A Functional LIL for Stochastic Integrals and the Lévy Area Process

A functional law of the iterated logarithm is obtained for processes given by certain stochastic integrals. This extends earlier results by Shi⁽¹²⁾ and Rémillard⁽¹⁰⁾ who established analogues of the classical limit results of Chung⁽⁴⁾ for a variety of processes, including Lévys stochastic area process. The functional aspects of our results are motivated by a paper of Wichura⁽¹³⁾ on Brownian motion. Proofs depend on small ball probability estimates, and yield the small ball probabilities of the weighted sup-norm for the processes given by these stochastic integrals.     

Dynamic properties of the Monte Carlo method in statistical mechanics

By means of the Monte Carlo sampling technique the equilibrium thermodynamics of fluids and magnets can be calculated numerically. We show that the questions of convergence and accuracy of this method can be understood in terms of the dynamics of the appropriate stochastic model. Also, we discuss to what extent various choices of transition probabilities lead to different dynamic properties of the system. As examples of applications, we consider Ising and Heisenberg spin systems. The numerical results about the dynamic correlation functions are compared to simple approximations taken from the theory of the kinetic Ising model.     

Objectification problem,CHSH inequalities for a system of two spin-1/2 particles

The weak objectification and Bell/CHSH inequalities are studied for a particular type of set of states of two spin-1/2 particles. The restriction on interference term which allows Bell/CHSH inequalities to be satisfied are found out.     

聚吡咯-钛酸钡复合材料的制备和吸波性能

通过化学氧化法在乳液聚合体系中合成了聚吡咯. 然后以脱脂棉作为模板使用溶胶-凝胶法合成了钛酸钡微带. 以合成的两种材料作为基体相按不同的比例制备了聚吡咯-钛酸钡复合材料. 复合材料的结构形貌和性能通过红外、X射线衍射、扫描电镜以及网络分析仪检测. 使用PNA3629D网络分析仪测定复合材料在S和C波段的复数介电常数和微波损耗. 研究了钛酸钡和聚吡咯的质量比对复合材料吸波性能的影响. 提出了聚吡咯-钛酸钡复合材料的吸波机理.     

Asymptotic compactness and absorbing sets for 2D stochastic Navier-Stokes equations on some unbounded domains

We introduce a notion of an asymptotically compact (AC) random dynamical system (RDS). We prove that for an AC RDS the -limit set of any bounded set is nonempty, compact, strictly invariant and attracts the set . We establish that the D Navier Stokes Equations (NSEs) in a domain satisfying the Poincaré inequality perturbed by an additive irregular noise generate an AC RDS in the energy space . As a consequence we deduce existence of an invariant measure for such NSEs. Our study generalizes on the one hand the earlier results by Flandoli-Crauel (1994) and Schmalfuss (1992) obtained in the case of bounded domains and regular noise, and on the other hand the results by Rosa (1998) for the deterministic NSEs.

     

Exponential Attractor for a Nonlinear Boussinesq Equation

This paper is devoted to prove the existence of an exponential attractor for the semiflow generated by a nonlinear Boussinesq equation. We formulate the Boussinesq equation as an abstract equation in the Hilbert space H0^2（0, 1） × L^2（0, 1）. The main step in this research is to show that there exists an absorbing set for the solution semiflow in the Hilbert space H0^3（0, 1） × H0^1（0, 1）.     

Real and spurious contributions for the Shannon, Rényi and Tsallis entropies

A two-parameter probability distribution is constructed by dilatation (or contraction) of the escort probability distribution. This transformation involves a physical probability distribution P associated with the system under study and an almost arbitrary reference probability distribution P^′. In contrast to the Shannon and Rényi entropies, the Tsallis entropy does not decompose as the sum of the physical contribution due to P and the reference or spurious part owing to P^′. For solving this problem, a slight modification to the relation between Tsallis and Rényi entropies must be introduced. The procedure in this paper gives rise to a nonconventional one-parameter Shannon entropy and to two-parameter Rényi and Tsallis entropies associated with P. It also contributes to clarify the meaning and role of the escort probabilities set.     

Exact asymptotics in eigenproblems for fractional Brownian covariance operators

Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases. In this paper we set up a framework for the spectral analysis of the fractional type covariance operators, corresponding to an important family of processes, which includes the fractional Brownian motion and its noise. We obtain accurate asymptotic approximations for the eigenvalues and the eigenfunctions. Our results provide a key to several problems, whose solution is long known in the standard Brownian case, but was missing in the more general fractional setting. This includes computation of the exact limits of $L^2$-small ball probabilities and asymptotic analysis of singularly perturbed integral equations, arising in mathematical physics and applied probability.     

Exponential attractor for Hindmarsh-Rose equations in neurodynamics

The existence of exponential attractor for the diffusive Hindmarsh-Rose equations on a three-dimensional bounded domain in the study of neurodynamics is proved through uniform estimates and a new theorem on the squeezing property of the abstract reaction-diffusion equation established in this paper. This result on the exponential attractor infers that the global attractor whose existence has been proved in [22] for the diffusive Hindmarsh-Rose semiflow has a finite fractal dimension.     

Powered partial least squares discriminant analysis

From the fundamental parts of PLS‐DA, Fisher's canonical discriminant analysis (FCDA) and Powered PLS (PPLS), we develop the concept of powered PLS for classification problems (PPLS‐DA). By taking advantage of a sequence of data reducing linear transformations (consistent with the computation of ordinary PLS‐DA components), PPLS‐DA computes each component from the transformed data by maximization of a parameterized Rayleigh quotient associated with FCDA. Models found by the powered PLS methodology can contribute to reveal the relevance of particular predictors and often requires fewer and simpler components than their ordinary PLS counterparts. From the possibility of imposing restrictions on the powers available for optimization we obtain an explorative approach to predictive modeling not available to the traditional PLS methods. Copyright © 2008 John Wiley & Sons, Ltd.