Concentration inequalities for random fields via coupling

We present a new and simple approach to concentration inequalities in the context of dependent random processes and random fields. Our method is based on coupling and does not use information inequalities. In case one has a uniform control on the coupling, one obtains exponential concentration inequalities. If such a uniform control is no more possible, then one obtains polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, both at high and low temperatures and in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.      

随机截断下NA样本半参数回归模型中的相合估计

本文研究固定设计下的半参数回归模型在相应变量Yi因受到某种随机干扰而被右截断且截断分布已知时,利用所获的截断观察定义了参数β和回归函数g(·)的估计,并证明了它们均具有强相合性.     

随机环境中分枝过程的等价定理

给定了随机环境中分枝过程(BPRE)的精确定义,讨论了有关的可测性问题和BPRE的基本性质．在此基础上,证明了BPRE的一个等价定理．     

A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure

We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals.     

Error estimate for the approximation of nonlinear conservation laws on bounded domains by the finite volume method

In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.

     

二维随机激光器的模式选择及阈值与饱和特性

基于将Maxwell方程与四能级原子系统速率方程相结合而建立起随机激光时域理论，并利用有限时域差分法，研究了二维随机介质中激光模式的输出特性与介质尺寸、外形及抽运速率等参数的关系.结果表明，与传统激光模式相似，随机激光模式的强度随抽运速率的变化不仅具有阈值特性，而且具有饱和特性.基于模式特性对介质及抽运参数的依赖关系，提出了二维随机激光器的选模方式，在很大程度上不同于传统激光器的选模方式. 关键词： 随机激光器 模式选择 无序介质中的光学特性     

随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

万用表检测电容器方法分析及改进

本文从教学实验的实践出发,对使用万用表测量电容器容量的方法进行了分析,并对电路进行了一定改进。     

CDMA时变色散信道的两级盲辨识算法

本文通过对时变信道的扩展函数在时频域进行正则采样，得到了CDMA时变系统的离散正则模型。针对该模型提出了一种具有较低运算量的两级盲辨识算法。为避免两级算法产生的误差传播效应，文章将理想SIMO模型等效为加性噪声模型来处理。与基展开模型方法相比，该算法具有不需利用观测数据的高阶统计量估计展开基频率的优点。文章通过仿真验证了该算法是可行的。     

Convergence Rate of The Trust Region Method for Nonlinear Equations Under Local Error Bound Condition

In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The new method preserves the global convergence of the traditional trust region methods in which the trust region radius will be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic. Finally, some numerical results are given. This work is supported by Chinese NSFC grants 10401023 and 10371076, Research Grants for Young Teachers of Shanghai Jiao Tong University, and E-Institute of Computational Sciences of Shanghai Universities. An erratum to this article is available at .