Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function

The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics, June 28–30, 1990, pp. 63–78) has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen et al. (J. Multivariate Anal. 57 (1996) 191) and Bai and Huang (Sankhya: Indian J. Statist. Ser. A. 61 (Pt. 2) (1999) 208–217). In this article, we further study the properties of the BRPA estimator and give its convergence rate under some quite general conditions. Simulation results are presented for the illustration of the convergence rate. Some comparisons with existing estimators such as the Müller estimator are provided.     

邻苯二甲酸酐与季戊四醇缩聚反应模型的统计处理

首次用统计方法对邻苯二甲酸酐与季戊四醇缩聚反应进了严格处理，获得了缩聚物的数量分布和重量分布函数，数均和重均分子量的表达式。同时还用环形处理法获得了邻苯二甲酸酐与季戊四醇缩聚反应的凝胶化条件。     

SCDA for 3D lattice gases with repulsive interaction

The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams, chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states. Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003     

Rook theory and cycle-counting permutation statistics

A statistic is found to combinatorially generate the cycle-counting q-hit numbers, defined algebraically by Haglund [Adv. in Appl. Math. 17 (1996) 408–459]. We then define the notion of a cycle-Mahonian pair of statistics (generalizing that of a Mahonian statistic), and show that our newly discovered statistic is part of such a pair. Finally, we note a second example of a cycle-Mahonian pair of statistics which leads us to define the stronger property of being a cycle-Euler–Mahonian pair.     

Lattice gas generalization of the hard hexagon model. II. The local densities as elliptic functions

In a previous paper we considered an extension of the hard hexagon model to a solvable two-dimensional lattice gas with at most two particles per pair of adjacent sites. Here we use various mathematical identities (in particular Gordon's generalization of the Rogers-Ramanujan relations) to express the local densities in terms of elliptic functions. The critical behavior is then readily obtained.Supported in part by the National Science Foundation Grant MCS 8201733.     

Two long-standing problems in Tsallis’ statistics

On the basis of Tsallis’ entropy and the joint probability factorization condition, two controversial problems existing in Tsallis’ statistics are investigated, where one is whether energy is extensive or not and the other is whether it is necessary to introduce the so-called generalized zeroth law of thermodynamics or not. The results obtained show clearly that like entropy, energy is also nonextensive in Tsallis’ statistics, and that the zeroth law of thermodynamics has been implicitly used in Tsallis’ statistics since 1988. Moreover, it is expounded that the standard energy additivity rule adopted by a great number of researchers is not suitable in Tsallis’ statistics, because its corollary is in contradiction with the zeroth law of thermodynamics.     

Spectral distributions in nuclei: General principles and applications

The subject of spectral distribution methods where one derives and applies the locally smoothed forms of observables in nuclei is briefly reviewed. It is well understood that the local forms (with respect to energy) of the level density function, expectation values and strength densities are Gaussian, linear (or ratio of Gaussians) and a bivariate Gaussian respectively. To accomodate symmetries in the above forms, one has to deal with multivariate distributions in general; for example the angular-momentum (J) decomposition leads to a bivariate Gaussian form for the level density. These results extend to indefinitely large spaces by method of partitioning and they generate convolution forms. The origin of these remarkable spectral properties is discussed and shell model examples are given to substantiate their applicability to nuclear systems. Spectral distribution theory is a practical, usable theory because the smoothed forms are defined in terms of traces of low particle-rank operators, and the trace information propagates. Finally we discuss the application of the spectral methods for a wide range of nuclear problems; these include binding energies, orbit occupancies, electromagnetic andβ-decay sum rule quantities, analysis of operators, symmetry breaking, numerical level densities, and determination of bounds on time-reversal non-invariant part of nucleon-nucleon interaction.     

Model-Free Analysis of Mixtures by NMR Using Blind Source Separation

The concept of blind source separation is described and examples of its use in 1D and 2D NMR spectroscopy are presented. The goal of this data processing method is to extract the spectra of components molecules when only mixtures are available.     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998