密度函数垂直表示及在非均匀随机数生成中的应用

本文给出密度函数垂直表示法,以及利用该方法产生给定概率密度函数的随机向量的一般算法。     

阳极氧化法制备TiO2多孔薄膜

本文综述了制备TiO₂薄膜的各种方法,详细介绍了阳极氧化法制备TiO₂多孔膜的进展,在非含氟电解液体系中,对纯钛进行阳极氧化处理可制得表面呈无规则生长的多孔膜结构;在含氟电解液体系中,则可自组织形成高度有序的TiO₂纳米管阵列,并指出阳极氧化法是可在常温低压下进行、操作工艺简单、薄膜性能稳定、再现性好的一种最具工业化应用潜力的制备方法。     

测定概率疲劳长裂纹扩展门槛值的新方法

提出了合理测定随机疲劳长裂纹扩展门槛值的“局部概率Paris关系法”．揭示了常规法不能保证各试样门槛值数据处于相同扩展率水平,测定结果不尽合理的缺陷．以Paris-Erdogan方程描述门槛值附近局部试验数据,考虑数据分散性规律和试样数量两方面的影响,在应力强度因子服从对数正态分布下建立了包含存活概率和置信度的局部概率关系模型,以可接受临界扩展率对应概率因子为依据测定概率门槛值．LZ50钢车轴试验数据分析验证了方法的合理性和有效性．     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

Stochastic flows on a countable set: Convergence in distribution

Consider a sequenceF ₁,F ₂,... of i.i.d. random transformations from a countable setV toV. Such a sequence describes a discrete-time stochastic flow onV, in which the position at timen of a particle that started at sitex isM _n(x), whereM _n =F _n F _n–1 F ₁. We give conditions on the law ofF ₁ for the sequence (M _n) to be tight, and describe the possible limiting law. an example called the block charge model is introduced. The results can be formulated as a statement about the convergence in distribution of products of infinite-dimensional random stochastic matrices. In practical terms, they describe the possible equilibria for random motions of systems of particles on a countable set, without births or deaths, where each site may be occupied by any number of particles, and all particles at a particular site move together.     

GRCA(1)模型中误差方差自加权估计的渐近分布

考虑随机系数自回归模型Y_t =Φ_ty_t-1+ u_t,其中 Φ_t为随机系数,u_t为随机误差。在允许Φ_t与u_t相依以及Eu_t无穷的条件下,构造了误差方差的自加权估计,并证明了该估计的渐近正态性。最后通过数值模拟,说明 自加权估计的稳健和有效性。     

On fail‐safe systems under random shocks

In practical situations, systems often suffer shocks from external stressing environments, stressing the system at random. These random shocks may have non‐ignorable effects on the system's reliability. In this paper, we provide sufficient (and necessary) conditions on components' lifetimes and their surviving probabilities from random shocks for comparing the lifetimes of two fail‐safe systems by means of the usual stochastic, hazard rate, and likelihood ratio orderings. Numerical examples are presented to highlight these theoretical results as well.     

Kubilius-Type Sequences of Additive Functions

We consider conditions under which the distributions of sequences of integer-valued nonnegative strongly additive functions can be approximated by the distributions of sums of independent random variables.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 270–281, April–June, 2005.     

促进其线性频散特征另一种形式的Bousinesq方程

Ｂｏｕｓｉｎｅｓｑ方程能够用于模拟表面重力波传播过程中的折射、绕射、反射以及浅化，非线性作用等现象．用不同垂直积分方法所得到的二维Ｂｏｕｓｓｉｎｅｓｑ方程形式具有不同的线性频散特征．采用两个不同的水深层的水平速度变量组合，推导出一个新形式的Ｂｏｕｓｉｎｅｓｑ方程．通过对其参数的设置可得到精确的线性频散解Ｐａｄｅ近似４阶精度．其适用范围已由原来的浅水，向深水拓进．相速误差小于２％，其拓展适用范围可达到０８个波长水深．应用所得到的新型Ｂｏｕｓｉｎｅｓｑ方程，采用有限差分法，对经典工况进行了数值模拟，其计算结果表明，计算值与物模实验值吻合较好．这说明本文新形式的Ｂｏｕｓｓｉｎｅｓｑ方程对变水深非线性效应所产生的能量频散有着较为精确的描述     

DISTRIBUTION OF RANDOM ELEMENTS SUBJECTED TO A FLEXIBLE BOUNDARY CONDITION

The probability distribution function of n random elements subjected to the flexible boundary condition is derived. The probability density is a descending curve and converges to a delta function as n tends to infinity. The distribution of the minimum value is discussed in context of ordered statistics.