双参数变形玻色湮没算符高次幂的本征态及其量子统计性质

本文构造了双参数变形玻色湮没算符高次幂a^'k(k≥3)的k个正交归一木征态的数学结构,发现它们能构成一个完备的Hilbert空间,并且讨论了它们的量子统计性质.     

A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS

In this paper,we consider a general form of the increments for a two-parameter Wiener process.Both the Csorgo-Revesz‘s increments and a class of the lag increments are the special cases of this general form of increments.Our results imply the theorem that have been given by Csorgo and Revesz(1978),and some of their conditions are removed.     

Sequential estimation of a parameter of an exponential distribution

We consider the problem of minimum risk point estimation for the parameter =a+b of the exponential distribution with unknown location parameter and scale parameter when the loss function is squared error plus linear cost. In this paper, we propose a sequential estimator of and show that the associated risk is asymptotically one cost less than that given by Ghosh and Mukhopadhyay (1989,South African Statist. J.,23, 251–268).     

-symmetry for (r,s)-hypergeometric series

Contiguous operators for a two-parameter analogue of hypergeometric series are constructed. These represent a two-parameter quantum enveloping algebra introduced by Takeuchi.     

二参数有限随机事件流

本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Ｍａｒｋｏｖ性。     

利用双参变形自旋相干态计算量子代数SU(2)q,s的Clebsch-Gordan系数

利用量子代数SU(2)_q,s的双参数变形自旋相干态,通过引入量子代数SU(2)_q,s的不可约表示张量积空间的Bargmann表示,导出了这一表示中不可约表示基底、双参数变形自旋相干态以及算符的表达式.最后导出了量子代数SU(2)_q,s在双参数变形自旋相干态下的Clebsch－Gordan系数.     

Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity

In this paper, the design-oriented two-stage and data-analysis one-stage multiple comparison procedures for successive comparisons of exponential location parameters under heteroscedasticity are proposed. One-sided and two-sided simultaneous confidence intervals are also given. We also extend these simultaneous confidence intervals for successive differences to a larger class of contrasts of the location parameters. Upper limits of critical values are obtained using the recent techniques given in Lam [Lam, K., 1987. Subset selection of normal populations under heteroscedasticity. In: Proceedings of the Second International Advanced Seminar/Workshop on Inference Procedures Associated with Statistical Ranking and Selection, Sydney, Australia; Lam, K., 1988. An improved two-stage selection procedure. Communications in Statistics Simulation and Computation. 17 (3), 995-1006]. These approximate critical values are shown to have better results than the approximate critical values using the Bonferroni inequality developed in this paper. Finally, the application of the proposed procedures is illustrated with an example.     

两指标点过程的停止及σ-域

本文给出两指标点过程的跳线刻划、停止方法,论述了跳线的可测性及点过程有关的σ-域的结构和特征。     

Collision problems of random walks in two-dimensional time

The collision problems of two-parameter random walks are studied. That is, some criteria have been established in terms of the characteristic functions of two or more mutually independent random walks in order to determine if they meet infinitly often in certain restricted time sets.     

On polygonal approximation of brownian motion in stochastic integral

For Brownian motion B denote by B^δ its polygonal approximation corresponding to a partition δ of [0,1]. It is proved that if E(f¹|X_t|^p dt<∞ for some p>2 then converges to in mean as the mesh |Δ|→0 provided the symmetric (Stratonovich) stochastic integral is determined (in the sense given in [4])