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 this paper,we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences.I...In this paper,we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences.It is shown that the first crossing point and the last exit time are asymptotically independent and dependent for weakly and strongly dependent cases,respectively.The asymptotic relations between the first crossing point and the last exit time for stationary weakly and strongly dependent Gaussian sequences are also obtained.展开更多
Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ(n) =EX1Xn+1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level (x/√2 l...Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ(n) =EX1Xn+1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level (x/√2 log n+√2 log n-log(4π log n)/2√log n) √1-τ(n) + X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on (0,1].展开更多
In this paper, we study the joint limit distributions of point processes of exceedances and partial sums of multivariate Gaussian sequences and show that the point processes and partial sums are asymptotically indepen...In this paper, we study the joint limit distributions of point processes of exceedances and partial sums of multivariate Gaussian sequences and show that the point processes and partial sums are asymptotically independent under some mild conditions. As a result, for a sequence of standardized stationary Gaussian vectors, we obtain that the point process of exceedances formed by the sequence (centered at the sample mean) converges in distribution to a Poisson process and it is asymptotically independent of the partial sums. The asymptotic joint limit distributions of order statistics and partial sums are also investigated under different conditions.展开更多
We designed and implemented a signal generator that can simulate the output of the NaI(Tl)/CsI(Na)detectors'pre-amplifier onboard the Hard X-ray Modulation Telescope(HXMT).Using the development of the FPGA(Fie...We designed and implemented a signal generator that can simulate the output of the NaI(Tl)/CsI(Na)detectors'pre-amplifier onboard the Hard X-ray Modulation Telescope(HXMT).Using the development of the FPGA(Field Programmable Gate Array)with VHDL language and adding a random constituent,we have finally produced the double exponential random pulse signal generator.The statistical distribution of the signal amplitude is programmable.The occurrence time intervals of the adjacent signals contain negative exponential distribution statistically.展开更多
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(11501250)Zhejiang Provincial Natural Science Foundation of China(LY18A010020)Innovation of Jiaxing City:a program to support the talented persons。
文摘In this paper,we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences.It is shown that the first crossing point and the last exit time are asymptotically independent and dependent for weakly and strongly dependent cases,respectively.The asymptotic relations between the first crossing point and the last exit time for stationary weakly and strongly dependent Gaussian sequences are also obtained.
基金Supported by the Program for Excellent Talents in Chongqing Higher Education Institutions (120060-20600204)
文摘Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ(n) =EX1Xn+1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level (x/√2 log n+√2 log n-log(4π log n)/2√log n) √1-τ(n) + X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on (0,1].
基金Supported by National Natural Science Foundation of China(Grant No.11171275)the Program for Excellent Talents in Chongqing Higher Education Institutions(Grant No.120060-20600204)supported by the Swiss National Science Foundation Project(Grant No.200021-134785)
文摘In this paper, we study the joint limit distributions of point processes of exceedances and partial sums of multivariate Gaussian sequences and show that the point processes and partial sums are asymptotically independent under some mild conditions. As a result, for a sequence of standardized stationary Gaussian vectors, we obtain that the point process of exceedances formed by the sequence (centered at the sample mean) converges in distribution to a Poisson process and it is asymptotically independent of the partial sums. The asymptotic joint limit distributions of order statistics and partial sums are also investigated under different conditions.
基金Supported by the 973 Program(2009CB824800),NSFC(10978001,11003011)the Knowledge Innovation Program of Chinese Academy of Sciences(200931111192010)
文摘We designed and implemented a signal generator that can simulate the output of the NaI(Tl)/CsI(Na)detectors'pre-amplifier onboard the Hard X-ray Modulation Telescope(HXMT).Using the development of the FPGA(Field Programmable Gate Array)with VHDL language and adding a random constituent,we have finally produced the double exponential random pulse signal generator.The statistical distribution of the signal amplitude is programmable.The occurrence time intervals of the adjacent signals contain negative exponential distribution statistically.