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
A relationship between continuous state population-size-dependent branching (CSDB) processes with or without immigration and discrete state population-size-dependent branching (DSDB) processes with or without immi...A relationship between continuous state population-size-dependent branching (CSDB) processes with or without immigration and discrete state population-size-dependent branching (DSDB) processes with or without immigration is established via the representation of the former. Based on this relationship, some limiting distributions of CSDB processes with or without immigration are obtained.展开更多
The exact classical limits for the coefficient of variation c for the normal distribution are derived. The hand-calculating approximated classical limits for c having high accuracy are given to meet practical engineer...The exact classical limits for the coefficient of variation c for the normal distribution are derived. The hand-calculating approximated classical limits for c having high accuracy are given to meet practical engineering needs. Using Odeh and Owen's computational method and Brent's algorithm, the tables for the r-upper exact classical limits of coefficient of variation for normal distribution are calculated for the different confidence coefficient y, the sample size n=1(1)30,40,60,120, the sample coefficient of variation c=0.01(0.01)0.20. It is shown that if n<8,c<0.20, then the V -upper exact classical limits cu for c are slightly higher than the exact fiducial limits cu,F for c if. n>8, c<0.02,then cu-cu,f<5x10-6展开更多
This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform dist...This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform distribution on the sphere, then the Levy Processes are a scaled Brownian motion.展开更多
This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class...This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class of quasi-stationary sequence under weak dependence conditions of D (uk, un) and αtm,ln = 0 ((log log n)-(1+ε)).展开更多
Evergreen sclerophyllous oaks (the E.S. oaks, Quercus section Heterobalanus) are the dominant species of the local ecosystem in the eastern Himalaya and the Hengduan Mountains, southwest China. In this study, we doc...Evergreen sclerophyllous oaks (the E.S. oaks, Quercus section Heterobalanus) are the dominant species of the local ecosystem in the eastern Himalaya and the Hengduan Mountains, southwest China. In this study, we document the climatic envelope of the seven E.S. oak species and examine the relationships between climate and their distribution. This was done using a principal components analysis (PCA) and multiple regression analysis (MRA) of nine climatic indices. The main climatic envelope of the E.S. oaks were: mean temperature of the warmest month (MTW)= 12.0-19.5℃, warmth index (WI) = 33.2-88.9℃ month, annual biotemperature (BT)=-6.9- -0.3 ℃, coldness index (CI)=-30.4- -10.1 ℃ month, mean temperature of the coldest month (MTC)=-3.7-3.0℃ and annual precipitation (AP)=701-897 mm at the lower limits; and MTW=8.3-16.1℃, WI=15.7-59.1℃ month, BT=3.6-8.9℃, CI=-55.4-19.3℃ month, MTC=8.3-16.1 ℃ and AP=610-811 mm at the upper limits. The climatic range of the E.S. oaks is wide and includes two climatic zones, the cool-temperature zone and the subpolar zone. The PCA and MRA results suggest that the thermal climate plays a major role and precipitation plays a secondary role in controlling the large-scale distribution of the E.S. oaks, except Quercus monimotricha. In thermal regimes, BT and/or MTW are most important for both lower and upper limits of the E.S. oaks. Furthermore, our results indicate that the upper distribution limits of the E.S. oaks are less determined by low temperatures and their duration (CI) than by other factors.展开更多
In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distri...In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge,which extends the results obtained under the case of an indepen-dent normal sample and the moving average processes.Finally,the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.展开更多
Let Sigma (infinity)(n=1) X-n be a series of independent random variables with at least one non-degenerate X-n, and let F-n be the distribution function of its partial sums S-n = Sigma (n)(k=1) X-k. Motivated by Hilde...Let Sigma (infinity)(n=1) X-n be a series of independent random variables with at least one non-degenerate X-n, and let F-n be the distribution function of its partial sums S-n = Sigma (n)(k=1) X-k. Motivated by Hildebrand's work in [1], the authors investigate the a.s. convergence of Sigma (infinity)(n=1) X-n under a hypothesis that Sigma (infinity)(n=1) rho (X-n, c(n)) = infinity whener Sigma (infinity)(n=1) c(n) diverges, where the notation rho (X,c) denotes the Levy distance between the random variable X and the constant c. The principal result of this paper shows that the hypothesis is the condition under which the convergence of F-n(x(0)) with the limit value 0 < L-0 < 1, together with the essential convergence of Sigma (infinity)(n=1) X-n, is both sufficient and necessary in order for the series Sigma (infinity)(n=1) X-n to a.s. coverage. Moreover, if the essential convergence of Sigma (infinity)(n=1) X-n is strengthened to limsup(n=infinity) P(\S-n\ < K) = 1 for some K > 0, the hypothesis is already equivalent to the a.s. convergence of Sigma (infinity)(n=1) X-n. Here they have not only founded a very general limit theorem, but improved the related result in Hildebrand([1]) as well.展开更多
A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, local to unity process, unit root proces...A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, local to unity process, unit root process, mildly integrated, mildly explosive and explosive processes. It is assumed that the cross-sectional dimension and time-series dimension are respectively N and T. The results in this paper illustrate that whichever the process is, with an appropriate regularization, the least squares estimator of the autoregressive coefficient converges in distribution to a normal distribution with rate at least O(N-1/3). Since the variance is the key to characterize the normal distribution, it is important to discuss the variance of the least squares estimator. We will show that when the autoregressive coefficient ρ satisfies |ρ| < 1, the variance declines at the rate O((NT)-1), while the rate changes to O(N^(-1) T^(-2)) when ρ = 1 and O(N^(-1)ρ^(-2 T+4)) when |ρ| > 1. ρ = 1 is the critical point where the convergence rate changes radically. The transition process is studied by assuming ρ depending on T and going to 1. An interesting phenomenon discovered in this paper is that, in the explosive case, the least squares estimator of the autoregressive coefficient has a standard normal limiting distribution in the panel data case while it may not has a limiting distribution in the univariate time series case.展开更多
In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under...In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.展开更多
A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal ...A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal and multivariate t distributions are discussed.Further,their limiting distributions by density function are derived.展开更多
In this paper,we consider the limiting spectral distribution of the information-plus-noise type sample covariance matrices Cn=1/N(Rn+σXn)(Rn+σXn),under the assumption that the entries of Xn are independent but...In this paper,we consider the limiting spectral distribution of the information-plus-noise type sample covariance matrices Cn=1/N(Rn+σXn)(Rn+σXn),under the assumption that the entries of Xn are independent but non-identically distributed random variables.It is proved that,almost surely,the empirical spectral distribution of Cn converges weakly to a non-random distribution whose Stieltjes transform satisfies a certain equation.Our result extends the previous one with the entries of Xn are i.i.d.random varibles to a more general case.The proof of the result mainly employs the Stein equation and the cumulant expansion formula of independent random variables.展开更多
The distributions of limit cycles of cubic vector fields (P2, Q3) are considered in this paper, where P2 and Q3 are polynomials of x and y of order two and three, respectively. It is possibly seven different distribut...The distributions of limit cycles of cubic vector fields (P2, Q3) are considered in this paper, where P2 and Q3 are polynomials of x and y of order two and three, respectively. It is possibly seven different distributions of limit cycles given in [1]. We now prove that in which three kinds of distributions are impossible and other four kinds all can be realized by concrete vector fields of (P2,Q3). Some related results are also given.展开更多
We analyze a Coxian stochastic queueing model with three phases. The Kolmogorov equations of this model are constructed, and limit probabilities and the stationary probabilities of customer numbers in the system are f...We analyze a Coxian stochastic queueing model with three phases. The Kolmogorov equations of this model are constructed, and limit probabilities and the stationary probabilities of customer numbers in the system are found. The performance measures of this model are obtained and in addition the optimal order of service parameters is given with a theorem by obtaining the loss probabilities of customers in the system. That is, putting the greatest service parameter at first phase and the second greatest service parameter at second phase and the smallest service parameter at third phase makes the loss probability and means waiting time minimum. We also give the loss probability in terms of mean waiting time in the system. is the transition probability from j-th phase?to??phase . In this manner while and this system turns into queueing model and while the system turns into Cox(2) queueing model. In addition, loss probabilities are graphically given in a 3D graph for corresponding system parameters and phase transient probabilities. Finally it is shown with a numeric example that this theorem holds.展开更多
Over the past few decades, urban freeway congestion has been highly recognized as a serious and worsening traffic problem in the world. To relieve freeway congestion, several active traffic and demand management (ATD...Over the past few decades, urban freeway congestion has been highly recognized as a serious and worsening traffic problem in the world. To relieve freeway congestion, several active traffic and demand management (ATDM) methods have been developed. Among them, variable speed limit (VSL) aims at regulating freeway mainline flow upstream to meet existing capacity and to harmonize vehicle speed. However, congestion may still be inevitable even with VSL implemented due to extremely high demand in actual practice. This study modified an existing VSL strategy by adding a new local constraint to suggest an achievable speed limit during the control period. As a queue is a product of the congestion phenomenon in freeway, the incentives of a queue build-up in the applied coordinated VSL control situation were analyzed. Considering a congestion occurrence (a queue build-up) characterized by a sudden and sharp speed drop, speed contours were utilized to demonstrate the congestion distribution over a whole freeway network in various sce- narios. Finally, congestion distributions found in both VSL control and non-VS control situations for various scenarios were investigated to explore the impact of the applied coordinated VSL control on the congestion distribution. An authentic stretch of V^hitemud Drive (I~~ID), an urban freeway corridor in Edmonton, Alberta, Canada, was employed to implement this modified coordinated VSL control strategy; and a calibrated micro-simu- lation VISSIM model (model functions) was applied as the substitute of the real-world traffic system to test the above mentioned performance. The exploration task in this study can lay the groundwork for future research on how to improve the presented VSL control strategy for achieving the congestion mitigation effect on freeway.展开更多
In this paper, a Z4-equivariant quintic planar vector field is studied. The Hopf bifurcation method and polycycle bifurcation method are combined to study the limit cycles bifurcated from the compounded cycle with 4 h...In this paper, a Z4-equivariant quintic planar vector field is studied. The Hopf bifurcation method and polycycle bifurcation method are combined to study the limit cycles bifurcated from the compounded cycle with 4 hyperbolic saddle points. It is found that this special quintic planar polynomial system has at least four large limit cycles which surround all singular points. By applying the double homoclinic loops bifurcation method and Hopf bifurcation method, we conclude that 28 limit cycles with two different configurations exist in this special planar polynomial system. The results acquired in this paper are useful for studying the weakened 16th Hilbert's Problem.展开更多
In this paper,we investigate the limiting spectral distribution of a high-dimensional Kendall’s rank correlation matrix.The underlying population is allowed to have a general dependence structure.The result no longer...In this paper,we investigate the limiting spectral distribution of a high-dimensional Kendall’s rank correlation matrix.The underlying population is allowed to have a general dependence structure.The result no longer follows the generalized Marcenko-Pastur law,which is brand new.It is the first result on rank correlation matrices with dependence.As applications,we study Kendall’s rank correlation matrix for multivariate normal distributions with a general covariance matrix.From these results,we further gain insights into Kendall’s rank correlation matrix and its connections with the sample covariance/correlation matrix.展开更多
Choose m numbers from the set {1,2,... ,n} at random without replacement. In this paper we first establish the limiting distribution of the longest length of consecutive integers and then apply the result to test rand...Choose m numbers from the set {1,2,... ,n} at random without replacement. In this paper we first establish the limiting distribution of the longest length of consecutive integers and then apply the result to test randomness of selecting numbers without replacement.展开更多
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 National Natural Science Foundation of China (Grant No. 10901054)
文摘A relationship between continuous state population-size-dependent branching (CSDB) processes with or without immigration and discrete state population-size-dependent branching (DSDB) processes with or without immigration is established via the representation of the former. Based on this relationship, some limiting distributions of CSDB processes with or without immigration are obtained.
文摘The exact classical limits for the coefficient of variation c for the normal distribution are derived. The hand-calculating approximated classical limits for c having high accuracy are given to meet practical engineering needs. Using Odeh and Owen's computational method and Brent's algorithm, the tables for the r-upper exact classical limits of coefficient of variation for normal distribution are calculated for the different confidence coefficient y, the sample size n=1(1)30,40,60,120, the sample coefficient of variation c=0.01(0.01)0.20. It is shown that if n<8,c<0.20, then the V -upper exact classical limits cu for c are slightly higher than the exact fiducial limits cu,F for c if. n>8, c<0.02,then cu-cu,f<5x10-6
基金Supported by the National Natural Science Foundation of China (10601047)
文摘This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform distribution on the sphere, then the Levy Processes are a scaled Brownian motion.
基金Project supported by the National Natural Science Foundation of China(11171275)the Natural Science Foundation Project of CQ(cstc2012jjA00029)Liaocheng University Foundation(X09005)
文摘This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class of quasi-stationary sequence under weak dependence conditions of D (uk, un) and αtm,ln = 0 ((log log n)-(1+ε)).
基金supported by the State Key Basic Research and Development Plan of China (973) (2003CB415102)the National Natural Science Foundation of China (30170077, 30670159)
文摘Evergreen sclerophyllous oaks (the E.S. oaks, Quercus section Heterobalanus) are the dominant species of the local ecosystem in the eastern Himalaya and the Hengduan Mountains, southwest China. In this study, we document the climatic envelope of the seven E.S. oak species and examine the relationships between climate and their distribution. This was done using a principal components analysis (PCA) and multiple regression analysis (MRA) of nine climatic indices. The main climatic envelope of the E.S. oaks were: mean temperature of the warmest month (MTW)= 12.0-19.5℃, warmth index (WI) = 33.2-88.9℃ month, annual biotemperature (BT)=-6.9- -0.3 ℃, coldness index (CI)=-30.4- -10.1 ℃ month, mean temperature of the coldest month (MTC)=-3.7-3.0℃ and annual precipitation (AP)=701-897 mm at the lower limits; and MTW=8.3-16.1℃, WI=15.7-59.1℃ month, BT=3.6-8.9℃, CI=-55.4-19.3℃ month, MTC=8.3-16.1 ℃ and AP=610-811 mm at the upper limits. The climatic range of the E.S. oaks is wide and includes two climatic zones, the cool-temperature zone and the subpolar zone. The PCA and MRA results suggest that the thermal climate plays a major role and precipitation plays a secondary role in controlling the large-scale distribution of the E.S. oaks, except Quercus monimotricha. In thermal regimes, BT and/or MTW are most important for both lower and upper limits of the E.S. oaks. Furthermore, our results indicate that the upper distribution limits of the E.S. oaks are less determined by low temperatures and their duration (CI) than by other factors.
基金Supported by the NNSF of China(11701004,11801003)NSSF of China(14ATJ005)+1 种基金NSF of Anhui Province(1808085QA03,1808085QA17,1808085QF212,2008085MA14)Provincial Natural Science Research Project of Anhui Colleges(KJ2019A0006,KJ2019A0021).
文摘In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge,which extends the results obtained under the case of an indepen-dent normal sample and the moving average processes.Finally,the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.
文摘Let Sigma (infinity)(n=1) X-n be a series of independent random variables with at least one non-degenerate X-n, and let F-n be the distribution function of its partial sums S-n = Sigma (n)(k=1) X-k. Motivated by Hildebrand's work in [1], the authors investigate the a.s. convergence of Sigma (infinity)(n=1) X-n under a hypothesis that Sigma (infinity)(n=1) rho (X-n, c(n)) = infinity whener Sigma (infinity)(n=1) c(n) diverges, where the notation rho (X,c) denotes the Levy distance between the random variable X and the constant c. The principal result of this paper shows that the hypothesis is the condition under which the convergence of F-n(x(0)) with the limit value 0 < L-0 < 1, together with the essential convergence of Sigma (infinity)(n=1) X-n, is both sufficient and necessary in order for the series Sigma (infinity)(n=1) X-n to a.s. coverage. Moreover, if the essential convergence of Sigma (infinity)(n=1) X-n is strengthened to limsup(n=infinity) P(\S-n\ < K) = 1 for some K > 0, the hypothesis is already equivalent to the a.s. convergence of Sigma (infinity)(n=1) X-n. Here they have not only founded a very general limit theorem, but improved the related result in Hildebrand([1]) as well.
基金Supported by the National Natural Science Foundation of China(11871425)Zhejiang Provincial Natural Sci-ence Foundation of China(LY19A010022)the Department of Education of Zhejiang Province(N20140202).
文摘A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, local to unity process, unit root process, mildly integrated, mildly explosive and explosive processes. It is assumed that the cross-sectional dimension and time-series dimension are respectively N and T. The results in this paper illustrate that whichever the process is, with an appropriate regularization, the least squares estimator of the autoregressive coefficient converges in distribution to a normal distribution with rate at least O(N-1/3). Since the variance is the key to characterize the normal distribution, it is important to discuss the variance of the least squares estimator. We will show that when the autoregressive coefficient ρ satisfies |ρ| < 1, the variance declines at the rate O((NT)-1), while the rate changes to O(N^(-1) T^(-2)) when ρ = 1 and O(N^(-1)ρ^(-2 T+4)) when |ρ| > 1. ρ = 1 is the critical point where the convergence rate changes radically. The transition process is studied by assuming ρ depending on T and going to 1. An interesting phenomenon discovered in this paper is that, in the explosive case, the least squares estimator of the autoregressive coefficient has a standard normal limiting distribution in the panel data case while it may not has a limiting distribution in the univariate time series case.
文摘In this paper the dual random model of increasing life insurance for multiple-life status is discussed.The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.
基金This project is supported by the National Natural Science Foundation of Chinaby Grant DA01070 from U.S. Public Health Service
文摘A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal and multivariate t distributions are discussed.Further,their limiting distributions by density function are derived.
基金supported by the National Natural Science Foundation of China(11071213,11101362)Natural Science Foundation of Zhejiang Province(R6090034)Specialized Research Foundation for the Doctor Program of Higher Education(20100101110001)
文摘In this paper,we consider the limiting spectral distribution of the information-plus-noise type sample covariance matrices Cn=1/N(Rn+σXn)(Rn+σXn),under the assumption that the entries of Xn are independent but non-identically distributed random variables.It is proved that,almost surely,the empirical spectral distribution of Cn converges weakly to a non-random distribution whose Stieltjes transform satisfies a certain equation.Our result extends the previous one with the entries of Xn are i.i.d.random varibles to a more general case.The proof of the result mainly employs the Stein equation and the cumulant expansion formula of independent random variables.
基金Supported by National Natural Science Foundations of China (No. 19871041).
文摘The distributions of limit cycles of cubic vector fields (P2, Q3) are considered in this paper, where P2 and Q3 are polynomials of x and y of order two and three, respectively. It is possibly seven different distributions of limit cycles given in [1]. We now prove that in which three kinds of distributions are impossible and other four kinds all can be realized by concrete vector fields of (P2,Q3). Some related results are also given.
文摘We analyze a Coxian stochastic queueing model with three phases. The Kolmogorov equations of this model are constructed, and limit probabilities and the stationary probabilities of customer numbers in the system are found. The performance measures of this model are obtained and in addition the optimal order of service parameters is given with a theorem by obtaining the loss probabilities of customers in the system. That is, putting the greatest service parameter at first phase and the second greatest service parameter at second phase and the smallest service parameter at third phase makes the loss probability and means waiting time minimum. We also give the loss probability in terms of mean waiting time in the system. is the transition probability from j-th phase?to??phase . In this manner while and this system turns into queueing model and while the system turns into Cox(2) queueing model. In addition, loss probabilities are graphically given in a 3D graph for corresponding system parameters and phase transient probabilities. Finally it is shown with a numeric example that this theorem holds.
基金supported by the Natural Sciences and Engineering Research Council(NSERC) of Canada, City of Edmonton,and Transport Canadasupported by the National Natural Science Foundation of China(No.51208052,51308058)the Science and Technology Research and Development Program of Shaanxi Province,China(No.2013K13-04-02)
文摘Over the past few decades, urban freeway congestion has been highly recognized as a serious and worsening traffic problem in the world. To relieve freeway congestion, several active traffic and demand management (ATDM) methods have been developed. Among them, variable speed limit (VSL) aims at regulating freeway mainline flow upstream to meet existing capacity and to harmonize vehicle speed. However, congestion may still be inevitable even with VSL implemented due to extremely high demand in actual practice. This study modified an existing VSL strategy by adding a new local constraint to suggest an achievable speed limit during the control period. As a queue is a product of the congestion phenomenon in freeway, the incentives of a queue build-up in the applied coordinated VSL control situation were analyzed. Considering a congestion occurrence (a queue build-up) characterized by a sudden and sharp speed drop, speed contours were utilized to demonstrate the congestion distribution over a whole freeway network in various sce- narios. Finally, congestion distributions found in both VSL control and non-VS control situations for various scenarios were investigated to explore the impact of the applied coordinated VSL control on the congestion distribution. An authentic stretch of V^hitemud Drive (I~~ID), an urban freeway corridor in Edmonton, Alberta, Canada, was employed to implement this modified coordinated VSL control strategy; and a calibrated micro-simu- lation VISSIM model (model functions) was applied as the substitute of the real-world traffic system to test the above mentioned performance. The exploration task in this study can lay the groundwork for future research on how to improve the presented VSL control strategy for achieving the congestion mitigation effect on freeway.
基金Supported by Fund of Youth of Jiangsu University (Grant No. 05JDG011)National Natural Science Foundation of China (Grant No. 10771088)
文摘In this paper, a Z4-equivariant quintic planar vector field is studied. The Hopf bifurcation method and polycycle bifurcation method are combined to study the limit cycles bifurcated from the compounded cycle with 4 hyperbolic saddle points. It is found that this special quintic planar polynomial system has at least four large limit cycles which surround all singular points. By applying the double homoclinic loops bifurcation method and Hopf bifurcation method, we conclude that 28 limit cycles with two different configurations exist in this special planar polynomial system. The results acquired in this paper are useful for studying the weakened 16th Hilbert's Problem.
基金supported by National Natural Science Foundation of China(Grant Nos.12031005 and 12101292)supported by National Natural Science Foundation of China(Grant No.12031005),supported by National Natural Science Foundation of China(Grant No.12171099)Natural Science Foundation of Shanghai(Grant No.21ZR1432900)。
文摘In this paper,we investigate the limiting spectral distribution of a high-dimensional Kendall’s rank correlation matrix.The underlying population is allowed to have a general dependence structure.The result no longer follows the generalized Marcenko-Pastur law,which is brand new.It is the first result on rank correlation matrices with dependence.As applications,we study Kendall’s rank correlation matrix for multivariate normal distributions with a general covariance matrix.From these results,we further gain insights into Kendall’s rank correlation matrix and its connections with the sample covariance/correlation matrix.
基金The first author is supported by National Natural Science Foundation of China (Grant Nos. 10601047, 11001070) and Zhejiang Provincial Natural Science Foundation of China (Grant No. J20091364) the second author is partially supported by Hong Kong RGC CERG (Grant Nos. 602608 and 603710)
文摘Choose m numbers from the set {1,2,... ,n} at random without replacement. In this paper we first establish the limiting distribution of the longest length of consecutive integers and then apply the result to test randomness of selecting numbers without replacement.