均匀分布U〔θ-1/2,θ+1/2〕中参数θ的四种估计量

给出均匀分布U〔θ-1/2,θ+1/2〕中θ的四种估计量,并分别比较了四种估计量的优劣性.     

关于二项分布、Poisson分布和几何分布的高阶矩的递推公式

给出了二项分布、Poisson分布和几何分布高阶矩的递推公式,避免了其它计算方法上的不便与误差.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Stochastic functional differential equations with infinite delay

The stability and boundedness of the solution for stochastic functional differential equation with finite delay have been studied by several authors, but there is almost no work on the stability of the solutions for stochastic functional differential equations with infinite delay. The main aim of this paper is to close this gap. We establish criteria of pth moment ψγ(t)-bounded for neutral stochastic functional differential equations with infinite delay and exponentially stable criteria for stochastic functional differential equations with infinite delay, and we also illustrate the result with an example.     

A Canonical Compatible Metric for Geometric Structures on Nilmanifolds

Let (N, γ) be a nilpotent Lie group endowed with an invariant geometric structure (cf. symplectic, complex, hypercomplex or any of their ‘almost’ versions). We define a left invariant Riemannian metric on N compatible with γ to be minimal, if it minimizes the norm of the invariant part of the Ricci tensor among all compatible metrics with the same scalar curvature. We prove that minimal metrics (if any) are unique up to isometry and scaling, they develop soliton solutions for the ‘invariant Ricci’ flow and are characterized as the critical points of a natural variational problem. The uniqueness allows us to distinguish two geometric structures with Riemannian data, giving rise to a great deal of invariants.Our approach proposes to vary Lie brackets rather than inner products; our tool is the moment map for the action of a reductive Lie group on the algebraic variety of all Lie algebras, which we show to coincide in this setting with the Ricci operator. This gives us the possibility to use strong results from geometric invariant theory.Communicated by: Nigel Hitchin (Oxford) Mathematics Subject Classifications (2000): Primary: 53D05, 53D55; Secondary: 22E25, 53D20, 14L24, 53C30.     

A procedure for measuring the flexibility of single wood-pulp fibres

A way of determining the flexibility of wood-pulp fibres is developed, which involves i) a precise measurement of the topology of single-fibres by using a confocal laser scanning microscope and ii) the measurement of the elastic modulus of the fibres by using a single-fibre fatigue cell. Reported in this paper are the initial results of tests carried out on black spruce fibres, which have been subjected to three different levels of mechanical refining energy, namely ∼1100, 2300, and 3500 kWh/t. It is found that the fibre flexibility rises significantly between the first and second energy levels, but it does not change to the same degree between the second and third ones. The described procedure of measuring the flexibility of fibres may be used to establish the appropriate refiner energy necessary for the production of a specific grade of paper. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 1, pp. 115–128, January–February, 2006.     

Brownian intersection local times: Exponential moments and law of large masses

Consider independent Brownian motions in , each running up to its first exit time from an open domain , and their intersection local time as a measure on . We give a sharp criterion for the finiteness of exponential moments,

where are nonnegative, bounded functions with compact support in . We also derive a law of large numbers for intersection local time conditioned to have large total mass.

     

Performance analysis of single stage kanban controlled production systems using parametric decomposition

We present a new approach that permits efficient performance analysis of kanban systems with general demand processes, material arrival processes, and service times. The approach is based on parametric characterization of the traffic processes (arrival and departure) in the network and uses two-moment approximations to estimate performance measures at individual stations. We derive traffic flow constraints that are particular to closed queuing networks with synchronization stations and use these to establish relationships between the parameters characterizing arrival and departure processes at the stations in the network. The resultant set of non-linear equations is solved to estimate network performance measures. Numerical studies show that the approach is not only fast but also reasonably accurate when compared to simulation. These studies also provide insights with respect to the impact of different types of variability on the performance of a kanban system. This work also provides a fundamental building block that can be used in the analysis of multi-stage kanban systems. AMS Subject Classifications 68M20, 60K20, 90B05, 90B30     

非负NOD随机变量序列的逆矩

仅在一阶矩有限的条件下获得了非负NOD随机变量序列正则和的逆矩的渐近逼近,特别得到了部分和的逆矩的渐近逼近.本文的结论推广了已有的结果.     

独立指数分布卷积的矩的计算

推导了∑from i=1 to s(λir)/(π j=1 j≠i to s (λi-λj))求和公式,从而解决了独立指数分布卷积的矩的计算.