关于分布函数极大值位置的讨论

将关于某个变量的连续分布函数进行变数变换,除非新老变数为线性关系,否则变换前后的分布函数的极大值之间的关系一般会不同于新老变数之间的关系。     

Ageing of AgCl/Cd nuclear track detectors monitored by luminescence spectroscopy

Abstract

Solid-state nuclear track detectors, made of Cd doped AgCl crystals, are commonly prepared by rolling into the form of thin foils. Subsequent long-term relaxation is however needed to obtain good quality tracks. The present communication shows for the first time that this detector “ageing” is reflected in lowtemperature (77 K) luminescence spectra. Maximum of the emission band shows a slow (lasting for ～ 100 hours) blue shift, the magnitude of which (as much as 25 nm) depends on the compression ratio caused by the rolling. The shift is believed to be due to the rearrangement of Cd⁺⁺ ions around freshly introduced dislocations. This finding opens the possibility of monitoring non-destructively the process of detector ageing and to determine the minimum time required for saturation.     

Important unanswered questions—1970

This paper was given as the opening address at the 1970 Albany International Conference on Radiation Effects in Semiconductors, and it attempts to establish a general overview of the field by concentrating on recent research developments and important unanswered questions. The continuing importance of impurity-defect interactions, of microscopic defect identification, and of the necessity for more theoretical calculations are emphasized. The rapid development of the field of ion implantation and its close relationship with radiation effects studies are pointed out. It is predicted that research in compound semiconductors will increase rapidly with close beneficial interaction with ion implantation studies.     

A Monte Carlo method for an objective Bayesian procedure

This paper describes a method for an objective selection of the optimal prior distribution, or for adjusting its hyper-parameter, among the competing priors for a variety of Bayesian models. In order to implement this method, the integration of very high dimensional functions is required to get the normalizing constants of the posterior and even of the prior distribution. The logarithm of the high dimensional integral is reduced to the one-dimensional integration of a cerain function with respect to the scalar parameter over the range of the unit interval. Having decided the prior, the Bayes estimate or the posterior mean is used mainly here in addition to the posterior mode. All of these are based on the simulation of Gibbs distributions such as Metropolis' Monte Carlo algorithm. The improvement of the integration's accuracy is substantial in comparison with the conventional crude Monte Carlo integration. In the present method, we have essentially no practical restrictions in modeling the prior and the likelihood. Illustrative artificial data of the lattice system are given to show the practicability of the present procedure.     

Information amount and higher-order efficiency in estimation

By means of second-order asymptotic approximation, the paper clarifies the relationship between the Fisher information of first-order asymptotically efficient estimators and their decision-theoretic performance. It shows that if the estimators are modified so that they have the same asymptotic bias, the information amount can be connected with the risk based on convex loss functions in such a way that the greater information loss of an estimator implies its greater risk. The information loss of the maximum likelihood estimator is shown to be minimal in a general set-up. A multinomial model is used for illustration.     

Combined Elapsed Time and Matrix-Analytic Method for the Discrete Time GI/G/1 and GI X /G/1 Systems

In this paper, we show that the discrete GI/G/1 system can be easily analysed as a QBD process with infinite blocks by using the elapsed time approach in conjunction with the Matrix-geometric approach. The positive recurrence of the resulting Markov chain is more easily established when compared with the remaining time approach. The G-measure associated with this Markov chain has a special structure which is usefully exploited. Most importantly, we show that this approach can be extended to the analysis of the GI ^X /G/1 system. We also obtain the distributions of the queue length, busy period and waiting times under the FIFO rule. Exact results, based on computational approach, are obtained for the cases of input parameters with finite support – these situations are more commonly encountered in practical problems.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

An Incremental Algorithm for the Maximum Flow Problem

An incremental algorithm may yield an enormous computational time saving to solve a network flow problem. It updates the solution to an instance of a problem for a unit change in the input. In this paper we have proposed an efficient incremental implementation of maximum flow problem after inserting an edge in the network G. The algorithm has the time complexity of O((n)² m), where n is the number of affected vertices and m is the number of edges in the network. We have also discussed the incremental algorithm for deletion of an edge in the network G.     

GI／G／1排队系统的队长和等待时间的瞬时分布

本是[1，2]的继续,在本中利用马氏骨架过程给出了GI／G／1排队系统的队长的瞬时分布的另一新的计算方法和等待时间的计算方法。     

Size ramsey numbers of stars versus 4‐chromatic graphs

We investigate the asymptotics of the size Ramsey number î(K_1,nF), where K_1,n is the n‐star and F is a fixed graph. The author 11 has recently proved that r?(K_1,n,F)=(1+o(1))n² for any F with chromatic number χ(F)=3. Here we show that r?(K_1,n,F)≤ n²+o(n²), if χ (F) ≥ 4 and conjecture that this is sharp. We prove the case χ(F)=4 of the conjecture, that is, that r?(K_1,n,F)=(4+o(1))n² for any 4‐chromatic graph F. Also, some general lower bounds are obtained. © 2003 Wiley Periodicals, Inc. J Graph Theory 42: 220–233, 2003