一类递归数列的收敛判别法

讨论了已知初项α１．而通项由速归式ａｎ＋１＝ｆ（ａｎ）（ｎ＞１）确定的递归数列，给出了利用导数判定其收效性，并求出其极限的方法．     

具有低运算噪声的DM数字滤波器硬件设备

本文提出了基于DDA器件原理的增量调制递归数字滤波器的实现方案,并做出了实验设备.实验结果表明DDA-DM递归数字滤波器具有低运算噪声的优点,其性能与理论分析十分一致.     

On the Deng-Lin random number generators and related methods

We study the structure and point out weaknesses of recently proposed random number generators based on special types of linear recurrences with small coefficients, which allow fast implementations. Our theoretical analysis is complemented by the results of simple empirical statistical tests that the generators fail decisively. Directions for improvement and alternative generators are also pointed out.     

Efficient computation of the discrete autocorrelation wavelet inner product matrix

Discrete autocorrelation (a.c.) wavelets have recently been applied in the statistical analysis of locally stationary time series for local spectral modelling and estimation. This article proposes a fast recursive construction of the inner product matrix of discrete a.c. wavelets which is required by the statistical analysis. The recursion connects neighbouring elements on diagonals of the inner product matrix using a two-scale property of the a.c. wavelets. The recursive method is an (log (N)³) operation which compares favourably with the (N log N) operations required by the brute force approach. We conclude by describing an efficient construction of the inner product matrix in the (separable) two-dimensional case.     

On prediction with time dependent arma models

The general nonstationary ARMA model with time dependent coefficients is considered and a necessary and sufficient condition for the existence of the solution of such a model is given. A simple form of the above solution is expressed as a one-sided-moving average, in terms of one-sided Green's functions. Using these results we solve the Prediction Problem and give some expressions for the h(>0) step-ahead linear predictor of such a process. A few examples are added to illustrate the theory.     

用Laplace变换求Kratzer势径向波函数的二类递推关系

求解了Kratzer势的Schr(o)dinger方程,得到了归一化的波函数和能量方程.用Laplace变换使径向的二阶微分方程退化为一阶微分方程,直接积分后用级数展开,应用Laplace逆变换得出本征函数.另外,用Laplace变换方法给出了径向波函数关于量子数N和角量子数L的二类递推关系.     

Recursive online EM estimation of mixture autoregressions

This paper develops a recursive expectation–maximization (REM) algorithm for estimating a mixture autoregression (MAR) with an independent and identically distributed regime transition process. The proposed method, which is useful for long time series as well as for data available in real time, follows a recursive predictor error-type scheme. Based on a slightly modified system to the expectation–maximization (EM) equations for an MAR model, the REM algorithm consists of two steps at each iteration: the expectation step, in which the current unobserved regime transition is estimated from new data using previous recursive estimates, and the minimization step, in which the MAR parameter estimates are recursively updated following a minimization direction. Details of implementation of the REM algorithm are given and its finite-sample performance is shown via simulation experiments. In particular, the EM and REM provide roughly similar estimates, especially for moderate and long time series.     

矩阵方幂之和

At，Bt为m阶矩阵，rt，dt，ft，vt等为正整数（t＝1，2，…，s）．给出下列矩阵方幂和计算公式。     

A convolution algorithm for calculating coefficients of jensen's bivariate f distribution

An algorithm for computing probabilities from Jensen's Bivariate F Distribution was given by McAllister, Lee and Holland (1981). One portion of their algorithm involves the calculation of coefficients that require summing over all nonnegative integer partitions of 0,1,2,…,N of size r. Presented here is an alternative method for generating the coefficients by successive convolutions which significantly reduces computation time.     

Weakly Belief‐Free Equilibria in Repeated Games With Private Monitoring

Repeated games with imperfect private monitoring have a wide range of applications, but a complete characterization of all equilibria in this class of games has yet to be obtained. The existing literature has identified a relatively tractable subset of equilibria. The present paper introduces the notion of weakly belief‐free equilibria for repeated games with imperfect private monitoring. This is a tractable class which subsumes, as a special case, a major part of the existing literature (the belief‐free equilibria). It is shown that this class can outperform the equilibria identified by the previous work.