Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

强混合样本下回归加权估计的一致渐近正态性

在强混合样本下,讨论固定设计回归模型的加权函数估计的一致渐近正态性,给出一致渐近正态性的收敛速度,这个速度接近n-1／6．     

响应变量随机缺失下的半参变系数模型的均值估计

在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计.首先利用完整个体估计模型中的参数与非参数部分,然后再用借补方法与加权借补方法估计响应变量的均值.最后求出了估计的渐近偏差与渐近方差,研究了所得到的估计的渐近性质,并进行模拟比较.     

DISSIPATIVE SCHEMES WITH PROPERTY OF INHERITING HOMOCLINIC ORBITS FOR 2N-DIMENSIONAL HAMILTONIAN SYSTEMS

1　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｉｓｐａｐｅｒｉｓｄｅｖｏｔｅｄｔｏｓｔｕｄｙｗｈａｔｋｉｎｄｏｆｄｉｓｃｒｅｔｅｓｃｈｅｍｅｓｏｆｔｈｅｆｏｌｌｏｗｉｎｇ 2ｎ ｄｉｍｅｎ ｓｉｏｎａｌＨａｍｉｌｔｏｎｉａｎｓｙｓｔｅｍｓｗｉｔｈｐａｒａｍｅｔｅｒｉｎｎｏｒｍａｌｆｏｒｍ ｕ=Ｊ2ｎ Ｈ ｕＴ,　　Ｈ =Ｈ(ｕ ,λ) ,(1 )ｗｈｅｒｅｕ∈Ｒ2ｎ,λ∈Ｒ ,Ｈ∈Ｃｋ+1(Ｒ2ｎ×Ｒ ,Ｒ) ,ｋ≥ 6,ａｎｄＪ2ｎ =0Ｉｎ-Ｉｎ 0 ,Ｉｎ:ｕｎｉｔｍａｔｒｉｘｏｆｏｒｄｅｒｎｈａｓｔｈｅｐｒｏｐｅｒｔｙｏｆｉｎｈｅｒｉｔｉｎｇｈｏｍ…     

一个组合分布模型及其参数估计

本文根据极值分布理论,提出了一个由原始分布和尾分布组成的组合分布模型,研究了组合分布模型中原始分布和尾分布的确定方法,建立了组合分布模型参数估计的加权最优化模型,实例计算说明,组合分布较好地反映了风险变量极值事件的风险。     

Precise lattice parameter measurements in CsCl-Br solid solutions between room temperature and 90°K by powder x-ray diffraction

Solid solutions of CsCl-Br in five different concentrations were prepared in sealed quartz tubes by heating the mixture to 1123°K for 6–8 hr and quenching to room temperature. X-ray diffractograms were taken at eight different temperatures between room temperature and 90°K for these solid solutions using the YPC50NM powder diffractometer and a continuous flow cryostat. The observed lattice parameters for each sample at each temperature obtained from the powder diffractograms were then extrapolated to give the true lattice parameters using the least square method with Nelson-Riley extrapolation scheme. The values of the true lattice parameters at each concentration and at each temperature were tabulated and the results discussed. It is shown that the lattice parameters vs temperature for some concentrations exhibit an anomalous behaviour. Contribution No. 691     

126Cs的高自旋态能级结构

利用融合蒸发反应¹¹⁶Cd(¹⁴N,4n)¹²⁶Cs布居了¹²⁶Cs的高自旋态.观测到了100多条新的γ跃迁和相应的能级,建立了双奇核¹²⁶Cs由9个转动带构成的能级纲图.尝试性地指定了大部分能级的自旋和宇称以及各转动带的Nilsson单粒子组态.极大地丰富了已有的实验结果.     

有限体积KFVS方法在二维溃坝中的应用

本文采用了基于KFVS格式的有限体积方法 (FVM)求解了控制水流运动的二维浅水方程 ,建立了二维水坝瞬间溃坝的洪水演进模型 .并应用此模型模拟了二维非对称溃坝和对称溃坝情形下坝左下角有障碍物时的洪水波演进过程 .模拟结果表明该数学模型对二维浅水运动的模拟很有效 .     

Researches of DC—Problem Under the Model S in which the Numbers of Defective Coins are not Fixed

In this paper,we research general Defective Cion Problem under the model S,i.e,the number d of Defective cions is not fixed. For d=O,1,or 2. we get some good results.     

A Sufficient Condition for Interolation by Functions in A~P(φ) (1

肖杰  赵大蕻 《数学季刊》1992,(4)