一种新的$1/f$过程小波模型

给出了一种新的二进小波1/f过程模型,从理论上证明了一类谱指数为H的近似1/f过程可通过一簇平稳随机过程产生.由于所提方法利用了1/f过程小波系数的相关性,因而有效地减少了合成1/f过程的谱误差.数值实验结果表明,新模型很好地改进了已有模型.     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

About Regularity of Collections of Sets

The paper continues investigations of stationarity and regularity properties of collections of sets in normed spaces. It contains a summary of different characterizations (both primal and dual) of regularity and a list of sufficient conditions for a collection of sets to be regular.     

INERTIAL MANIFOLDS FOR NONAUTONOMOUS SEMILINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS WITH TIME DELAYS

The present paper deals with the long-time behavior of a class of nonautonomous retarded semilinear parabolic differential equations. When the time delays are small enough and the spectral gap conditions hold, the inertial manifolds of the nonautonomous retard parabolic equations are constructed by using the Lyapunov-Perron method.     

Uniform convergence of Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity

In this article we prove uniform convergence estimates for the recently developed Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity. These multigrid methods are defined in terms of the “Galerkin approach,” where quadratic forms over coarse grids are constructed using the quadratic form on the finest grid and iterated coarse‐to‐fine intergrid transfer operators. Previously, uniform estimates were obtained for problems with full elliptic regularity, whereas these estimates are derived with less than full elliptic regularity here. Applications to the nonconforming P₁, rotated Q₁, and Wilson finite elements are analyzed. The result applies to the mixed method based on finite elements that are equivalent to these nonconforming elements. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 203–217, 2002; DOI 10.1002/num.10004     

Analysis of Spectral Reflectance Using Normalization Method from Endoscopic Spectroscopy System

Objective assessment of gastrointestinal mucosal color is extremely important in the endoscopic diagnosis of digestive tract disease. In this paper, we propose a method to clarify the spectral characteristics of gastric and colon cancer. A large number of spectral reflectance data of mucous membrane are measured by the endoscopic spectroscopy system (ESS) in the National Cancer Center Hospital East, Kashiwa, Japan and the Department of Internal Medicine, Self-Defense Force Center Hospital, Tokyo, Japan. We assume that early cancer appears primarily in the spectral data of short wavelength, because it is usually present in a superficial cell where short wavelength light is scattered more strongly than long wavelength light. To identify the features in the short wavelength components, the spectral reflectance was divided by the reflectance of a long wavelength. We investigated the possibility of distinguishing early cancer from normal spectral data through statistical analysis, employing the projection axis as the mean difference between them. Early cancer and normal spectral data were projected on the projection axis, and the Student’s T-test was applied to evaluate the mean of the distribution between these data.     

晶体中离子质量差异与激活离子光谱线热加宽和热位移

证明了基质晶体离子的质量差异对其中的激活离子光谱线的热加宽和热位移有贡献，对于单声子吸收或发射机制产生的热加宽和热位移而言，其贡献可以用一个乘积因子D^2表示，对于喇曼散射机制引起的热加宽，其贡献可以用乘积因子D^4表示，文中分别给出两种离子组成的晶体和三种离子组成的晶体的D的表示式。     

Resolvent estimates in W−1,p related to strongly coupled‐linear parabolic systems with coupled nonsmooth capacities

We investigate linear parabolic systems with coupled nonsmooth capacities and mixed boundary conditions. We prove generalized resolvent estimates in W^{?1, p} spaces. The method is an appropriate modification of a technique introduced by Agmon to obtain L^p estimates for resolvents of elliptic differential operators in the case of smooth boundary conditions. Moreover, we establish an existence and uniqueness result. Copyright © 2007 John Wiley & Sons, Ltd.     

Asymptotic analysis of elastic curved rods

We consider a sequence of curved rods which consist of isotropic material and which are clamped on the lower base or on both bases. We study the asymptotic behaviour of the stress tensor and displacement under the assumptions of linearized elasticity when the cross‐sectional diameter of the rods tends to zero and the body force is given in the particular form. The analysis covers the case of a non‐smooth limit line of centroids. We show how the body force and the choice of the approximating curved rods can affect the strong convergence and the limit form of the stress tensor for the curved rods clamped on both bases. Copyright © 2006 John Wiley & Sons, Ltd.