected to stochastic excitation. The results are then applied to both classical and nonclassical stochastic vibration systems.     

RESEARCH ON RELIABILITY GROWTH FOR SYNCHRONOUSLY DEVELOPED MULTI-SYSTEMS

IntroductionAMSAA model could evaluate reliability growth test for mono-system perfectly[1-8].Butfor multi-systems,especially for synchronously developed multi-systems,the model parametersneed to be estimated by developing some newmethods.AMSAA-BISE model…