两指标双F统计过程控制图

当产品质量指标服从二元正态分时,可用T2控制图与Λ控制图联合判断产品生产的过程是否处于受控状态。本文利用T2统计量与F统计量、Λ统计量与F统计量之间的关系,得到了两指标情形下两类基于F分布统计量的统计过程控制图,简称双F统计过程控制图,并给出了控制图应用实例。     

An Implicit Iteration Process with Errors for a Finite Family of r-strictly Asymptotically Pseudocontractive Mappings

In this paper,we will establish several strong convergence theorems for the approximation ofcommon fixed points of r-strictly asymptotically pseudocontractive mappings in uniformly convex Banachspaces using the modiied implicit iteration sequence with errors,and prove the necessary and sufficient conditionsfor the convergence of the sequence.Our results generalize,extend and improve the recent work,in thistopic.     

Trace Extensions,Determinant Bundles,and Gauge Group Cocycles

We study the geometry of determinant line bundles associated with Dirac operators on compact odd-dimensional manifolds. Physically, these arise as (local) vacuum line bundles in quantum gauge theory. We give a simplified derivation of the commutator anomaly formula using a construction based on noncyclic trace extensions and associated nonmultiplicative renormalized determinants.     

提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

阴极还原处理对多孔硅发光性能的影响

对经过阴极还原处理后的多孔硅样片进行了光致发光测试和稳定性测试.实验结果表明这种处理能明显改善多孔硅的发光稳定性,使其表面结构更加稳定.利用原子力显微镜对不同还原时间的多孔硅微结构及形貌进行了比较,在一定范围内随着还原时间的增长多孔硅表面粗糙度增大,PL谱增强.     

Speedup estimates for some variants of the parallel implementations of the branch-and-bound method

The efficiency of parallel implementations of the branch-and-bound method in discrete optimization problems is considered. A theoretical analysis and comparison of two parallel implementations of this method is performed. A mathematical model of the computation process is constructed and used to obtain estimates of the maximum possible speedup. Examples of problems in which none of these two parallel implementations can speed up the computations are considered.     

Jensen’s Inequality for Backward Stochastic Differential Equations

Abstract Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9]. *Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University of Mining and Technology.