LocalH-theorem for a kinetic variational theory

A localH-theorem is derived for a recently proposed extension of Enskog kinetic theory to a dense model fluid composed of particles with interactions extending beyond a hard core.On leave from: Katedra Fizyki, Uniwersytetu Szczecinskiego, 70-451 Szczecin, Poland.     

Large deviations and the generalized processor sharing scheduling for a two-queue system

We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed communication networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

沪深股市相关结构分析研究

在金融市场风险分析中,对金融资产相关结构的讨论有着重要意义,从而引出对如何选取好的相关结构模型来捕捉金融资产间的相关变化规律的讨论。针对这一问题,我们用混合相关结构函数Copula对上海、深圳股票市场进行了相关分析研究,用极值分布刻画了每支股票的边缘分布,用两步估计法对Copula中的参数进行了估计。分析结果表明:混合Copula相关结构能够捕捉金融市场间相关性变化规律,比单个Copula相关结构更灵活,更能全面地反映市场间非对称变化的相关程度和模式,此方法还可以推广到对多种金融资产收益率进行相关性分析。     

一类非经典扩散方程整体解的存在唯一性及长时间行为

本文讨论非经典扩散方程第一初边值问题整体解的存在唯一性及长时间行为，建立了一系列新的结果，较好地改进许多已有的结论．     

一个组合分布模型及其参数估计

本文根据极值分布理论,提出了一个由原始分布和尾分布组成的组合分布模型,研究了组合分布模型中原始分布和尾分布的确定方法,建立了组合分布模型参数估计的加权最优化模型,实例计算说明,组合分布较好地反映了风险变量极值事件的风险。     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...     

罗氏沼虾幼苗体内一种极小病毒的序列测定与分析

从患罗氏沼虾幼苗肌肉白浊病的幼虾体内分离到两种病毒颗粒,诺达病毒(MrNV)和直径只有15nm的小病毒颗粒(extrasmallvirus,XSV),本文通过建立病毒cDNA文库获得XSV基因组的部分序列,在此基础上合成探针,用从病虾组织中提取的总PNA进行Northern杂交,结果表明XSV基因组至少包括两条RNA片段.利用不同的方法对XSV的两端序列进行克隆和测定,分别得到了872、831和662bp3个相互重叠的序列片段,这3个序列的阅读框编码一个相同的大小在17×103左右的蛋白.     

The velocity correlation function for the Lorentz gas

The results of variational solutions of the repeated ring and self-consistent repeated ring equations for the two-and three-dimensional overlapping Lorentz gas (LG), as formulated in a previous report, are presented. Calculations of the full velocity correlation function (VCF) for the 2D LG, including long-time tails, are compared with those from molecular dynamics. The trial functions chosen lead to predictions for the long-time tails that improve as the density of the scatterers is increased. At a value of 0.24 for* (= ², where is the density and the radius of scatterers), the self-consistent amplitudes of the long-time tail are within 40% of the molecular dynamics. A limited number of 3D results for the short-time behavior of the repeated ring VCF are presented. The 3D solutions agree with the molecular dynamics to within 10%.     

Dynamic structure factor in a random diffusion model

Let {X _t:0} denote random walk in the random waiting time model, i.e., simple random walk with jump ratew ^–1(X _t), where {w(x):x^d} is an i.i.d. random field. We show that (under some mild conditions) theintermediate scattering function F(q,t)=E ₀ (q^d) is completely monotonic int (E ₀ denotes double expectation w.r.t. walk and field). We also show that thedynamic structure factor S(q, w)=2 ₀ cos(t)F(q, t) exists for 0 and is strictly positive. Ind=1, 2 it diverges as 1/||^1/2, resp. –ln(||), in the limit 0; ind3 its limit value is strictly larger than expected from hydrodynamics. This and further results support the conclusion that the hydrodynamic region is limited to smallq and small such that ||D |q|², whereD is the diffusion constant.     

Diffusion in a one-dimensional gas of hard point particles

We simulate the classical diffusion of a particle of massM in an infinite one-dimensional system of hard point particles of massm in equilibrium. Each computer run corresponds to about 10⁸ collisions of the diffusive particle. We find that (t) 1/t fort large enough, and a crossover from an M m regime where=2 to=3 forM=m. The diffusion constant has a sharp maximum atM=m. We study moments x(t)² and x(t)⁴, and examine the behavior ofq ² (t)=x(t)⁴/3x(t)²². We find thatq(t)1 (consistent with a normal distribution) in theM limit (for all timest) and in the t limit for allM. On sabbatical leave from IVIC-Instituto Venezolano de Investigaciones Cientificas.