It is well-known that the complete convergence theorem for i.i.d, random vari- ables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins se...It is well-known that the complete convergence theorem for i.i.d, random vari- ables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever c goes to zero, so it is of interest to investigate the asymptotic behavior of the series as e goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.展开更多
We have determined approximate average rates of deformation in the Qinghai_Tibet plateau and its margins from the GPS data for last 10 years and the moment tensors from earthquakes between 1900 and 1999.We also determ...We have determined approximate average rates of deformation in the Qinghai_Tibet plateau and its margins from the GPS data for last 10 years and the moment tensors from earthquakes between 1900 and 1999.We also determined the strain rate (seismic strain rate) associated with the seismic deformation using 254 M w ≥5.0 earthquakes,and estimated the shortening and extension rates for every block in the area as well.We also estimated the strain rate (geodetic strain rate)by 80 GPS sites’ velocity vectors and analyzed characteristic of kinematics by two kinds of strain rates and discussed earthquake potential in the area.As a result,the deformation rates from seismic moment tensors and from GPS velocities are basically agreed with each other.It is feasible to analyze seismic risk by comparing geodetic strain rate with seismic strain rate based on the opinion that strain energy will be released through earthquake.It is concluded that there is no strong earthquake potential (>M7) in the Qinghai_Tibet plateau and its margins,but there is earthquake potential (>M5) in middle Tibet in a few years.展开更多
We develop higher order accurate estimators of integrated volatility in a stochastic volatility models by using kernel smoothing method and using different weights to kernels. The weights have some relationship to mom...We develop higher order accurate estimators of integrated volatility in a stochastic volatility models by using kernel smoothing method and using different weights to kernels. The weights have some relationship to moment problem. As the bandwidth of the kernel vanishes, an estimator of the instantaneous stochastic volatility is obtained. We also develop some new estimators based on smoothing splines.展开更多
The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. T...The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. The rate of almost sure convergence is obtained for the sample estimates of third- and fourth-order moment and cumulant. Additionally, it is shown that the third- and fourth-order moment and cumulant estimates are asymptotic normal.展开更多
A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on samp...A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.展开更多
In this paper, we derive non-classical continuum theory for physics of compressible and incompressible thermoviscous non-classical fluent continua using the conservation and balance laws (CBL) by incorporating additio...In this paper, we derive non-classical continuum theory for physics of compressible and incompressible thermoviscous non-classical fluent continua using the conservation and balance laws (CBL) by incorporating additional physics of internal rotation rates arising from the velocity gradient tensor as well as their time varying rates and the rotational inertial effects. In this non-classical continuum theory time dependent deformation of fluent continua results in time varying rotation rates i.e., angular velocities and angular accelerations at material points. Resistance offered to these by deforming fluent continua results in additional moments, angular momenta and inertial effects due to rotation rates i.e., angular velocities and angular accelerations at the material points. Currently, this physics due to internal rotation rates and inertial effects is neither considered in classical continuum mechanics (CCM) nor in non-classical continuum mechanics (NCCM). In this paper, we present a derivation of conservation and balance laws in Eulerian description: conservation of mass (CM), balance of linear momenta (BLM), balance of angular momenta (BAM), balance of moment of moments (BMM), first and second laws of thermodynamics (FLT, SLT) that include: (i) Physics of internal rotation rates resulting from the velocity gradient tensor;(ii) New physics resulting due to angular velocities and angular accelerations due to spatially varying and time dependent rotation rates. The balance laws derived here are compared with those that only consider the rotational rates but neglect rotational inertial effects and angular accelerations to demonstrate the influence of the new physics. Constitutive variables and their argument tensors are established using conjugate pairs in the entropy inequality, additional desired physics and principle of equipresence when appropriate. Constitutive theories are derived using Helmholtz free energy density as well as representation theorem and integrity (complete basis). It is shown that the mathematical model consisting of the conservation and balance laws and constitutive theories presented in this paper has closure. Influence of new physics in the conservation and balance laws on compressible and incompressible thermoviscous fluent continua is demonstrated due to presence of angular velocities and angular accelerations arising from time varying rotation rates when the deforming fluent continua offer rotational inertial resistance. The fluent continua are considered homogeneous and isotropic. Model problem studies are considered in a follow-up paper.展开更多
Since the great 1303 Hongtong, Shanxi, earthquake of magnitude 8, 700 years have elapsed. To analyze the long-term seismic potential, this paper divides the Taiyuan-Linfen portion of the Shanxi graben system into 5 se...Since the great 1303 Hongtong, Shanxi, earthquake of magnitude 8, 700 years have elapsed. To analyze the long-term seismic potential, this paper divides the Taiyuan-Linfen portion of the Shanxi graben system into 5 seismogenic segments. Based on data of historical earthquakes and GPS observation, the authors estimate mean seismic-moment rates and average recurrence intervals of strong earthquakes for the individual segments, and fur-ther analyze relative levels of current stress cumulation on the segments based on mapping b-values along the gra-ben system by using the network seismic data for the recent over 30 years. The main result shows that the Linfen basin segment has an estimated mean seismic-moment rate of 2.211016 Nm/a to 3.031016 Nm/a, and its average recurrence interval for M=7.5 earthquake is estimated to be between 1 560 and 2 140 years. For the Ling-shi-Hongtong segment, the estimated average recurrence interval for M=8 earthquakes is between 4 300 and 5 100 years, equivalent to having a mean moment-rate of 2.581016 Nm/a to 3.101016 Nm/a. The contour map of b-values shows that the two segments of Lingshi-Hongtong and Linfen basin have been being at low or relatively low stress levels, reflecting that since the 1303 M=8 and the 1695 M=7.5 earthquake ruptures, the fault-planes strengths of the both segments have not been resumed yet. And the other two segments, the Houma and the Jiexiu-Fenyang, have relatively high stress levels, and have been already identified as potential risky segments for the coming earthquakes from the analysis combining with the estimated average recurrence intervals of earth-quakes on the both segments.展开更多
基金supported by National Natural Science Foundation of China(11171303,61273093)the Specialized Research Fund for the Doctor Program of Higher Education(20090101110020)
文摘It is well-known that the complete convergence theorem for i.i.d, random vari- ables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever c goes to zero, so it is of interest to investigate the asymptotic behavior of the series as e goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.
文摘We have determined approximate average rates of deformation in the Qinghai_Tibet plateau and its margins from the GPS data for last 10 years and the moment tensors from earthquakes between 1900 and 1999.We also determined the strain rate (seismic strain rate) associated with the seismic deformation using 254 M w ≥5.0 earthquakes,and estimated the shortening and extension rates for every block in the area as well.We also estimated the strain rate (geodetic strain rate)by 80 GPS sites’ velocity vectors and analyzed characteristic of kinematics by two kinds of strain rates and discussed earthquake potential in the area.As a result,the deformation rates from seismic moment tensors and from GPS velocities are basically agreed with each other.It is feasible to analyze seismic risk by comparing geodetic strain rate with seismic strain rate based on the opinion that strain energy will be released through earthquake.It is concluded that there is no strong earthquake potential (>M7) in the Qinghai_Tibet plateau and its margins,but there is earthquake potential (>M5) in middle Tibet in a few years.
文摘We develop higher order accurate estimators of integrated volatility in a stochastic volatility models by using kernel smoothing method and using different weights to kernels. The weights have some relationship to moment problem. As the bandwidth of the kernel vanishes, an estimator of the instantaneous stochastic volatility is obtained. We also develop some new estimators based on smoothing splines.
文摘The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. The rate of almost sure convergence is obtained for the sample estimates of third- and fourth-order moment and cumulant. Additionally, it is shown that the third- and fourth-order moment and cumulant estimates are asymptotic normal.
基金Sponsored by the National Natural Science Foundation of China(60979010)
文摘A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.
文摘In this paper, we derive non-classical continuum theory for physics of compressible and incompressible thermoviscous non-classical fluent continua using the conservation and balance laws (CBL) by incorporating additional physics of internal rotation rates arising from the velocity gradient tensor as well as their time varying rates and the rotational inertial effects. In this non-classical continuum theory time dependent deformation of fluent continua results in time varying rotation rates i.e., angular velocities and angular accelerations at material points. Resistance offered to these by deforming fluent continua results in additional moments, angular momenta and inertial effects due to rotation rates i.e., angular velocities and angular accelerations at the material points. Currently, this physics due to internal rotation rates and inertial effects is neither considered in classical continuum mechanics (CCM) nor in non-classical continuum mechanics (NCCM). In this paper, we present a derivation of conservation and balance laws in Eulerian description: conservation of mass (CM), balance of linear momenta (BLM), balance of angular momenta (BAM), balance of moment of moments (BMM), first and second laws of thermodynamics (FLT, SLT) that include: (i) Physics of internal rotation rates resulting from the velocity gradient tensor;(ii) New physics resulting due to angular velocities and angular accelerations due to spatially varying and time dependent rotation rates. The balance laws derived here are compared with those that only consider the rotational rates but neglect rotational inertial effects and angular accelerations to demonstrate the influence of the new physics. Constitutive variables and their argument tensors are established using conjugate pairs in the entropy inequality, additional desired physics and principle of equipresence when appropriate. Constitutive theories are derived using Helmholtz free energy density as well as representation theorem and integrity (complete basis). It is shown that the mathematical model consisting of the conservation and balance laws and constitutive theories presented in this paper has closure. Influence of new physics in the conservation and balance laws on compressible and incompressible thermoviscous fluent continua is demonstrated due to presence of angular velocities and angular accelerations arising from time varying rotation rates when the deforming fluent continua offer rotational inertial resistance. The fluent continua are considered homogeneous and isotropic. Model problem studies are considered in a follow-up paper.
基金supported by the National 111 Project of China(Grant No.B17050)China Ministry of Education Project of the Humanity and Social Science Research Foundation(Grant No.19YJC790150).
文摘Since the great 1303 Hongtong, Shanxi, earthquake of magnitude 8, 700 years have elapsed. To analyze the long-term seismic potential, this paper divides the Taiyuan-Linfen portion of the Shanxi graben system into 5 seismogenic segments. Based on data of historical earthquakes and GPS observation, the authors estimate mean seismic-moment rates and average recurrence intervals of strong earthquakes for the individual segments, and fur-ther analyze relative levels of current stress cumulation on the segments based on mapping b-values along the gra-ben system by using the network seismic data for the recent over 30 years. The main result shows that the Linfen basin segment has an estimated mean seismic-moment rate of 2.211016 Nm/a to 3.031016 Nm/a, and its average recurrence interval for M=7.5 earthquake is estimated to be between 1 560 and 2 140 years. For the Ling-shi-Hongtong segment, the estimated average recurrence interval for M=8 earthquakes is between 4 300 and 5 100 years, equivalent to having a mean moment-rate of 2.581016 Nm/a to 3.101016 Nm/a. The contour map of b-values shows that the two segments of Lingshi-Hongtong and Linfen basin have been being at low or relatively low stress levels, reflecting that since the 1303 M=8 and the 1695 M=7.5 earthquake ruptures, the fault-planes strengths of the both segments have not been resumed yet. And the other two segments, the Houma and the Jiexiu-Fenyang, have relatively high stress levels, and have been already identified as potential risky segments for the coming earthquakes from the analysis combining with the estimated average recurrence intervals of earth-quakes on the both segments.
