英汉虚构位移结构分析

虚构位移表达是对静态场景的一种动态表征形式。在虚构位移结构中,位移词用来描述并不发生实际运动的静态实体,在语言表层凸显静态实体的某种物理运动。利用Langacker认知语法中的射体(trajector)、路标(landm ark)来分析虚构位移的语言结构特点,可以发现隐现在语言结构中的观察者或其视线发生了位移,其中观察者采用顺序扫描来建构语义内容。     

右Brown运动的若干性质

给出了右Ｂｒｏｗｎ 运动的首中点及首中时的分布，并证明了右Ｂｒｏｗｎ 运动是暂留的     

分段线性-非线性振动机械周期运动关于ω的分叉

利用点映射－胞映射法（简称ＰＣＭＡＳ）分析了分段线性－非线性振动机械的周期运动关于激振角频率ω的分叉情况，同时对Ｐ－２运动的稳定性进行了深入的研究，所得结论对于设计这类机械的指导意义。     

罚球肌肉运动感觉的心理训练

论述了罚球时肌肉运动感觉的训练方法,指出在训练中应要求运动员注重投篮时注意力的指向和集中,投篮成功后立刻进行对技术要领和动作的追忆,把投篮时的运动表象内化为形象思维.     

The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials

We present results on the second order behavior and the expected maximal increments of Lamperti transforms of self-similar Gaussian processes and their exponentials. The Ornstein Uhlenbeck processes driven by fractional Brownian motion (fBM) and its exponentials have been recently studied in Ref.^{[ 20} Matsui , M. ; Shieh , N.-R. On the exponentials of fractional Ornstein-Uhlenbeck processes . Electron. J. Probab. 2009 , 14 , 594 – 611 .[Crossref], [Web of Science ®] , [Google Scholar] ^] and Ref.^{[ 21} Matsui , M. ; Shieh , N.-R. On the exponential process associated with a CARMA-type process. Stochastics , 2012 . doi: 10.1080/17442508.2012.654791 .[Taylor &; Francis Online] , [Google Scholar] ^], where we essentially make use of some particular properties, e.g., stationary increments of fBM. Here, the treated processes are fBM, bi-fBM, and sub-fBM; the latter two are not of stationary increments. We utilize decompositions of self-similar Gaussian processes and effectively evaluate the maxima and correlations of each decomposed process. We also present discussion on the usage of the exponential stationary processes for stochastic modeling.     

The generalized fluctuation test: A unifying view

In this paper, a general principle of constructing tests for parameter constancy without assuming a specific alternative is introduced. A unified asymptotic result is established to analyze this class of tests. As applications, tests based on the range of recursive and moving estimates are considered, and their asymptotic distributions are characterized analytically. Our simulations show that different tests have quite different behavior under various alternatives and that no test uniformly dominates the other tests.