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Journal of Systems Science & Complexity 2020年第5期33卷 1533-1544页

作者： XING Guodong yang shanchao School of Mathematics and Statistics Hefei Normal UniversityHefei 230601China School of Mathematicsand Statistics Yulin Normal UniversityYulin 537000China School of Mathematics and Statistics Guangri Normnl UniversityGuilin 541004China

In the context of multivariate regular variation,the authors establish the first-order asymptotics of the spectral risk measure of portfolio ***,by the notion of second-order regular variation,the second-order asymptotics of the spectral risk measure of portfolio loss is also *** order to illustrate the derived results,a numerical example with Monte Carlo simulation is carried out.

关键词： Asymptotics multivariate regular variation regular variation second-order regular variation spectral risk measure value-at-risk

Exponential Inequality for a Class of NOD Random Variables and Its Application

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Wuhan University Journal of Natural Sciences 2011年第1期16卷 7-10页

作者： XING Guodong yang shanchao Department of Mathematics Hunan University of Scienceand Engineering Yongzhou 425100 Hunan China Department of Mathematics Guangxi Normal UniversityGuilin 541004 Guangxi China

In this paper,an exponential inequality for weighted sums of identically distributed NOD （negatively orthant dependent） random variables is established,by which we obtain the almost sure convergence rate of which reaches the available one for independent random variables in terms of Berstein type inequality. As application,we obtain the relevant exponential inequality for Priestley-Chao estimator of nonparametric regression estimate under NOD samples,from which the strong consistency rate is also obtained.

关键词： identically distributed NOD (negatively orthant dependent) random variables weighted sums exponential inequality almost sure convergence rate Priestley-Chao estimator

Moment inequalities for the partial sums of random variables

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Science China Mathematics 2001年第1期44卷 1-6页

作者：杨善朝 1. Department of Mathematics and Computer Science Guangxi Normal University 541004 Guilin China

This paper discusses the conditions under which Rosenthal type inequality is obtained from M-Z-B type inequality. And M-Z-B type inequality is proved for a wide class of random variables. Hence Rosenthal type inequali... 详细信息

关键词： partial sum M-Z-B type inequality Rosenthal type inequality

Study of latch-up immunization in bulk CMOS integrated circuits exposed to transient ionizing radiation

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Science China(Technological Sciences) 2012年第11期55卷 3242-3247页

作者： LI RuiBin CHEN Wei LIN DongSheng yang shanchao BAI XiaoYan WANG GuiZhen LIU Yan QI Chao MA Qiang Northwest Institute of Nuclear Technology Xi'an 710024China

This paper presents experimental results of transient gamma irradiation effects on two kinds of *** is a two-stage circuit consisting of a bipolar power device L7805CV and a bulk complementary metal-oxide-semiconductor(CMOS) device IDT6116,the other is a two-stage circuit consisting of a bipolar power device L7805CV and the equivalent circuit of the parasitic P-N-P-N structure in bulk CMOS *** results show that the L7805CV's output interruption after transient irradiation can prevent latch-up from occurring on the second stage *** demanded minimum interruption duration to avoid latch-up varies with dose rate,and this is confirmed by the experimental results.

关键词： transient radiation' latch up dose rate bulk CMOS device

Impact of TID on response to pulsed X-ray irradiation in the bipolar operational amplifier

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Science China(Technological Sciences) 2015年第2期58卷 390-396页

作者： LI Rui Bin WANG Gui Zhen CHEN Wei MA Qiang LIU Yan LIN Dong Sheng yang shanchao BAI XiaoYan QI Chao JIN XiaoMing State Key Laboratory of Intense Pulsed Radiation Simulation and Effect Northwest Institute of Nuclear Technology

Groups of a typical operational amplifier-μA741 were irradiated in a cobalt unit, each group accumulating a different total ionizing dose （TID）. The results showed that the TID caused power consumption current and slew rate （SR） to degenerate in ultra-linearity, owing to a severe reduction in the current gain of the internal LPNP transistors. Pulsed X-ray irradiation experiments were carried out on the μA741 groups with different values, and the results revealed that the impact on the response to the pulsed X-ray irradiation was greater when the devices absorbed more TID. The mechanism for this is explained on the basis of the circuit construction of the μA741; the sensitive parameters of the circuit were obtained via simulation on SP1CE. The simulation results additionally showed that if the sensitive parameters were optimized, the duration of interruption caused by the pulsed X-ray irradiation would be reduced significantly. In addition, several proposals are provided for hardening the devices.

关键词： TID pulsed X-ray irradiation operational amplifier simulation

The Estimation of the Spot Volatility for Diffusion Process

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Open Journal of Statistics 2021年第2期11卷 303-318页

作者： Weiwei Xu Xin yang shanchao yang School of Mathematics and Statistics Guangxi Normal University Guilin China School of Mathmatical Sciences Guilin University of Aerospace Technology Guilin China

In this paper, we propose a Gasser-Müller type spot volatility estimator (abbreviated as GM type estimator) for diffusion process, which is weighted by integrals, it is different from the kernel spot volatility estimator discussed by Kristensen (2010). Under more general conditions, the asymptotic unbiasedness and the asymptotic normality of the GM type estimator are derived. The simulation results show that the GM type spot volatility estimator has good estimation effect, and its mean square error tends to be less than that of the kernel spot volatility estimator discussed by Kristensen (2010), so it provides a selection method for estimating the spot volatility in high frequency data environment.

关键词： Diffusion Process Spot Volatility GM Type Estimation Asymptotic Property

The Rate of Asymptotic Normality of Frequency Polygon Density Estimation for Spatial Random Fields

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