Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.     

INTERSECTION OF PRIME SUBMODULES AND DIMENSION OF MODULES

The aim of this paper is to study the conditions by which a P-prime submodule can be expressed as a finite intersection or union of P-prime submodules. Also corresponding to dimension and rank of modules, some equivalent conditions for a ring to be a Dedekind domain are given.     

Weak Multiplication Modules

In this paper we characterize weak multiplication modules.     

On rank-perfect subclasses of near-bipartite graphs

Shepherd95 proved that the stable set polytopes of near-bipartite graphs are given by constraints associated with the complete join of antiwebs only. For antiwebs, the facet set reduces to rank constraints associated with single antiwebs by Wagler2004. We extend this result to a larger graph class, the complements of fuzzy circular interval graphs, recently introduced in ChudnovskySeymour2004. Received: November 2004 / Revised version: June 2005     

层次分析中广义最小偏差法的性质

广义最小偏差法（GLDM）是层次分析中一种重要的排序方法．本文讨论了广义最小偏差法的性质和灵敏度分析问题．     

Rank, term rank, and chromatic number

Let G be a graph with a nonempty edge set, and with rank rk(G), term rank Rk(G), and chromatic number χ(G). We characterize Rk(G) as being the maximum number of colors in certain proper colorings of G. In particular, we observe that χ(G)Rk(G), with equality holding if and only if (besides isolated vertices) G is either complete or a star. For a twin-free graph G, we observe the bound and we show that this bound is sharp.     

Ultrasonic evaluation of anisotropic damage in multiaxially textile-reinforced thermoplastic composites made from hybrid yarns

The basic damage and failure models of multiaxially reinforced composites with a thermoplastic matrix are presented and verified. Within the framework of continuum damage mechanics, a phenomenological model is introduced, where the damage is defined as a change in the elasticity tensor. For damage identification, a specific ultrasonic device was developed. A combination of an immersion set-up and a contact coupling device formed a system for an efficient determination of stiffness-tensor components from convenient sets of velocity measurements. Linked to a tensile machine, it allowed us to measure the anisotropic damage of the new materials group caused by tensile loading. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 2, pp. 221–234, March–April, 2006.     

Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for diagnostic checking. Simulation studies on the size and power of the test statistics are reported. The application of the tests is illustrated by an example using the S & P 500 and Sydney All Ordinary Indexes.     

矩阵特征值的几个不等式

研究矩阵特征值的上、下界以及特征值的实部、虚部的不等式 ,给出了特征值一些新的上界和下界     

求解非线性规划问题的光滑路径跟踪方法

通过对非线性规划问题的K-T点的光滑路径跟踪方法研究，得出一种针对于既有不等式约束条件又有等式约束条件的优化问题光滑路径跟踪方法，证明了光滑跟踪路径的存在性。