Consider a generalized model of the facilitated exclusion process, which is a onedimensional exclusion process with a dynamical constraint that prevents the particle at site x from jumping to x+1 (or x-1) if the sites...Consider a generalized model of the facilitated exclusion process, which is a onedimensional exclusion process with a dynamical constraint that prevents the particle at site x from jumping to x+1 (or x-1) if the sites x-1, x-2 (or x+1, x+2) are empty. It is nongradient and lacks invariant measures of product form. The purpose of this paper is to identify the invariant measures and to show that they satisfy both exponential decay of correlations and equivalence of ensembles. These properties will play a pivotal role in deriving the hydrodynamic limit.展开更多
A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differen...A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved展开更多
Let Q be the Q-matrix of an irreducible, positive recurrent Markov process on a countable state space. We show that, under a number of conditions, the stationary distributions of the n × n north-west corner augme...Let Q be the Q-matrix of an irreducible, positive recurrent Markov process on a countable state space. We show that, under a number of conditions, the stationary distributions of the n × n north-west corner augmentations of Q converge in total variation to the stationary distribution of the process. Two conditions guaranteeing such convergence include exponential ergodicity and stochastic monotonicity of the process. The same also holds for processes dominated by a stochastically monotone Markov process. In addition, we shall show that finite perturbations of stochastically monotone processes may be viewed as being dominated by a stochastically monotone process, thus extending the scope of these results to a larger class of processes. Consequently, the augmentation method provides an attractive, intuitive method for approximating the stationary distributions of a large class of Markov processes on countably infinite state spaces from a finite amount of known information.展开更多
Increasing production capacity and operating rate, reducing fuel rates and costs of hot metal (HM) are the urgent tasks for the COREX process. In this study ,the various factors on the fuel consumption of COREX are ...Increasing production capacity and operating rate, reducing fuel rates and costs of hot metal (HM) are the urgent tasks for the COREX process. In this study ,the various factors on the fuel consumption of COREX are researched from the theoretical analysis based on the calculations of material balances and heat balances. Combined with the production performances and practices of COREX-2000 ( Saldanha, India) and COREX-3000 ( Baosteel ), the technical measures of reducing the fuel rate are analyzed and the way forward of technical innovation is addressed and discussed with the standpoint of the COREX process improvement.展开更多
Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measur...Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.展开更多
The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale a...The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.展开更多
It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued br...It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued branching processes with interacting intensity independent of the geographical position. It is showed that a sequence of conditioned probability laws of this kind of interacting measure-valued branching processes also approximates to the probability law of Fleming-Viot superprocesses.展开更多
We introduce the results on the multifractal structure of the occupation measures of a Brownian Motion, a stable process, a general subordinator and a stochastic process derived from random reordering of the Cantor se...We introduce the results on the multifractal structure of the occupation measures of a Brownian Motion, a stable process, a general subordinator and a stochastic process derived from random reordering of the Cantor set. We also introduced an interesting and powerful technique to investigate the multifractal spectrum.展开更多
Aim To study the parking management in the condition of vehicles' increasing. Methods The methods of pattern recognition and image processing were used to analyze the eigenvalues of parking lot images. Results ...Aim To study the parking management in the condition of vehicles' increasing. Methods The methods of pattern recognition and image processing were used to analyze the eigenvalues of parking lot images. Results The automatic identification of every parking place in the parking plot was realized. The automatic measuring of parked vehicle count and parking lot utilization was completed. Conclusion It can complete the real time recognition, and has some practicabilities.展开更多
A new modeling and monitoring approach for multi-mode processes is proposed.The method of similarity measure(SM) and kernel principal component analysis(KPCA) are integrated to construct SM-KPCA monitoring scheme,wher...A new modeling and monitoring approach for multi-mode processes is proposed.The method of similarity measure(SM) and kernel principal component analysis(KPCA) are integrated to construct SM-KPCA monitoring scheme,where SM method serves as the separation of common subspace and specific subspace.Compared with the traditional methods,the main contributions of this work are:1) SM consisted of two measures of distance and angle to accommodate process characters.The different monitoring effect involves putting on the different weight,which would simplify the monitoring model structure and enhance its reliability and robustness.2) The proposed method can be used to find faults by the common space and judge which mode the fault belongs to by the specific subspace.Results of algorithm analysis and fault detection experiments indicate the validity and practicability of the presented method.展开更多
Let X= (Ω, ■, ■_t, X_t,, θ_t, p~x) be a self-similar Markov process on (0,∞) with non-decreasing path. The exact Hausdorff and Packing measure functions of the image X([0,t] ) are obtained.
Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degrad...Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degradation process, the measurement error is not considered and forecasting uncertainty is large. Therefore, an approximate analytical RUL distribution in a closed-form of a nonlinear Wiener based degradation process with measurement errors was proposed. The maximum likelihood estimation approach was used to estimate the unknown fixed parameters in the proposed model. When the newly observed data are available, the random parameter is updated by the Bayesian method to make the estimation adapt to the item's individual characteristic and reduce the uncertainty of the estimation. The simulation results show that considering measurement errors in the degradation process can significantly improve the accuracy of real time RUL prediction.展开更多
In this work we discuss SDSPbMM, an integrated Strategy for Data Stream Processing based on Measurement Metadata, applied to an outpatient monitoring scenario. The measures associated to the attributes of the patient ...In this work we discuss SDSPbMM, an integrated Strategy for Data Stream Processing based on Measurement Metadata, applied to an outpatient monitoring scenario. The measures associated to the attributes of the patient (entity) under monitoring, come from heterogeneous data sources as data streams, together with metadata associated with the formal definition of a measurement and evaluation project. Such metadata supports the patient analysis and monitoring in a more consistent way, facilitating for instance: i) The early detection of problems typical of data such as missing values, outliers, among others;and ii) The risk anticipation by means of on-line classification models adapted to the patient. We also performed a simulation using a prototype developed for outpatient monitoring, in order to analyze empirically processing times and variable scalability, which shed light on the feasibility of applying the prototype to real situations. In addition, we analyze statistically the results of the simulation, in order to detect the components which incorporate more variability to the system.展开更多
This paper investigates the estimation problem for a spatially distributed process described by a partial differential equation with missing measurements.The randomly missing measurements are introduced in order to be...This paper investigates the estimation problem for a spatially distributed process described by a partial differential equation with missing measurements.The randomly missing measurements are introduced in order to better reflect the reality in the sensor network.To improve the estimation performance for the spatially distributed process,a network of sensors which are allowed to move within the spatial domain is used.We aim to design an estimator which is used to approximate the distributed process and the mobile trajectories for sensors such that,for all possible missing measurements,the estimation error system is globally asymptotically stable in the mean square sense.By constructing Lyapunov functionals and using inequality analysis,the guidance scheme of every sensor and the convergence of the estimation error system are obtained.Finally,a numerical example is given to verify the effectiveness of the proposed estimator utilizing the proposed guidance scheme for sensors.展开更多
In this paper,the optional and predictable projections of set-valued measurable processes are studied.The existence and uniqueness of optional and predictable projections of set-valued measurable processes are proved ...In this paper,the optional and predictable projections of set-valued measurable processes are studied.The existence and uniqueness of optional and predictable projections of set-valued measurable processes are proved under proper circumstances.展开更多
In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and s...In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.展开更多
Ordinary least squares(OLS) algorithm is widely applied in process measurement, because the sensor model used to estimate unknown parameters can be approximated through multivariate linear model. However, with few or ...Ordinary least squares(OLS) algorithm is widely applied in process measurement, because the sensor model used to estimate unknown parameters can be approximated through multivariate linear model. However, with few or noisy data or multi-collinearity, unbiased OLS leads to large variance. Biased estimators, especially ridge estimator, have been introduced to improve OLS by trading bias for variance. Ridge estimator is feasible as an estimator with smaller variance. At the same confidence level, with additive noise as the normal random variable, the less variance one estimator has, the shorter the two-sided symmetric confidence interval is. However, this finding is limited to the unbiased estimator and few studies analyze and compare the confidence levels between ridge estimator and OLS. This paper derives the matrix of ridge parameters under necessary and sufficient conditions based on which ridge estimator is superior to OLS in terms of mean squares error matrix, rather than mean squares error.Then the confidence levels between ridge estimator and OLS are compared under the condition of OLS fixed symmetric confidence interval, rather than the criteria for evaluating the validity of different unbiased estimators. We conclude that the confidence level of ridge estimator can not be directly compared with that of OLS based on the criteria available for unbiased estimators, which is verified by a simulation and a laboratory scale experiment on a single parameter measurement.展开更多
We set in this paper a coherent theory based on functional empirical processes that allows to consider both the poverty and the inequality indices in one Gaussian field in which the study of the influence of the one o...We set in this paper a coherent theory based on functional empirical processes that allows to consider both the poverty and the inequality indices in one Gaussian field in which the study of the influence of the one over the other is done. We use the General Poverty Index (GPI), that is a class of poverty indices gathering the most common ones and a functional class of inequality measures including the Entropy Measure, the Mean Logarithmic Deviation, the different inequality measures of Atkinson, Champernowne, Kolm and Theil called Theil-Like Inequality Measures (TLIM). Our results are given in a unified approach with respect to the two classes instead of their particular elements. We provide the asymptotic laws of the variations of each class over two given periods and the ratio of the variation and derive confidence intervals for them. Although the variances may seem somehow complicated, we provide R codes for their computations and apply the results for the pseudo-panel data for Senegalwith a simple analysis.展开更多
In this paper,a new direct optical triangulation(DOT) for measuring theout-of-plane displacement is given.In order to state its principle,DOT is used to measure a micro-displacement of a rigid body,and at the same tim...In this paper,a new direct optical triangulation(DOT) for measuring theout-of-plane displacement is given.In order to state its principle,DOT is used to measure a micro-displacement of a rigid body,and at the same time,the method of digital image processing is also given.展开更多
In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit techni...In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study.展开更多
基金Supported in part by the National Natural Science Foundation of China(11731012, 11871425, 12271475)Fundamental Research Funds for Central Universities grant(2020XZZX002-03)。
文摘Consider a generalized model of the facilitated exclusion process, which is a onedimensional exclusion process with a dynamical constraint that prevents the particle at site x from jumping to x+1 (or x-1) if the sites x-1, x-2 (or x+1, x+2) are empty. It is nongradient and lacks invariant measures of product form. The purpose of this paper is to identify the invariant measures and to show that they satisfy both exponential decay of correlations and equivalence of ensembles. These properties will play a pivotal role in deriving the hydrodynamic limit.
文摘A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved
文摘Let Q be the Q-matrix of an irreducible, positive recurrent Markov process on a countable state space. We show that, under a number of conditions, the stationary distributions of the n × n north-west corner augmentations of Q converge in total variation to the stationary distribution of the process. Two conditions guaranteeing such convergence include exponential ergodicity and stochastic monotonicity of the process. The same also holds for processes dominated by a stochastically monotone Markov process. In addition, we shall show that finite perturbations of stochastically monotone processes may be viewed as being dominated by a stochastically monotone process, thus extending the scope of these results to a larger class of processes. Consequently, the augmentation method provides an attractive, intuitive method for approximating the stationary distributions of a large class of Markov processes on countably infinite state spaces from a finite amount of known information.
文摘Increasing production capacity and operating rate, reducing fuel rates and costs of hot metal (HM) are the urgent tasks for the COREX process. In this study ,the various factors on the fuel consumption of COREX are researched from the theoretical analysis based on the calculations of material balances and heat balances. Combined with the production performances and practices of COREX-2000 ( Saldanha, India) and COREX-3000 ( Baosteel ), the technical measures of reducing the fuel rate are analyzed and the way forward of technical innovation is addressed and discussed with the standpoint of the COREX process improvement.
基金Supported by NNSF of China (10001020 and 10471003), Foundation for Authors Awarded Excellent Ph.D.Dissertation
文摘Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.
基金Supported by the Foundation for Innovative Research Groups of the National Natural Science Foundation of China(71221061)National Natural Science Foundation of China(11171101)+3 种基金National Social Science Fund of China(11BTJ01115BJY122)Social Sciences Foundation of Ministry of Education of China(12YJAZH173)Aid program for Science and Technology Innovative Research Team in Higher Educational Institutions of Hunan Province
文摘The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.
文摘It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued branching processes with interacting intensity independent of the geographical position. It is showed that a sequence of conditioned probability laws of this kind of interacting measure-valued branching processes also approximates to the probability law of Fleming-Viot superprocesses.
基金Supported by the National Natural Science Foundation of China
文摘We introduce the results on the multifractal structure of the occupation measures of a Brownian Motion, a stable process, a general subordinator and a stochastic process derived from random reordering of the Cantor set. We also introduced an interesting and powerful technique to investigate the multifractal spectrum.
文摘Aim To study the parking management in the condition of vehicles' increasing. Methods The methods of pattern recognition and image processing were used to analyze the eigenvalues of parking lot images. Results The automatic identification of every parking place in the parking plot was realized. The automatic measuring of parked vehicle count and parking lot utilization was completed. Conclusion It can complete the real time recognition, and has some practicabilities.
基金Projects(61273163,61325015,61304121)supported by the National Natural Science Foundation of China
文摘A new modeling and monitoring approach for multi-mode processes is proposed.The method of similarity measure(SM) and kernel principal component analysis(KPCA) are integrated to construct SM-KPCA monitoring scheme,where SM method serves as the separation of common subspace and specific subspace.Compared with the traditional methods,the main contributions of this work are:1) SM consisted of two measures of distance and angle to accommodate process characters.The different monitoring effect involves putting on the different weight,which would simplify the monitoring model structure and enhance its reliability and robustness.2) The proposed method can be used to find faults by the common space and judge which mode the fault belongs to by the specific subspace.Results of algorithm analysis and fault detection experiments indicate the validity and practicability of the presented method.
基金the National Natural Science Foundation of China
文摘Let X= (Ω, ■, ■_t, X_t,, θ_t, p~x) be a self-similar Markov process on (0,∞) with non-decreasing path. The exact Hausdorff and Packing measure functions of the image X([0,t] ) are obtained.
基金Projects(51475462,61374138,61370031)supported by the National Natural Science Foundation of China
文摘Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degradation process, the measurement error is not considered and forecasting uncertainty is large. Therefore, an approximate analytical RUL distribution in a closed-form of a nonlinear Wiener based degradation process with measurement errors was proposed. The maximum likelihood estimation approach was used to estimate the unknown fixed parameters in the proposed model. When the newly observed data are available, the random parameter is updated by the Bayesian method to make the estimation adapt to the item's individual characteristic and reduce the uncertainty of the estimation. The simulation results show that considering measurement errors in the degradation process can significantly improve the accuracy of real time RUL prediction.
文摘In this work we discuss SDSPbMM, an integrated Strategy for Data Stream Processing based on Measurement Metadata, applied to an outpatient monitoring scenario. The measures associated to the attributes of the patient (entity) under monitoring, come from heterogeneous data sources as data streams, together with metadata associated with the formal definition of a measurement and evaluation project. Such metadata supports the patient analysis and monitoring in a more consistent way, facilitating for instance: i) The early detection of problems typical of data such as missing values, outliers, among others;and ii) The risk anticipation by means of on-line classification models adapted to the patient. We also performed a simulation using a prototype developed for outpatient monitoring, in order to analyze empirically processing times and variable scalability, which shed light on the feasibility of applying the prototype to real situations. In addition, we analyze statistically the results of the simulation, in order to detect the components which incorporate more variability to the system.
基金supported by the National Natural Science Foundation of China(Grant Nos.61174021,61473136,and 61104155)the 111 Project(Grant No.B12018)
文摘This paper investigates the estimation problem for a spatially distributed process described by a partial differential equation with missing measurements.The randomly missing measurements are introduced in order to better reflect the reality in the sensor network.To improve the estimation performance for the spatially distributed process,a network of sensors which are allowed to move within the spatial domain is used.We aim to design an estimator which is used to approximate the distributed process and the mobile trajectories for sensors such that,for all possible missing measurements,the estimation error system is globally asymptotically stable in the mean square sense.By constructing Lyapunov functionals and using inequality analysis,the guidance scheme of every sensor and the convergence of the estimation error system are obtained.Finally,a numerical example is given to verify the effectiveness of the proposed estimator utilizing the proposed guidance scheme for sensors.
基金National Natural Science Foundation of China(1 9971 0 72 )
文摘In this paper,the optional and predictable projections of set-valued measurable processes are studied.The existence and uniqueness of optional and predictable projections of set-valued measurable processes are proved under proper circumstances.
基金Foundation item: Support by the Natural Science Foundation of Henan Province(2004601018)
文摘In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.
基金Supported by the National Natural Science Foundation of China (21006127) and the National Basic Research Program of China (2012CB720500).
文摘Ordinary least squares(OLS) algorithm is widely applied in process measurement, because the sensor model used to estimate unknown parameters can be approximated through multivariate linear model. However, with few or noisy data or multi-collinearity, unbiased OLS leads to large variance. Biased estimators, especially ridge estimator, have been introduced to improve OLS by trading bias for variance. Ridge estimator is feasible as an estimator with smaller variance. At the same confidence level, with additive noise as the normal random variable, the less variance one estimator has, the shorter the two-sided symmetric confidence interval is. However, this finding is limited to the unbiased estimator and few studies analyze and compare the confidence levels between ridge estimator and OLS. This paper derives the matrix of ridge parameters under necessary and sufficient conditions based on which ridge estimator is superior to OLS in terms of mean squares error matrix, rather than mean squares error.Then the confidence levels between ridge estimator and OLS are compared under the condition of OLS fixed symmetric confidence interval, rather than the criteria for evaluating the validity of different unbiased estimators. We conclude that the confidence level of ridge estimator can not be directly compared with that of OLS based on the criteria available for unbiased estimators, which is verified by a simulation and a laboratory scale experiment on a single parameter measurement.
文摘We set in this paper a coherent theory based on functional empirical processes that allows to consider both the poverty and the inequality indices in one Gaussian field in which the study of the influence of the one over the other is done. We use the General Poverty Index (GPI), that is a class of poverty indices gathering the most common ones and a functional class of inequality measures including the Entropy Measure, the Mean Logarithmic Deviation, the different inequality measures of Atkinson, Champernowne, Kolm and Theil called Theil-Like Inequality Measures (TLIM). Our results are given in a unified approach with respect to the two classes instead of their particular elements. We provide the asymptotic laws of the variations of each class over two given periods and the ratio of the variation and derive confidence intervals for them. Although the variances may seem somehow complicated, we provide R codes for their computations and apply the results for the pseudo-panel data for Senegalwith a simple analysis.
文摘In this paper,a new direct optical triangulation(DOT) for measuring theout-of-plane displacement is given.In order to state its principle,DOT is used to measure a micro-displacement of a rigid body,and at the same time,the method of digital image processing is also given.
文摘In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study.