An inequality connecting entropy distance,Fisher Information and large deviations

In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large deviation rate functional. In addition to possessing various favourable properties, we show that this generalised Fisher Information converges to the classical Fisher Information in an appropriate limit. We then use this generalised Fisher Information and the aforementioned inequality to qualitatively study coarse-graining problems for jump processes on discrete spaces.     

猜想M(2k,k+1)=3k-1+[(k-1)/2]的反例

Brualdi与Jung在[1]中研究了一类具有固定线和k的n×n矩阵上的最大跳跃数M(n,k),并提出猜想M(2k, k + 1) = 3k - 1 + [(k-1)/2].本文给出了这一猜想的两个反例．     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Ergodic properties and thermodynamic behavior of elementary reversible cellular automata. I. Basic properties

This is the first part of a series devoted to the study of thermodynamic behavior of large dynamical systems with the use of a family of fully-discrete and conservative models named elementary reversible cellular automata (ERCAs). In this paper, basic properties such as conservation laws and phase space structure are investigated in preparation for the later studies. ERCAs are a family of one-dimensional reversible cellular automata having two Boolean variables on each site. Reflection and Boolean conjugation symmetries divide them into 88 equivalence classes. For each rule, additive conserved quantities written in a certain form are regarded as a kind of energy, if they exist. By the aid of the discreteness of the variables, every ERCA satisfies the Liouville theorem or the preservation of phase space volume. Thus, if an energy exists in the above sense, statistical mechanics of the model can formally be constructed. If a locally defined quantity is conserved, however, it prevents the realization of statistical mechanics. The existence of such a quantity is examined for each class and a number of rules which have at least one energy but no local conservation laws are selected as hopeful candidates for the realization of thermodynamic behavior. In addition, the phase space structure of ERCAs is analyzed by enumerating cycles exactly in the phase space for systems of comparatively small sizes. As a result, it is revealed that a finite ERCA is not ergodic, that is, a large number of orbits coexist on an energy surface. It is argued that this fact does not necessarily mean the failure of thermodynamic behavior on the basis of an analogy with the ergodic nature of infinite systems.     

一种pH敏感相分离高分子在免疫分析中的应用

将乙肝表面抗体与N-羟基琥珀酰亚胺丙烯酸酯反应，生成丙烯酰基抗体．丙烯酰基抗体与甲基丙烯酸、丙烯酰胺共聚，生成pH敏感的三元共聚物．三元共聚物溶解．沉淀的临界pH值为3．8．三元共聚物上的抗体能与表面抗原、酶标抗体形成夹心复合物．利用三元共聚物可逆的溶解．沉淀特性，能实现在均相条件下，进行免疫反应，在异相条件下，进行免疫复合物的分离．     

Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

A Bayesian analysis for the seismic data on Taiwan

A Bayesian approach is used to analyze the seismic events with magnitudes at least 4.7 on Taiwan. Following the idea proposed by Ogata (1988,Journal of the American Statistical Association,83, 9–27), an epidemic model for the process of occurrence times given the observed magnitude values is considered, incorporated with gamma prior distributions for the parameters in the model, while the hyper-parameters of the prior are essentially determined by the seismic data in an earlier period. Bayesian inference is made on the conditional intensity function via Markov chain Monte Carlo method. The results yield acceptable accuracies in predicting large earthquake events within short time periods.     

Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters

In this paper, the problem of stochastic stability for a class of time-delay Hopfield neural networks with Markovian jump parameters is investigated. The jumping parameters are modeled as a continuous-time, discrete-state Markov process. Without assuming the boundedness, monotonicity and differentiability of the activation functions, some results for delay-dependent stochastic stability criteria for the Markovian jumping Hopfield neural networks (MJDHNNs) with time-delay are developed. We establish that the sufficient conditions can be essentially solved in terms of linear matrix inequalities.     

The change of the superstructure of semicrystalline polymers during deformation: results from small-angle scattering with synchrotron radiation

The change of the superstructure of different polyethylenes during uniaxial deformation is investigated. The method used is small-angle scattering with synchrotron radiation. For branched polyethylene (Lupolen 1840D) the whole deformation range is analyzed. Beginning with superstructure of the lamellar cluster type, the superstructure partly disappears on a time scale of a few minutes and the fibrillar structure is built up. The degree of destruction and rebuilding depends on the drawing temperature. For very high molecular weight polyethylene (GUR) a reversible change of the superstructure at higher deformation ratios and at different temperatures is observed. The superstructure of (ethylene—hexene) copolymers (TIPELIN) at high draw ratios depends on the drawing temperature and is almost independent of the side group content. Interfibrillar microcracks parallel to the draw direction are produced in samples with a low side group content for draw ratios λ ≥ 1.5.     

Design of high-capacity,reversible polymeric adsorbents for acidic gases

Polyethyleneimine (PEIM) samples crosslinked by a commercial epoxy resin (Epon 828) were prepared, and their adsorption capacity for acidic gases was studied. The swelling and deswelling characteristics of the crosslinked samples were also examined as part of this program. Reactivation of these adsorbents could be carried out by heat, or by a combination of heat and treatment in dilute alkalies.