In this article we improve a goodness-of-fit test, of the Kolmogorov-Smirnov type, for equally distributed- but not stationary-strongly dependent data. The test is based on the asymptotic behavior of the empirical pro...In this article we improve a goodness-of-fit test, of the Kolmogorov-Smirnov type, for equally distributed- but not stationary-strongly dependent data. The test is based on the asymptotic behavior of the empirical process, which is much more complex than in the classical case. Applications to simulated data and discussion of the obtained results are provided. This is, to the best of our knowledge, the first result providing a general goodness of fit test for non-weakly dependent data.展开更多
Fisher-Tippet-Gnedenko classical theory shows that the normalized maximum of n iid random variables with distribution F belonging to a very wide class of functions, converges in law to an extremal distribution H, that...Fisher-Tippet-Gnedenko classical theory shows that the normalized maximum of n iid random variables with distribution F belonging to a very wide class of functions, converges in law to an extremal distribution H, that is determined by the tail of F. Extensions of this theory from the iid case to stationary and weak dependent sequences are well known from the work of Leadbetter, Lindgreen and Rootzén. In this paper, we present a very simple class of random processes that runs from iid sequences to non-stationary and strongly dependent processes, and we study the asymptotic behavior of its normalized maximum. More interesting, we show that when the process is strongly dependent, the asymptotic distribution is no longer an extremal one, but a mixture of extremal distributions. We present very simple theoretical and simulated examples of this result. This provides a simple framework to asymptotic approximations of extremes values not covered by classical extremal theory and its well-known extensions.展开更多
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain powerlaw between the mean flux (activity) (Fi) of the i-th node and its variance σi as σi α (Fi)α...In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain powerlaw between the mean flux (activity) (Fi) of the i-th node and its variance σi as σi α (Fi)α Such scaling laws are found to be prevalent both in natural and man-made network systems, but the understanding of their origins still remains limited. This paper proposes a non-stationary Poisson process model to give an analytical explanation of the non-universal scaling phenomenon: the exponent α varies between 1/2 and 1 depending on the size of sampling time window and the relative strength of the external/internal driven forces of the systems. The crossover behaviour and the relation of fluctuation scaling with pseudo long range dependence are also accounted for by the model. Numerical experiments show that the proposed model can recover the multi-scaiing phenomenon.展开更多
The non-stationary buffeting response of long span suspension bridge in time domain under strong wind loading is computed. Modeling method for generating non-stationary fluctuating winds with probabilistic model for n...The non-stationary buffeting response of long span suspension bridge in time domain under strong wind loading is computed. Modeling method for generating non-stationary fluctuating winds with probabilistic model for non-stationary strong wind fields is first presented. Non-stationary wind forces induced by strong winds on bridge deck and tower are then given a brief introduction. Finally,Non-stationary buffeting response of Pulite Bridge in China,a long span suspension bridge,is computed by using ANSYS software under four working conditions with different combination of time-varying mean wind and time-varying variance. The case study further confirms that it is necessity of considering non-stationary buffeting response for long span suspension bridge under strong wind loading,rather than only stationary buffeting response.展开更多
Let {Xkl,…, Xkp, k≥ 1} be a p-dimensional standard (zero-means, unit-variances)non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maximaof {Xkl,…, Xkp, k 〉 1}, the incompl...Let {Xkl,…, Xkp, k≥ 1} be a p-dimensional standard (zero-means, unit-variances)non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maximaof {Xkl,…, Xkp, k 〉 1}, the incomplete maxima of those sequences subject to random failureand the partial sums of those sequences are obtained.展开更多
In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X, n ≥ 1}be a sequence of NOD random variables. The results...In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X, n ≥ 1}be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable X. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained.展开更多
In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when ...In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when dealing with environmental data and there was a real need of such method. We validate our approach by means of estimation and goodness-of-fit testing over simulated data, showing an accurate performance.展开更多
In this paper, we obtain the strong law of large numbers for a 2-dimensional array of pairwise negatively dependent random variables which are not required to be identically distributed. We found the sufficient condit...In this paper, we obtain the strong law of large numbers for a 2-dimensional array of pairwise negatively dependent random variables which are not required to be identically distributed. We found the sufficient conditions of strong law of large numbers for the difference of random variables which independent and identically distributed conditions are regarded. In this study, we consider the limit as which is stronger than the limit as m× n→?∞ when m, n →?∞?are natural numbers.展开更多
Based on spin-unrestricted hartree fock theory, we present the spin unrestricted multi- configuration time dependent hartree lock theory (UMCTDHF) to describe the electron correlation dynamics of systems interacting...Based on spin-unrestricted hartree fock theory, we present the spin unrestricted multi- configuration time dependent hartree lock theory (UMCTDHF) to describe the electron correlation dynamics of systems interacting with laser field. The positive spin orbitals and the negative spin orbitals are propagated in their own subspace respectively. The spin orbital in the spin-down subspace acts with that in the spin-up subspace by the reduced density matrix and mean field operator. The ground energy is acquired by propagating the trial wave function in the imaginary time by using spin-restricted MCTDHF (RMCTDHF) and UMCTDHF respectively. Then the ionization probabilities and the electrons energies are calculated by using RMCTDHF and UMCTDHF when the laser field is present. The ionization probability calculated with UMCTDHF agrees with the previous theoretical reports very well. The UMCTDHF method is accurate and applicable for open shell system beyond the capability of the RMCTDHF method.展开更多
In this paper, we investigate the free boundary value problem (FBVP) for the cylindrically symmetric isentropic compressible Navier-Stokes equations (CNS) with density- dependent viscosity coefficients in the case...In this paper, we investigate the free boundary value problem (FBVP) for the cylindrically symmetric isentropic compressible Navier-Stokes equations (CNS) with density- dependent viscosity coefficients in the case that across the free surface stress tensor is balanced by a constant exterior pressure. Under certain assumptions imposed on the initial data, we prove that there exists a unique global strong solution which tends pointwise to a non-vacuum equilibrium state at an exponential time-rate as the time tends to infinity.展开更多
In this paper, we present a general method to prove the complete conver- gence for arrays of rowwise strong mixing random variables, and give some results on complete convergence under some suitable conditions. Some M...In this paper, we present a general method to prove the complete conver- gence for arrays of rowwise strong mixing random variables, and give some results on complete convergence under some suitable conditions. Some Marcinkiewicz-Zygmund type strong laws of large numbers are also obtained.展开更多
In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)a...In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)and the strong law of large numbers and strong growth rate for negatively orthant dependent sequences.展开更多
In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" re...In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" requirement mentioned in other papers about near epoch dependence.展开更多
We consider the Cauchy problem for one-dimensional compressible isentropic Navier-Stokes equations with density-dependent viscosity μ(ρ) = Aρα, where α〉 0 and A 〉0. The global existence of strong solutions is...We consider the Cauchy problem for one-dimensional compressible isentropic Navier-Stokes equations with density-dependent viscosity μ(ρ) = Aρα, where α〉 0 and A 〉0. The global existence of strong solutions is obtained, which improves the previous results by enlarging the interval of α. Moreover, our result shows that no vacuum is developed in a finite time provided the initial data does not contain vacuum.展开更多
For a double array of blockwise M-dependent random variables {Xmn,m ≥ 1,n ≥ 1}, ∑i^m=1 ∑^nj=1 strong laws of large numbers are established for double sums ∑m i=1 ∑j^n=1 ij, m≥ 1, n 〉 1. The main results are ob...For a double array of blockwise M-dependent random variables {Xmn,m ≥ 1,n ≥ 1}, ∑i^m=1 ∑^nj=1 strong laws of large numbers are established for double sums ∑m i=1 ∑j^n=1 ij, m≥ 1, n 〉 1. The main results are obtained for (i) random variables {Xmn, m≥ 1, n ≥ 1} being non-identically distributed but satisfy a condition on the summability condition for the moments and (ii) random variables {Xmn, m ≥ 1, n ≥ 1} being stochastically dominated. The result in Case (i) generalizes the main result of M6ricz et al. [J. Theoret. Probab., 21, 660-671 (2008)] from dyadic to arbitrary blocks, whereas the result in Case (ii) extends a result of Gut [Ann. Probab., 6, 469-482 (1978)] to the bockwise M-dependent setting. The sharpness of the results is illustrated by some examples.展开更多
文摘In this article we improve a goodness-of-fit test, of the Kolmogorov-Smirnov type, for equally distributed- but not stationary-strongly dependent data. The test is based on the asymptotic behavior of the empirical process, which is much more complex than in the classical case. Applications to simulated data and discussion of the obtained results are provided. This is, to the best of our knowledge, the first result providing a general goodness of fit test for non-weakly dependent data.
文摘Fisher-Tippet-Gnedenko classical theory shows that the normalized maximum of n iid random variables with distribution F belonging to a very wide class of functions, converges in law to an extremal distribution H, that is determined by the tail of F. Extensions of this theory from the iid case to stationary and weak dependent sequences are well known from the work of Leadbetter, Lindgreen and Rootzén. In this paper, we present a very simple class of random processes that runs from iid sequences to non-stationary and strongly dependent processes, and we study the asymptotic behavior of its normalized maximum. More interesting, we show that when the process is strongly dependent, the asymptotic distribution is no longer an extremal one, but a mixture of extremal distributions. We present very simple theoretical and simulated examples of this result. This provides a simple framework to asymptotic approximations of extremes values not covered by classical extremal theory and its well-known extensions.
基金Project supported in part by National Basic Research Program of China (973 Project) (Grant No 2006CB705506)Hi-Tech Research and Development Program of China (863 Project) (Grant No 2007AA11Z222)National Natural Science Foundation of China (Grant Nos 60721003 and 60774034)
文摘In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain powerlaw between the mean flux (activity) (Fi) of the i-th node and its variance σi as σi α (Fi)α Such scaling laws are found to be prevalent both in natural and man-made network systems, but the understanding of their origins still remains limited. This paper proposes a non-stationary Poisson process model to give an analytical explanation of the non-universal scaling phenomenon: the exponent α varies between 1/2 and 1 depending on the size of sampling time window and the relative strength of the external/internal driven forces of the systems. The crossover behaviour and the relation of fluctuation scaling with pseudo long range dependence are also accounted for by the model. Numerical experiments show that the proposed model can recover the multi-scaiing phenomenon.
基金Sponsored by the National Natural Science Foundation of China(Grant No.51408174)Anhui Provincial Natural Science Foundation(Grant No.1408085QE95)+1 种基金China Postdoctoral Science Foundation(Grant No.2013M540511 and 2015T80652)Key University Science Research Project of Anhui Province(Grant No.KJ2016A294)
文摘The non-stationary buffeting response of long span suspension bridge in time domain under strong wind loading is computed. Modeling method for generating non-stationary fluctuating winds with probabilistic model for non-stationary strong wind fields is first presented. Non-stationary wind forces induced by strong winds on bridge deck and tower are then given a brief introduction. Finally,Non-stationary buffeting response of Pulite Bridge in China,a long span suspension bridge,is computed by using ANSYS software under four working conditions with different combination of time-varying mean wind and time-varying variance. The case study further confirms that it is necessity of considering non-stationary buffeting response for long span suspension bridge under strong wind loading,rather than only stationary buffeting response.
基金Supported by the National Natural Science Foundation of China(11326175,71471090)the Zhejiang Natural Science Foundation of China(LQ14A010012)
文摘Let {Xkl,…, Xkp, k≥ 1} be a p-dimensional standard (zero-means, unit-variances)non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maximaof {Xkl,…, Xkp, k 〉 1}, the incomplete maxima of those sequences subject to random failureand the partial sums of those sequences are obtained.
基金Supported by the National Natural Science Foundation of China(11671012,11501004,11501005)the Natural Science Foundation of Anhui Province(1508085J06)+2 种基金the Key Projects for Academic Talent of Anhui Province(gxbj ZD2016005)the Quality Engineering Project of Anhui Province(2016jyxm0047)the Graduate Academic Innovation Research Project of Anhui University(yfc100004)
文摘In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X, n ≥ 1}be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable X. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained.
文摘In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when dealing with environmental data and there was a real need of such method. We validate our approach by means of estimation and goodness-of-fit testing over simulated data, showing an accurate performance.
文摘In this paper, we obtain the strong law of large numbers for a 2-dimensional array of pairwise negatively dependent random variables which are not required to be identically distributed. We found the sufficient conditions of strong law of large numbers for the difference of random variables which independent and identically distributed conditions are regarded. In this study, we consider the limit as which is stronger than the limit as m× n→?∞ when m, n →?∞?are natural numbers.
文摘Based on spin-unrestricted hartree fock theory, we present the spin unrestricted multi- configuration time dependent hartree lock theory (UMCTDHF) to describe the electron correlation dynamics of systems interacting with laser field. The positive spin orbitals and the negative spin orbitals are propagated in their own subspace respectively. The spin orbital in the spin-down subspace acts with that in the spin-up subspace by the reduced density matrix and mean field operator. The ground energy is acquired by propagating the trial wave function in the imaginary time by using spin-restricted MCTDHF (RMCTDHF) and UMCTDHF respectively. Then the ionization probabilities and the electrons energies are calculated by using RMCTDHF and UMCTDHF when the laser field is present. The ionization probability calculated with UMCTDHF agrees with the previous theoretical reports very well. The UMCTDHF method is accurate and applicable for open shell system beyond the capability of the RMCTDHF method.
基金supported by NNSFC(11101145),supported by NNSFC(11326140 and11501323)China Postdoctoral Science Foundation(2012M520360)+1 种基金Doctoral Foundation of North China University of Water Sources and Electric Power(201032),Innovation Scientists and Technicians Troop Construction Projects of Henan Provincethe Doctoral Starting up Foundation of Quzhou University(BSYJ201314 and XNZQN201313)
文摘In this paper, we investigate the free boundary value problem (FBVP) for the cylindrically symmetric isentropic compressible Navier-Stokes equations (CNS) with density- dependent viscosity coefficients in the case that across the free surface stress tensor is balanced by a constant exterior pressure. Under certain assumptions imposed on the initial data, we prove that there exists a unique global strong solution which tends pointwise to a non-vacuum equilibrium state at an exponential time-rate as the time tends to infinity.
基金National Natural Science Foundation of China (Nos.11874373,12174412,12174413)Youth Innovation Promotion Association of the Chinese Academy of Sciences (No.2021241)+1 种基金Scientific Instrument Developing Project of the Chinese Academy of Sciences (No.YJKYYQ20180023)the CAS Project for Young Scientists in Basic Research (No.YSBR-091)。
基金The NSF(11040606M04) of Anhui ProvinceNSF(11001052,10971097,10871001) of China
文摘In this paper, we present a general method to prove the complete conver- gence for arrays of rowwise strong mixing random variables, and give some results on complete convergence under some suitable conditions. Some Marcinkiewicz-Zygmund type strong laws of large numbers are also obtained.
基金Foundation of Anhui Educational Committee(No.KJ2013Z225)
文摘In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)and the strong law of large numbers and strong growth rate for negatively orthant dependent sequences.
基金Project supported by the National Natural Science Foundation of China (No.10131040) the Zhejiang Provincial Natural Science Foundation of China (No.199016).
文摘In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition,the authors essentially weaken the "size" requirement mentioned in other papers about near epoch dependence.
基金supported by the National Natural Science Foundation of China under Grant No.11301244the Foundation of Education Department of Liaoning Province of China under Grant L2013006+1 种基金the Doctor Startup Foundation of Liaoning Province of China Grant 20131040supported by the National Natural Science Foundation of China under Grant No.11371297
文摘We consider the Cauchy problem for one-dimensional compressible isentropic Navier-Stokes equations with density-dependent viscosity μ(ρ) = Aρα, where α〉 0 and A 〉0. The global existence of strong solutions is obtained, which improves the previous results by enlarging the interval of α. Moreover, our result shows that no vacuum is developed in a finite time provided the initial data does not contain vacuum.
文摘For a double array of blockwise M-dependent random variables {Xmn,m ≥ 1,n ≥ 1}, ∑i^m=1 ∑^nj=1 strong laws of large numbers are established for double sums ∑m i=1 ∑j^n=1 ij, m≥ 1, n 〉 1. The main results are obtained for (i) random variables {Xmn, m≥ 1, n ≥ 1} being non-identically distributed but satisfy a condition on the summability condition for the moments and (ii) random variables {Xmn, m ≥ 1, n ≥ 1} being stochastically dominated. The result in Case (i) generalizes the main result of M6ricz et al. [J. Theoret. Probab., 21, 660-671 (2008)] from dyadic to arbitrary blocks, whereas the result in Case (ii) extends a result of Gut [Ann. Probab., 6, 469-482 (1978)] to the bockwise M-dependent setting. The sharpness of the results is illustrated by some examples.