Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

One-Dimensional Poisson Growth Models With Random and Asymmetric Growth

Suppose there is a Poisson process of points X _i on the line. Starting at time zero, a grain begins to grow from each point X _i , growing at rate A _i to the left and rate B _i to the right, with the pairs (A _i , B _i ) being i.i.d. A grain stops growing as soon as it touches another grain. When all growth stops, the line consists of covered intervals (made up of contiguous grains) separated by gaps. We show (i) a fraction 1/e of the line remains uncovered, (ii) the fraction of covered intervals which contain exactly k grains is (k–1)/k!, (iii) the length of a covered interval containing k grains has a gamma(k–1) distribution, (iv) the distribution of the grain sizes depends only on the distribution of the total growth rate A _i +B _i , and other results. Similar theorems are obtained for growth processes on a circle; in this case we need only assume the pairs (A _i , B _i ) are exchangeable. These results extend those of Daley, et al. (2000) who studied the case where A _i =B _i =1. Simulation results are given to illustrate the various theorems.     

Some Invariance Principles for Random Vectors in the Generalized Domain of Attraction of the Multivariate Normal Law

For independent identically distributed random vectors belonging to the generalized Domain of Attraction of the multivariate normal law, we define two partial sum processes analogous to that of Donsker's Theorem. We prove that each converges in distribution to a Brownian Motion in the space of continuous functions. One process uses nonrandom operator normalization, and the other is a studentization of the first, using normalization by the empirical covariance operator.     

A note about the Gaussian property of the Brownian bridge

The Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen-Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included.     

动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Optimal inspection and perfect repair

Models are developed for decision making about monitoring andmaintenance of systems whose performance through time is describedby a general stochastic process. The system is monitored andpreventive and corrective maintenance actions are carried outin response to the observed system state. The decision processis simplified by using the maximum process as a decision variable.The models developed generalize age replacement models and othersimple maintenance strategies. The approach can deal with failuresthat prevent the system functioning further, and also failuresthat are defined by regulation or economic considerations. Attentionis restricted to perfect repair and inspection, but the structureprovides the framework for further developments.     

Mechanism of Interaction of γ-Halogenated Salts of Pyrylium and Benzopyrylium with Aromatic Amines

Stoichiometry and kinetics of reactions of 2,6-diphenyl-4-chloropyrylium, 4-chloroflavylium, 4-bromoflavylium, and 4-iodoflavylium perchlorates with nucleophiles N,N-dimethylaniline and n-phenylenediamine are studied using cyclic voltammetry and spectroscopy. Nucleophilic substitution in these compounds proceeds via the formation of a charge-transfer complex, which converts into a radical ion pair as a result of the electron transfer. Heterolytic clevage of the C–Hal bond occurs at the stage of pyranyl (flavanyl) radical.     

气相色谱仪的技术指标测算方法

通过对气相色谱各项技术指标及意义的介绍，使应用者娴熟地掌握气相色谱的各项技术指标和测算方法，正确的表达分析检测结果。