基本可配称跳过程与不断可配称跳过程

给出基本可配称跳过程不中断的充要条件,进而得到了有限流出不中断可配称跳过程唯一的充要条件。     

多流出生存模型的相依性

证明了任何多流出生存模型都是相依的,从而证实了关于没有独立多流出模型存在的猜想     

非普适规范玻色子Z′与轻子味破坏过程

许多超出标准模型的新物理理论预言了非普适规范玻色子Z′的存在,这种新粒子可在高能对撞机实验中产生可观测的物理迹象．计算了顶色辅助的人工色(TC2)和味普适TC2模型预言的Z′对轻味子破坏(LFV)过程Z→lilj,li→ljR,li→lilkll以及li→ljvlvl^-的贡献．计算结果表明：Z′可对这些过程产生有意义的修正．在绝大部分参数空间内,Z′对某些过程(如Z→rμ,r→μee)的贡献可被将来的高能实验观测到．这些结果对将来的高能实验探测新物理有一定的帮助．     

Exploiting Spillovers to Forecast Crashes

We develop Hawkes models in which events are triggered through self‐excitation as well as cross‐excitation. We examine whether incorporating cross‐excitation improves the forecasts of extremes in asset returns compared to only self‐excitation. The models are applied to US stocks, bonds and dollar exchange rates. We predict the probability of crashes in the series and the value at risk (VaR) over a period that includes the financial crisis of 2008 using a moving window. A Lagrange multiplier test suggests the presence of cross‐excitation for these series. Out‐of‐sample, we find that the models that include spillover effects forecast crashes and the VaR significantly more accurately than the models without these effects. Copyright © 2016 John Wiley & Sons, Ltd.     

不同引导任务对图-字Stroop效应的影响——对注意力敏感模型的验证

将引导任务与图-字Stroop任务相结合,通过考察不同引导任务对Stroop效应的影响来探讨注意是否影响自动化加工,以及如何影响的问题,以进一步验证注意力敏感模型.两个实验的结果发现:引导任务与Stroop任务中的条件匹配之间存在显著的交互作用;不同引导任务对Stroop效应量的影响不同,语义引导任务下的Stroop效...     

基于大型物理模型试验的强降雨诱发全风化花岗岩滑坡失稳分析

随着极端天气的增多,极端强降雨诱发滑坡对人民生命财产安全造成重大威胁。以典型强烈风化花岗岩地区青岛崂山的7.23返岭前滑坡为实例,基于相似准则,采用大型滑坡模型试验箱,开展了3组不同极端降雨条件下的室内模型试验,分析了不同降雨强度条件下边坡对降雨入渗的响应规律、边坡变形过程与破坏模式,总结了强烈风化地区极端降雨诱发花岗岩类滑坡的诱发机理与降雨成灾过程。结果表明：(1)降雨诱发全风化花岗岩滑坡经历了浸润侵蚀、表层变形、破坏加深和整体失稳4个阶段,坡体呈现“片状溜滑”特征;(2)降雨强度越大,降雨入渗速率越高,土压力、孔隙水压力和含水率变化越快,滞后效应越弱;(3)坡体变形破坏与降雨入渗具有一定的空间分布规律,研究成果可为强烈风化花岗岩地区的滑坡预警与治理提供参考。     

基于随机点过程的IEEE802.15.3a超宽带信道模型研究

基于随机点过程理论分析了IEEE802.15.3a超宽带信道模型,提出了信道模型的数学模型来解决其易于计算机仿真而难于理论分析的问题。得到的数学模型分成四个统计独立的部分,包括一个确定值、两个有限二维泊松过程以及一个有限二维泊松簇生过程。利用该数学模型求出了IEEE802.15.3a信道模型在一定时间窗内到达的平均多径数、平均多径数密度分布以及功率延迟分布,得到了闭合的表达式。表达式的计算结果和计算机仿真结果相吻合,从而验证了该数学模型的有效性。     

更新过程的Chung重对数律

得到一类更新过程的Ｃｈｕｎｇ重对数律，该更新过程间距是一列独立同分布的非负值随机变量，且期望和方差都存在并都不等于零     

二维Possion型点过程及其性质

本文从直观上给出二维Possion型点过程的定义,并应用概率生成函数的方法推导出其解析表达式,最后讨论了其若干特征。     

Forecasting temporally aggregated vector ARMA processes

If interest centres on forecasting a temporally aggregated multiple time series and the generation process of the disaggregate series is a known vector ARMA (autoregressive moving average) process then forecasting the disaggregate series and temporally aggregating the forecasts is at least as efficient, under a mean squared error measure, as forecasting the aggregated series directly. Necessary and sufficient conditions for equality of the two forecasts are given. In practice the data generation process is usually unknown and has to be determined from the available data. Using asymptotic theory it is shown that also in this case aggregated forecasts from the disaggregate process will usually be superior to forecasts obtained from the aggregated process.