Random walk in an inhomogeneous medium with local impurities

In spite of Sinai's result that the decay of the velocity autocorrelation function for a random walk on ^d (d=2) can drastically change if local impurities are present, it is shown that local impurities can not abolish weak convergence to the Brownian motion if d2.     

Properties of the random search in global optimization

From theorems which we prove about the behavior of gaps in a set ofN uniformly random points on the interval [0, 1], we determine properties of the random search procedure in one-dimensional global optimization. In particular, we show that the uniform grid search is better than the random search when the optimum is chosen using the deterministic strategy, that a significant proportion of large gaps are contained in the uniformly random search, and that the error in the determination of the point at which the optimum occurs, assuming that it is unique, will on the average be twice as large using the uniformly random search compared with the uniform grid. In addition, some of the properties of the largest gap are verified numerically, and some extensions to higher dimensions are discussed. The latter show that not all of the conclusions derived concerning the inadequacies of the one-dimensional random search extend to higher dimensions, and thaton average the random search is better than the uniform grid for dimensions greater than 6.This paper is based on work started in the Statistics Department of Princeton University when the first author was visiting as a Research Associate. Part of this research was supported by the Office of Naval Research, Contract No. 0014-67-A-0151-0017, and by the US Army Research Office—Durham, Contract No. DA-31-124-ARO-D-215.2 The authors wish to thank B. Omodei for his careful work in preparing the programs for the results of Figs. 1–2 and Table 1. The computations were performed on the IBM 360/50 of the Australian National University's Computer Centre. Thanks are also due to R. Miles for suggestions regarding the extension of the results to multidimensional regions, and to P. A. P. Moran and R. Brent for suggestions regarding the evaluation of the integral ₀ ¹ ... ^0/1 (x ₁ ² + ... +x _n ^/2 )^1/2 dx ₁ ...dx _n.     

同分布NA列Jamison型加权和强稳定的充要条件

本文将Ｊａｍｉｓｏｎ等（１９６５）关于ｉｉｄ列加权和强稳定的充分性结果推广到ＮＡ列的场合并且得到了ＮＡ列Ｊａｍｉｓｏｎ型加权和强稳定的必要性结果。     

New benzodithiophene-pyrrolopyrroledione-thienopyrazine random terpolymers for organic photovoltaics

New random ternary copolymers containing fragments of pyrrolo[3,4-c]pyrrole-1,4-dione, 2,3-bis[6-fluoro-9-(2-octyl- dodecyl)-9H-carbazol-3-yl]-3,3′-[5,7-di(thiophen-2-yl)- thieno[3,4-b]pyrazine as electron-withdrawing fragments and benzodithiophene as an electron-donor block have been synthesized. The best power conversion efficiency of 9.18% was achieved for the terpolymer with pyrrolopyrroledione/ thienopyrazine ratio of 1:3. The introduction of the third thieno[3,4-b]pyrazine acceptor block into the structure of the ‘parent’ binary polymer can significantly adjust energy levels and the light absorption range of irregular copolymers, and can enhance photovoltaic properties due to improved absorption capacity and charge transfer.     

The MAP/PH/N retrial queue in a random environment

We consider the MAP/PH/N retrial queue with a finite number of sources operating in a finite state Markovian random environment. Two different types of multi-dimensional Markov chains are investigated describing the behavior of the system based on state space arrangements. The special features of the two formulations are discussed. The algorithms for calculating the stationary state probabilities are elaborated, based on which the main performance measures are obtained, and numerical examples are presented as well.     

蒙特卡罗计算中颗粒型燃料的随机分布模型比较

高温气冷堆是新一代反应堆系统的热门候选堆型，已经受到国际上越来越多的关注。为设计和分析这种堆型，因其特有的包覆颗粒燃料引入了双重非均匀性，需要应用随机分布模型。对粗网格模型、细网格随机(FLS)模型、随机顺序添加(RSA)模型、子网格随机(Sub-FLS)模型和Metropolis模型等进行了研究，通过计算分析比较给出了各种模型的优缺点。结果表明:子网格随机模型和连续的RSA模型非常接近参考值，但是连续RSA模型的建模时间随着燃料体积份额的增加连续快速上升。 Key words: coated particle fuels; stochastic transport model; Monte Carlo; random distribution     

A class of random field memory models for mortality forecasting

This article proposes a parsimonious alternative approach for modeling the stochastic dynamics of mortality rates. Instead of the commonly used factor-based decomposition framework, we consider modeling mortality improvements using a random field specification with a given causal structure. Such a class of models introduces dependencies among adjacent cohorts aiming at capturing, among others, the cohort effects and cross generations correlations. It also describes the conditional heteroskedasticity of mortality. The proposed model is a generalization of the now widely used AR-ARCH models for random processes. For such a class of models, we propose an estimation procedure for the parameters. Formally, we use the quasi-maximum likelihood estimator (QMLE) and show its statistical consistency and the asymptotic normality of the estimated parameters. The framework being general, we investigate and illustrate a simple variant, called the three-level memory model, in order to fully understand and assess the effectiveness of the approach for modeling mortality dynamics.     

IMPORTANCE MEASURE OF CORRELATED VARIABLES IN POLYNOMIAL OUTPUT

为了解决一般工程问题中输出量为多项式情况下相关正态输入变量的贡献识别问题，以二次不含交叉项的多项输出量为例，利用多维相关正态分布及其条件分布的性质，解析地推导了相关正态输入变量对输出量总方差的独立贡献及相关贡献，采用算例验证了所推导的解析表达式的正确性．文中所推导的相关正态变量独立贡献和相关贡献的表达式可直接用于输出量为二次不含交叉项多项式或一次多项式情况下的输入变量贡献的识别，并且为其他新的算法提供了对照解，另外此方法亦可以推广至含交叉项的高阶多项式，解决更为复杂输出量情况下输入量的贡献识别问题．     

A general poisson approximation theorem

We study the rate of convergence in a limit theorem due to Kabanov-Liptser-Shiryayev. We show how the probabilities P(N _t= k) can be computed from the compensator, when it is deterministic.