Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs

The paper presents a convergence proof for a broad class of sampling algorithms for multistage stochastic linear programs in which the uncertain parameters occur only in the constraint right-hand sides. This class includes SDDP, AND, ReSa, and CUPPS. We show that, under some independence assumptions on the sampling procedure, the algorithms converge with probability 1.The first author acknowledges support by the Swiss National Science Foundation. The second author acknowledges support by NZPGST Grant UOAX0203. The authors are grateful to the anonymous referees for comments improving the exposition of this paper.     

抽样调查的设计与分析(Ⅰ)

本文讨论抽样调查实践中有关设计和数据分析的若干问题．第一部分主要涉及设计问题．     

Optimization approach to the design of frequency sampling filters

Many digital signal processing applications require linear phase filtering. For applications that require narrow-band linear phase filtering, frequency sampling filters can implement linear phase filters more efficiently than the commonly used direct convolution filter. In this paper, a technique is developed for designing linear phase frequency sampling filters. A frequency sampling filter approximates a desired frequency response by interpolating a frequency response through a set of frequency samples taken from the desired frequency response. Although the frequency response of a frequency sampling filter passes through the frequency samples, the frequency response may not be well behaved between the specific samples. Linear programming is commonly used to control the interpolation errors between frequency samples. The design method developed in this paper controls the interpolation errors between frequency samples by minimizing the mean square error between the desired and actual frequency responses in the stopband and passband. This design method describes the frequency sampling filter design problem as a constrained optimization problem which is solved using the Lagrange multiplier optimization method. This results in a set of linear equations which when solved determine the filter's coefficients.This work was partially funded by The National Supercomputing Center for Energy and the Environment, University of Nevada Las Vegas, Las Vegas, Nevada and by NSF Grant MIP-9200581.     

对不同洁净室测试规范中条文差异的探讨

本文根据有关国家标准和行业标准，结合工程测试实践，对洁净室洁净度测定中必要测点数及每个测点的必要采样次数等问题进行探讨。     

光场二阶相干函数的实验研究

从理论和实验上给出研究光场二阶相干函数的新方法，并能够应用皮秒或亚皮秒范围的超快现象测量中。     

显示器电磁泄漏信息的接收和重现

计算机电磁泄漏信息的接收和重现对信息侦收和安全传输都具有重要意义。显示器上的信息是有用信息的最直接体现 ,而且很容易通过电磁辐射产生泄漏。通过无线接收显示器的电磁辐射信息并经过数据采集卡输入到计算机 ,实现了原始信息的还原处理。该系统适用面广 ,方便灵活 ,运行结果证明该方法是切实可行的。     

Interior-point methods for nonlinear complementarity problems

We present a potential reduction interior-point algorithm for monotone nonlinear complementarity problems. At each iteration, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. For problems satisfying a scaled Lipschitz condition, this requirement is satisfied by the approximate solution obtained by applying one Newton step to that nonlinear system. We discuss the global and local convergence rates of the algorithm, convergence toward a maximal complementarity solution, a criterion for switching from the interior-point algorithm to a pure Newton method, and the complexity of the resulting hybrid algorithm.This research was supported in part by NSF Grant DDM-89-22636.The authors would like to thank Rongqin Sheng and three anonymous referees for their comments leading to a better presentation of the results.     

Stochastic Programming with Equilibrium Constraints

In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems     

电磁散射问题手性障碍边界重构的线性探测法的理论分析

In this paper,we consider the inverse scattering by chiral obstacle inelectromagnetic fields,and prove that the linear sampling method is also effective todetermine the support of a chiral obstacle from the noisy far field data.