<Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript> linear interpolator for missing values in time series

We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL ₁ approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation for the coefficients of this linear functional is established in terms of the innovation series. It is found that information implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI) well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented. Extensions to the general ARMA model and other time series models are discussed. This research was supported by a CityU Research Grant and Natural Science Foundation of China.     

The components of the Wired Spanning Forest are recurrent

 We show that a.s. all of the connected components of the Wired Spanning Forest are recurrent, proving a conjecture of Benjamini, Lyons, Peres and Schramm. Our analysis relies on a simple martingale involving the effective conductance between the endpoints of an edge in a uniform spanning tree. We believe that this martingale is of independent interest and will find further applications in the study of uniform spanning trees and forests. Received: 20 April 2001 / Revised version: 23 July 2002 / Published online: 14 November     

Non-existence of phase transition of oriented percolation on Sierpinski carpet lattices

 A percolation problem on Sierpinski carpet lattices is considered. It is obtained that the critical probability of oriented percolation is equal to 1. In contrast it was already shown that the critical probability p _c of percolation is strictly less than 1 in Kumagai [9]. This result shows a difference between fractal-like lattice and ℤ ^d lattice. Received: 15 May 2002 / Revised version: 11 October 2002 / Published online: 21 February 2003 Mathematics Subject Classification (2000): Primary: 60K35, 82B43; Secondary: 82B26     

Lower bounds for densities of uniformly elliptic random variables on Wiener space

 In this article, we generalize the lower bound estimates for uniformly elliptic diffusion processes obtained by Kusuoka and Stroock. We define the concept of uniform elliptic random variable on Wiener space and show that with this definition one can prove a lower bound estimate of Gaussian type for its density. We apply our results to the case of the stochastic heat equation under the hypothesis of unifom ellipticity of the diffusion coefficient. Received: 6 November 2001 / Revised version: 27 February 2003 / Published online: 12 May 2003 Key words or phrases: Malliavin Calculus – Density estimates – Aronson estimates     

双阱结构含时量子输运的微扰论及输运方程

利用Lewis-Riesenfeld不变量理论和与不变量有关的幺正变换方法研究了双阱结构含时量子 输运的微扰论.获得了双阱内含时薛定谔方程的精确解的完备集，在此基础上，把双阱与左 右热库的相互作用作为微挠，获得了双阱结构一阶近似下的输运方程，并在绝热近似下提供 了一种用于研究量子输运过程中几何相因子(Berry相因子)的方法. 关键词： 含时量子输运 输运方程 不变量 几何相因子     

FDTD Method in the Analysis of Lithium Niobate Modulator

The Mach-Zehnder traveling-wave lithium niobate modulator is simulated by time domain finite difference (FDTD)method for different device geometry. The result is comparable to the reported value by finite element method.     

Local effect of electric and magnetic fields on the position of an attached shock in a supersonic diffuser

Effective ways for controlling shock wave configurations by means of external actions are sought. One such way is a local effect of electric and magnetic fields. In this paper, the local effect of external fields is implemented by current localization in a limited region of a diffuser. The experiment is carried out in a diffuser providing the complete internal compression of the gas with a Mach number at the inlet M=4.3. As a working medium, a xenon plasma is used. The plasma flow is formed in a shock tube equipped with an accelerating nozzle. Two ways of current localization are tested. In the first one, the diffuser inlet is a short channel of Faraday generator type. In this case, the ponderomotive force basically decelerates or accelerates the flow depending on the direction of the electric field. In the second way, the current flows through a narrow near-wall region between adjacent electrodes. In this case, the ponderomotive force compresses or expands the gas. In both cases, it is shown that the angle of an attached shock due to MHD interaction can be both decreased and increased. The central problem with the MHD control of shock waves is near-electrode and near-wall phenomena.     

Operating Parameters Optimization of Buffer Gas in Optically Pumped Submillimeter Wave Laser

Based on the basic theory of molecular vibration relaxation and semi-classical density matrix theory, operating parameters optimization of buffer gas in the process of miniature pulsed optically pumped submillimeter wave laser was systemically studied and the theoretical calculated result was tested by experiments. The result would do favor to develop and study high-power and wide-range tunable miniature and high-efficient pulsed optically pumped submillimeter wave laser and also had some instruction to its application.     

陈化温度和Fe/Zr配比对SO42-/Fe2O3-ZrO2固体超强酸结构与性能的影响

用低温陈化法制备了SO42 -/Fe2 O3 ZrO2 (简称SFZ)固体超强酸催化剂 ,用红外光谱 (IR)和X光衍射(XRD)对其结构进行了表征 ,并考察了它对合成癸二酸二正丁酯的催化性能 .IR谱显示 ,低温陈化的SFZ样品在10 70cm-1处吸收峰远强于常温陈化样品 .XRD分析则显示 ,在焙烧温度为 6 5 0℃、Fe/Zr为 2∶1时 ,低温陈化的样品出现了亚稳态的ZrO2 四方晶相 .该样品在催化酯化反应中使产率达 90 %以上 ,高于常温陈化样品的 30 % .研究结果表明 :在其他条件不变时 ,低温陈化所出现的亚稳态的ZrO2 四方晶相是表面酸性和催化活性增加的微观原因