HILBERTIAN INVARIANCE PRINCIPLE FOR EMPIRICAL PROCESS ASSOCIATED WITH A MARKOV PROCESS

The authors establish the Hilbertian invariance principle for the empirical process of a stationary Markov process, by extending the forward-backward martingale decomposition of Lyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with general non-reversible Markov processes.     

Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

Diversification of shotgun process

Three protocols for shotgun process are put forth in which simultaneous multi-fold reactions occur exclusively to each other. The first one involves simple combination of selective and non-selective reactions. Even if the simple protocol fails to give rise to the high selectivity, satisfactory outcome can be achieved by kinetic control or adjustment of functional groups.     

A strong law of large numbers for generalized random sets from the viewpoint of empirical processes

In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.

     

Time-Reversed Dynamical Entropy and Irreversibility in Markovian Random Processes

A concept of time-reversed entropy per unit time is introduced in analogy with the entropy per unit time by Shannon, Kolmogorov, and Sinai. This time-reversed entropy per unit time characterizes the dynamical randomness of a stochastic process backward in time, while the standard entropy per unit time characterizes the dynamical randomness forward in time. The difference between the time-reversed and standard entropies per unit time is shown to give the entropy production of Markovian processes in nonequilibrium steady states.     

耦合双原子Jaynes-Cummings模型的腔场谱H

研究了处于激发态的两原子与高Q腔场相互作用单光子过程的腔场谱,给出了初始光场为光子数态、相干态、压缩真空态时的腔场谱数值计算结果,分析了原子间偶极-偶极相互作用强度gα对腔场谱结构的影响.发现真空场Rabi峰,当gα较弱时为4峰,gα较强时为3峰结构;弱场数态(n＞0)时为5峰,强场时为3峰结构.相干态和压缩真空态时,谱结构与光子数分布有关,一般为复杂的多峰结构.结果表明,gα对峰位峰高都有影响,破坏了谱结构的对称性,但这种影响只在真空场和弱场时才较明显.     

毫米波连续波雷达载波泄漏对消——理论分析与系统仿真

对限制连续波体制雷达系统作用距离的载波泄漏问题仔细地作了探讨，对各种连续波体制载波泄漏有源对消方法进行了理论分析，并针对毫米波宽带调频雷达实际泄漏信号的特点进行了对消环路的系统仿真。结果表明设计良好的对消系统能有效地抵消载波泄漏功率达３０￣６０ｄＢ，对进一步作实验研究提供了理论基础。     

Precise Asymptotics for Lévy Processes

Let {X（t）, t ≥ 0} be a Lévy process with EX（1） = 0 and EX^2（1） 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X（t）, t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables.     

Numerical analysis of a model of cure process for composites

We consider a composite material composed of fibres included in a resin which becomes solid when it is heated up (reaction of reticulation). The mathematical modelling of the cure process is given by a kinetic equation describing the evolution of the reaction of reticulation coupled with the heat equation. In this paper, we are interested in the computation of approximate solutions. We propose a family of discretized problems depending on two parameters (β₁, β₂) ε [0, 1]² which split the linear and non‐ linear terms in implicit and explicit parts. We prove the stability and convergence of the discretization for any (β₁, β₂) ε [½, 1 ] × [0, 1]. We present also some numerical results. Copyright © 2006 John Wiley & Sons, Ltd.     

Almost-sure path properties of fractional Brownian sheet

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated. In particular, the global and the local moduli of continuity of the sample functions are studied. These results give precise information about the continuity and the oscillation behavior of the sample functions.