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关于最大模定理 被引量:2
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作者 赵邦杰 郭瑞海 《西南民族学院学报(自然科学版)》 CAS 2002年第3期284-287,共4页
利用最大模定理证明了最小模定理、调和函数的极值定理及一些相应的结果,也能证明很多在函数论中占有重要地位的定理,如Schwarz定理、Hadamard三圆定理等.
关键词 最大定理 最小模定理 极值定理 复变函数 解析函数 调和函数
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Entropy Production Rate Changes in Lysogeny/Lysis Switch Regulation of Bacteriophage Lambda
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作者 丁辉 罗辽复 林吴 《Communications in Theoretical Physics》 SCIE CAS CSCD 2011年第2期371-375,共5页
According to the chemical kinetic model of lysogeny/lysis switch in Escherichia coli (E. coil) infected by bacteriophage A, the entropy production rates of steady states are calculated. The resuits show that the lys... According to the chemical kinetic model of lysogeny/lysis switch in Escherichia coli (E. coil) infected by bacteriophage A, the entropy production rates of steady states are calculated. The resuits show that the lysogenic state has lower entropy production rate than lyric state, which provides an explanation on why the lysogenic state of A phage is so stable. We a/so notice that the entropy production rates of both lysogenic state and lyric state are lower than that of saddle-point and bifurcation state, which is consistent with the principle of minimum entropy production for living organism in nonequilibrium stationary state. Subsequently, the relations between CI and Cro degradation rates at two bifurcations and the changes of entropy production rate with CI and Cro degradation are deduced. The theory and method can be used to calculate entropy change in other molecular network. 展开更多
关键词 lysogeny/lysis switch entropy production rate stationary state BIFURCATION
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THE LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES WITH APPLICATIONS TO AUTOREGRESSION MODELS
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作者 Yong ZHANG Xiaoyun YANG Zhishan DONG Dehui WANG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第3期565-579,共15页
This paper studies the autoregression models of order one, in a general time series setting that allows for weakly dependent innovations. Let {Xt} be a linear process defined by Xt =∑k=0^∞ψ kεt-k, where {ψk, k ≥... This paper studies the autoregression models of order one, in a general time series setting that allows for weakly dependent innovations. Let {Xt} be a linear process defined by Xt =∑k=0^∞ψ kεt-k, where {ψk, k ≥ 0} is a sequence of real numbers and {εk, k = 0, ±1, ±2,...} is a sequence of random variables. Two results are proved in this paper. In the first result, assuming that {εk, k ≥ 1} is a sequence of asymptotically linear negative quadrant dependent (ALNQD) random variables, the authors find the limiting distributions of the least squares estimator and the associated regression t statistic. It is interesting that the limiting distributions are similar to the one found in earlier work under the assumption of i.i.d, innovations. In the second result the authors prove that the least squares estimator is not a strong consistency estimator of the autoregressive parameter a when {εk, k ≥ 1} is a sequence of negatively associated (NA) random variables, and ψ0 = 1, ψk = 0, k ≥ 1. 展开更多
关键词 ALNQD autoregression models least squares estimator negatively associated unit root test.
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