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.     

压裂液强制返排中支撑剂回流理论及应用研究

对于低渗致密储层,压裂施工结束后常采用压裂液强制返排技术,支撑剂是否回流是该技术成功与否关键性的评价标准。针对目前支撑剂回流机理研究的局限性,详细分析了支撑剂运移回流的物理过程,通过对注入的最后一段支撑剂中的单颗粒支撑剂的受力分析,建立了支撑剂回流的运动模型和起动模型。计算结果表明：注入的最后一段支撑剂在停泵后瞬间就在裂缝口停下来,支撑剂是否发生回流主要取决于返排的压裂液是否有足够的速度将支撑剂起动;在强制返排的过程中,先用小油嘴放喷返排,然后换用较大油嘴,既能及时把压裂液排出地层,又能较好地防止支撑剂回流。为定量选择放喷油嘴直径提供理论依据,优化返排工艺。     

Stochastic Differential Mixed-Effects Models

Abstract.  Stochastic differential equations have been shown useful in describing random continuous time processes. Biomedical experiments often imply repeated measurements on a series of experimental units and differences between units can be represented by incorporating random effects into the model. When both system noise and random effects are considered, stochastic differential mixed-effects models ensue. This class of models enables the simultaneous representation of randomness in the dynamics of the phenomena being considered and variability between experimental units, thus providing a powerful modelling tool with immediate applications in biomedicine and pharmacokinetic/pharmacodynamic studies. In most cases the likelihood function is not available, and thus maximum likelihood estimation of the unknown parameters is not possible. Here we propose a computationally fast approximated maximum likelihood procedure for the estimation of the non-random parameters and the random effects. The method is evaluated on simulations from some famous diffusion processes and on real data sets.     

位置参数变点的统计推断

关于随机变量序列中是否存在变点的问题一直不断地有人研究,对变点进行估计具有很重要的应用价值。为此,研究至多一个变点的位置参数变点问题,对变点是否存在进行假设检验,论证相关统计量的渐进性质,在此基础上提出变点的一种点估计,并证明估计的强相合性。     

社会主义商品经济条件下高教运行机制探讨

从高等教育必须主动适应社会经济发展需要的角度,分析了我国原有高教运行机制的不适应性,提出了社会主义商品经济条件下的高教运行机制模式,和实现该模式当前高教必须进行的深化改革的基本方向。     

用少体方法研究三电子量子点

本文用少体方法详细研究了强关联原二维三电子量子点，得到了系统低激态的普通特征。结果表明，量子力学的内禀对称性对少体系统的谱结构具有决定性的作用。     

关于思维的本质

思维的本质是思维研究中的首要问题.作者的观点是:思维从本质上说,是一种可派生出和可表现为高级意识活动的物质运动;是脑对对象深层远区的穿透性反映--就是脑透过表层的遮隔察知深层状态、透过时空距离的阻隔察知远区状态;以及其他.如果用定义的形式简约地表达思维的本质,思维就是脑对对象深层远区的穿透性反映.这和流行已久的另一个思维定义--"思维是人脑对事物间接的和概括的反映"--发生争鸣;本文分析、对比了这两个定义认为,应把"思维是脑对对象深层远区的穿透性反映"作为思维的基本定义.     

Nonparametric Tests for Comparing Two Mean Residual Life Functions

We present nonparametric tests for the comparison of two mean residual life functions. We propose a new graphical approach for the simultaneous comparison of two mean residual life functions and their corresponding failure rate functions. We also consider the problem of testing against crossing mean residual life functions.