GIRSANOV'S THEOREM ON ABSTRACT WIENER SPACES

ＧＩＲＳＡＮＯＶ’ＳＴＨＥＯＲＥＭＯＮＡＢＳＴＲＡＣＴＷＩＥＮＥＲＳＰＡＣＥＳＺＨＡＮＧＹＩＮＮＡＮＡｂｓｔｒａｃｔＬｅｔ（Ｅ，Ｈ，μ）ｂｅａｎａｂｓｔｒａｃｔＷｉｅｎｅｒｓｐａｃｅｉｎｔｈｅｓｅｎｓｅｏｆＬ．Ｇｒｏｓ．Ｉｔｉｓｐｒｏｖｅｄｔｈ...     

连续生产精品肝素钠的新工艺

本文首次报道连续生产精品肝素钠的新工艺。猪小肠粘膜的提取液在用离子交换树脂吸附之前,先经过氧化除杂蛋白和脱色过程,既提高了树脂对肝素钠的吸附率,同时也减轻提取液中杂质对树脂的竞争和毒害。肝素钠从树脂上被洗脱后,再连续地进行再氧化、除酸、碱性蛋白和核酸、酒精反复沉淀等工艺过程,生产出精品肝素钠,效价为156±5u/mg,得率为1.092±0.035亿单位/1000kg粘膜,本工艺具有较大的应用价值。     

贫困地区经济发展中主导产业的选择方法

拟定了贫困地区经济发展中主导产业选择的五条原则,并提出了选择主导产业的一种方法,即先通过列表评分法求出各产业的优势度,再利用层次分析法确定各产业在合理发展工业中所占的相对地位,最后将两种结果相互参照确定主导产业部门。     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

THE PRACTICE OF ACRYLIC SIROSPUN YARN ON THE SEMI WORSTED SPINNING FRAME

The technique of sirospun process is applied on a modified semi-worsted balloonless spinningframe to investigate the effect of spindle-speed,yarn-twist and strand-spacing on yarn properties.Yarn breaking strength,breaking extension,evenness and imperfection are examined on the basisof CCD experimental design.Yarn hairiness is particularly concerned,being found that all spinningparameters tested have significant effects on hairiness and that the minimum number of hairs oc-curs at the strand-spacing of 14.4 mm.Compared to conventional single spun yarn,experimentshave revealed the greatest advantage of using sirospun process is that all sirospun yarns have muchless hairiness.A new sirospun yarn fault,so called“loop”,has also been examined.The most likely cause forthis yarn fault is the strand-tension unbalance between the two strands when low tension spinningis applied.Further analysis and some initial tests have been carried out in the hope of overcomingthis loop fault which is an important obstacle to the application of balloonless spinning.     

Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

Investigation of Scale Exponents of Complete and Incomplete Aggregation-Annihilation Processes

The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained.     

SUN5500小型机MPI编程与蕴式并行计算的实现方法

基于SUN5500小型计算机并行开发环境，给出了消息传递模型和蕴式行模型的实现方法，通过实例分析了SUNMPI实际编程，并对选取不同模型有不同参数的运算时间进行了比较，结果表明，在SUN5500计算机上MPI模型和蕴式并行模型均能较大地提高运算速度，而且MPI在灵活性和并行程度方面更优。