Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

Diversification of shotgun process

Three protocols for shotgun process are put forth in which simultaneous multi-fold reactions occur exclusively to each other. The first one involves simple combination of selective and non-selective reactions. Even if the simple protocol fails to give rise to the high selectivity, satisfactory outcome can be achieved by kinetic control or adjustment of functional groups.     

A strong law of large numbers for generalized random sets from the viewpoint of empirical processes

In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.

     

Precise Asymptotics for Lévy Processes

Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.     

Numerical analysis of a model of cure process for composites

We consider a composite material composed of fibres included in a resin which becomes solid when it is heated up (reaction of reticulation). The mathematical modelling of the cure process is given by a kinetic equation describing the evolution of the reaction of reticulation coupled with the heat equation. In this paper, we are interested in the computation of approximate solutions. We propose a family of discretized problems depending on two parameters (β₁, β₂) ε [0, 1]² which split the linear and non‐ linear terms in implicit and explicit parts. We prove the stability and convergence of the discretization for any (β₁, β₂) ε [½, 1 ] × [0, 1]. We present also some numerical results. Copyright © 2006 John Wiley & Sons, Ltd.     

Almost-sure path properties of fractional Brownian sheet

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated. In particular, the global and the local moduli of continuity of the sample functions are studied. These results give precise information about the continuity and the oscillation behavior of the sample functions.     

Short-range order and F ion diffusion inside the Pb1 − xAlxF2 + x solid solution Part II: Al NMR investigation and proposal of clustering process

A ²⁷Al nuclear magnetic resonance (NMR) investigation at room temperature of the Pb_{1 − x}Al_xF_{2 + x} (0 ≤ x ≤ 0.12) solid solution and of the ordered Pb₉Al₂F₂₄ phase is carried out. Two different types of aluminium ions are identified and their ratio is determined as a function of x. A clustering process based on the formation of column clusters, more and more extended when x increases, is proposed on the basis of results issued from the ¹⁹F (Part I) and ²⁷Al NMR investigations.     

Martingale property of empirical processes

It is shown that for a large collection of independent martingales, the martingale property is preserved on the empirical processes. Under the assumptions of independence and identical finite-dimensional distributions, it is proved that a large collection of stochastic processes are martingales essentially if and only if the empirical processes are also martingales. These two results have implications on the testability of the martingale property in scientific modeling. Extensions to submartingales and supermartingales are given.

     

AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex(LBk)<∞is proved.     

潜体在非均质流体中的平衡位置与平衡过程

以探空气球为例,讨论潜体在非均质流体中的平衡位置与平衡过程.