具有乘性噪声的线性振荡器的随机共振

研究了具有乘性色噪声的过阻尼线性振荡器的随机共振现象。基于线性系统理论,得到了系统输出幅度增益的精确表达式。讨论了乘性噪声的强度、自相关速率以及振荡器参数对输出幅度增益的影响。研究表明,输出幅度的增益是色噪声的强度和相关速率以及激励信号频率的非单调函数。而且,适当的噪声参数和振荡器参数可以使噪声情况下的输出幅度增益大于无噪声时的输出幅度增益。     

Optimal stopping for Brownian motion with applications to sequential analysis and option pricing

Herman Chernoff made fundamental contributions to analytical and computational methods for solving optimal stopping problems for Brownian motion. He also showed how these optimal stopping problems are closely related to some basic problems in sequential analysis and singular stochastic control. This paper gives a survey of these and related developments and describes some recent applications to option valuation in financial economics.     

On the Unification of Families of Skew-normal Distributions

Abstract.  The distribution theory literature connected to the multivariate skew-normal distribution has grown rapidly in recent years, and a number of extensions and alternative formulations have been put forward. Presently there are various coexisting proposals, similar but not identical, and with rather unclear connections. The aim of this paper is to unify these proposals under a new general formulation, clarifying at the same time their relationships. The final part sketches an extension of the argument to the skew-elliptical family.     

Periodic Solutions of Linear Neutral Differential Equations

研究了具有无穷时滞的线性中立型方程与高阶中立型方程的周期解问题。利用Ｆｏｕｒｉｅｒ指数级数理论，获得了线性中立型方程存在周期解的充分必要条件。文中用例子说明了结果的实用性。     

英国调节收入分配差距的财政措施及启示

作为发达国家的英国同样存在着收入分配差距。英国政府为了调节收入分配差距,通过建立比较完善的个人所得税、社会保障税、遗产税等税收制度来调节高收入者的收入,通过建立社会保障制度、实施义务教育和反贫困措施来调节低收入者的收入,从而使收入分配差距的均衡调节取得了一定的效果。英国调节收入分配差距的财政措施对调节中国收入分配差距具有重要的启示意义。     

一个函数不等式的推广和应用

将一个一元函数不等式推广到二维情形，并给出在初等不等式方面的几个应用。     

Regression Models and Risk Estimation for Mixed Discrete and Continuous Outcomes in Developmental Toxicology

Multivariate dose-response models have recently been proposed for developmental toxicity data to simultaneously model malformation incidence (a binary outcome), and reductions in fetal weight (a continuous outcome). In this and other applications, the binary outcome often represents a dichotomization of another outcome or a composite of outcomes, which facilitates analysis. For example, in Segment II developmental toxicology studies, multiple malformation types (i.e., external, visceral, skeletal) are evaluated on each fetus; malformation status may also be ordinally measured (e.g., normal, signs of variation, full malformation). A model is proposed is for fetal weight and multiple malformation variables measured on an ordinal scale, where the correlations between the outcomes and between the offspring within a litter are taken into account. Fully specifying the joint distribution of outcomes within a litter is avoided by specifying only the distribution of the multivariate outcome for each fetus and using generalized estimating equation methodology to account for correlations due to litter clustering. The correlations between the outcomes are required to characterize joint risk to the fetus, and are therefore a focus of inference. Dose-response models and their application to quantitative risk assessment are illustrated using data from a recent developmental toxicology experiment of ethylene oxide in mice.     

一类二维变系数非齐线性微分系统的通解公式

定理１给出一类二维变系数齐线性微分系统的通解公式，定理２再给出这类二维变系数非齐线性微分系统的特解公式。综合定理１与定理２即提供此类二维变系数非齐线性微分系统的通解公式。     

用最小多项式求线性微分方程组的基解矩阵

给出了最小多项式的两个性质；从理论上阐述了最小多项式与任何由矩阵级数定义的矩阵函数间的关系，并给出了用最小多项式代替特征多项式计算矩阵函数的方法；最后通过实例验证了该方法在简化计算方面的有效性．     

Markov Chain Monte Carlo Methods for Fitting Spatiotemporal Stochastic Models in Plant Epidemiology

Strategies for controlling plant epidemics are investigated by fitting continuous time spatiotemporal stochastic models to data consisting of maps of disease incidence observed at discrete times. Markov chain Monte Carlo methods are used for fitting two such models to data describing the spread of citrus tristeza virus (CTV) in an orchard. The approach overcomes some of the difficulties encountered when fitting stochastic models to infrequent observations of a continuous process. The results of the analysis cast doubt on the effectiveness of a strategy identified from a previous spatial analysis of the CTV data. Extensions of the approaches to more general models and other problems are also considered.