无波蕩器自由电子激光非线性分析

本文对低导引场无波荡器自由电子激光进行了非线性数值计算分析。结果表明,这种自由电子激光工作在毫米波段时,电子束在纵向及横向均有净动能交给信号波,具有很高的互作用效率(32％);而且,腔体长度较短,腔体直径较大,易于加工制作。     

关于极大η-单调映象的完全广义Fuzzy隐拟变分包含

本文介绍了一类关于极大,η-单调映象的完全广义拟变分包含问题,利用预解算子技巧研究了这类变分包含解的迭代算逼近,证明了解的存在性以及由算法生成的迭代序列的收敛性。     

Accurate ARL computation for EWMA-S<Superscript>2</Superscript> control charts

Originally, the exponentially weighted moving average (EWMA) control chart was developed for detecting changes in the process mean. The average run length (ARL) became the most popular performance measure for schemes with this objective. When monitoring the mean of independent and normally distributed observations the ARL can be determined with high precision. Nowadays, EWMA control charts are also used for monitoring the variance. Charts based on the sample variance S² are an appropriate choice. The usage of ARL evaluation techniques known from mean monitoring charts, however, is difficult. The most accurate method—solving a Fredholm integral equation with the Nyström method—fails due to an improper kernel in the case of chi-squared distributions. Here, we exploit the collocation method and the product Nyström method. These methods are compared to Markov chain based approaches. We see that collocation leads to higher accuracy than currently established methods.     

俄罗斯12年经济体制转轨的分析与思考

20世纪90年代初开始的俄罗斯向市场经济转轨,一直为世人所关注.12年来,俄罗斯走过了一段复杂的改革路程.本文在占有大量资料的基础上,对渐进式改革和激进式改革的成本和收益、俄罗斯选择激进式改革方案的原因、俄罗斯实施激进式改革方案的过程及其结果,以及普京上台后俄罗斯经济发展模式和经济政策的调整及其成效等问题进行系统的分析和论证,试图从中得出某些可资借鉴的经验和教训.     

A Distribution-Free Control Chart Based on Order Statistics

In this article, we introduce a new distribution-free Shewhart-type control chart that takes into account the location of a single order statistic of the test sample (such as the median) as well as the number of observations in that test sample that lie between the control limits. Exact formulae for the alarm rate, the run length distribution, and the average run length (ARL) are all derived. A key advantage of the chart is that, due to its nonparametric nature, the false alarm rate and in-control run length distribution are the same for all continuous process distributions, and so will be naturally robust. Tables are provided for the implementation of the chart for some typical ARL values and false alarm rates. The empirical study carried out reveals that the new chart is preferable from a robustness point of view in comparison to a classical Shewhart-type chart and also the nonparametric chart of Chakraborti et al. (2004 Chakraborti , S. , van der Laan , P. , van de Wiel , M. A. ( 2004 ). A class of distribution-free control charts . J. Roy. Statist. Soc. Ser. C-Appl. Statist. 53 ( 3 ): 443 – 462 .[Web of Science ®] , [Google Scholar]).     

Sliced inverse regression under linear constraints

We consider the semiparametric regression model introduced by Li (1991) and add to this model some linear constraints on the slope parameters. These constraints can be identifiability conditions or they may carry additional in¬formations on the slope parameters. Using a geometric argument, we develop a method to estimate the slope parameters. This link-free and distribution-free method splits in two steps: the first is a Sliced Inverse Regression (SIR); Canonical Analysis is used at the second step to transform the SIR estimates so that they satisfy the constraints. We establish yn-consistency and obtain the asymptotic distribution of the estimates.

This estimation method is applied to the general sample selection model which is very useful in Econometrics. A simulation study shows that the method performs well in the example considered.     

A note on Läuter-type robust design for polynomial regression models

In this paper, we consider the problem of model robust design for simultaneous parameter estimation among a class of polynomial regression models with degree up to k. A generalized D-optimality criterion, the Ψ_α‐optimality criterion, first introduced by Läuter (1974) is considered for this problem. By applying the theory of canonical moments and the technique of maximin principle, we derive a model robust optimal design in the sense of having highest minimum Ψ_α‐efficiency. Numerical comparison indicates that the proposed design has remarkable performance for parameter estimation in all of the considered rival models.     

A test statistic for weighted runs

A new test statistic based on runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic χ² test which ignores the ordering of observations and provides additional sensitivity to local deviations from expectations. The exact distribution of the statistic in the non-parametric case is derived and an algorithm to compute p-values is presented. The computational complexity of the algorithm is derived employing a novel identity for integer partitions.     

Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples

In this article, we investigate the strong consistency of conditional value-at-risk estimate for ? ?mixing samples under mild conditions. Moreover, the corresponding strong consistency rate is also obtained.