On Gittins’ index theorem in continuous time

We give a new and comparably short proof of Gittins’ index theorem for dynamic allocation problems of the multi-armed bandit type in continuous time under minimal assumptions. This proof gives a complete characterization of optimal allocation strategies as those policies which follow the current leader among the Gittins indices while ensuring that a Gittins index is at an all-time low whenever the associated project is not worked on exclusively. The main tool is a representation property of Gittins index processes which allows us to show that these processes can be chosen to be pathwise lower semi-continuous from the right and quasi-lower semi-continuous from the left. Both regularity properties turn out to be crucial for our characterization and the construction of optimal allocation policies.     

Sol-gel preparation and optical properties of SiO2-Ta2O5 glass

Tantalum-doped silica glass was fabricated by the sol-gel process in order to obtain a glass with a high refractive index for optical use. A crack-free, clear glass rod was successfully prepared from a low-density gel and used as the core material for fabricating optical fibers. Transmission loss in the fabricated fibers was high, in the range of 10³-10⁴ dB/km, which may be caused by coloration due to the multivalency of tantalum; however, the loss was reduced by nearly one order of magnitude by heat treatment at 800 °C, that is, to 75 dB/km at a wavelength of 0.8 μm.     

一类广义Bent型S-Box的构造

S-box是密码理论与实践中十分重要的一种装置 ,它的密码性能由其分量函数所决定 .于是 ,选择适当的分量函数来构造 S-box就成了一个重要的研究课题 .在一定意义上 ,Bent函数是最优良的密码函数 .本文通过函数序列半群和置换群来构造其任何非零线性组合为 Bent函数与线性函数之和的函数组 ,从而可由 Bent函数构造出具有高度非线性度和其他良好性状的 S-box     

类氢类氦类锂镁离子双电子复合的旁观电子角动量研究

类氢类氦类锂镁离子经中间双激发态进行的双电子复合过程在研究惯性约束聚变电子温度中占有很重要的地位.用准相对论方法计算了双电子复合经不同Rydberg态跃迁通道的复合速率系数,并给出不同离化度离子的双电子复合速率系数随电子温度的变化规律.显示出离子的相关能对峰值的电子温度有很大影响,当类氢离子跃迁通道的旁观电子角动量为1时双电子复合系数最大,而类锂离子是旁观电子角动量为3时最大. 关键词： 双电子复合 镁离子 角动量     

A new trigonometric method of summation and its application to the degree of approximation

The object of the present investigation is to introduce a new trigonometric method of summation which is both regular and Fourier effective and determine its status with reference to other methods of summation (see §2-§4) and also give an application of this method to determine the degree of approximation in a new Banach space of functions conceived as a generalized Holder metric (see §5).     

Almost sure estimates for the concentration neighborhood of Sinai’s walk

We consider Sinai’s random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is bounded almost surely. We also get that i.o. the maximal distance between two favorite sites is bounded almost surely.     

The Discounted Limit Theorems

The large deviation theorems, exponential inequalities and a non-uniform estimate of the Berry–Esséen theorem in a discounted version are proved.Dedicated to Professor Vytautas Statulevičius on the occasion of his 75th birthday.     

Nonminimal sets,their projections and integral representations of stable processes

New criteria are provided for determining whether an integral representation of a stable process is minimal. These criteria are based on various nonminimal sets and their projections, and have several advantages over and shed light on already available criteria. In particular, they naturally lead from a nonminimal representation to the one which is minimal. Several known examples are considered to illustrate the main results. The general approach is also adapted to show that the so-called mixed moving averages have a minimal integral representation of the mixed moving average type.     

Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data

Lin and Zhang (J. Roy. Statist. Soc. Ser. B 61 (1999) 381) proposed the generalized additive mixed model (GAMM) as a framework for analysis of correlated data, where normally distributed random effects are used to account for correlation in the data, and proposed to use double penalized quasi-likelihood (DPQL) to estimate the nonparametric functions in the model and marginal likelihood to estimate the smoothing parameters and variance components simultaneously. However, the normal distributional assumption for the random effects may not be realistic in many applications, and it is unclear how violation of this assumption affects ensuing inferences for GAMMs. For a particular class of GAMMs, we propose a conditional estimation procedure built on a conditional likelihood for the response given a sufficient statistic for the random effect, treating the random effect as a nuisance parameter, which thus should be robust to its distribution. In extensive simulation studies, we assess performance of this estimator under a range of conditions and use it as a basis for comparison to DPQL to evaluate the impact of violation of the normality assumption. The procedure is illustrated with application to data from the Multicenter AIDS Cohort Study (MACS).