Approximation of signals from local averages

This work is concerned with approximation of a signal from local averages. It improves a result of Butzer and Lei [P.L. Butzer, J. Lei, Approximation of signals using measured sampled values and error analysis, Commun. Appl. Anal. 4 (2000) 245–255].     

Fabrication of Long-Period Fibre Gratings Using 800 nm Femtosecond Laser Pulses

Long-period fibre gratings inside standard single-mode optical communication fibres are successfully fabricated with infrared femtosecond laser pulses. The refractive index perturbations are well confined within the fibre core by choosing the proper laser focusing parameters and translation speed of the fibre during the direct laser writing process. With the self-focusing effect considered and at a constant average irradiation dose of 1.62 × 10^3 J/（cm^2μm）, the threshold intensity for fabricating long-period gratings with infrared femtosecond laser pulses is determined to be 5.13 × 10^13 W/cm2.     

LD端抽运平直腔Nd:YVO4固态激光器的输出功率特性研究

对LD端抽运平直腔Nd:YVO₄固态激光器输出功率特性受激光器内在诸因素(热透镜效应、腔长、激活孔径等)的制约关系进行了研究.并用传播圆-变换圆图解分析方法给出了合理的解释，同时，对进一步提高其输出功率特性指出了方向. 关键词： 固体激光器 热透镜 变换圆 平直腔     

带干扰的Erlang(2)风险模型的不破产概率

本文讨论了带干扰的Erlang(2)风险模型,通过构造一个延迟更新过程,我们得到了不破产概率满足的积分-微分方程,进而得到了不破产概率的明确表达式．     

The compound binomial risk model with time-correlated claims

In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability.     

Eliminating graphs by means of parallel knock-out schemes

In 1997 Lampert and Slater introduced parallel knock-out schemes, an iterative process on graphs that goes through several rounds. In each round of this process, every vertex eliminates exactly one of its neighbors. The parallel knock-out number of a graph is the minimum number of rounds after which all vertices have been eliminated (if possible). The parallel knock-out number is related to well-known concepts like perfect matchings, hamiltonian cycles, and 2-factors.We derive a number of combinatorial and algorithmic results on parallel knock-out numbers: for families of sparse graphs (like planar graphs or graphs of bounded tree-width), the parallel knock-out number grows at most logarithmically with the number n of vertices; this bound is basically tight for trees. Furthermore, there is a family of bipartite graphs for which the parallel knock-out number grows proportionally to the square root of n. We characterize trees with parallel knock-out number at most 2, and we show that the parallel knock-out number for trees can be computed in polynomial time via a dynamic programming approach (whereas in general graphs this problem is known to be NP-hard). Finally, we prove that the parallel knock-out number of a claw-free graph is either infinite or less than or equal to 2.     

A Markov model of financial returns

We address the general problem of how to quantify the kinematics of time series with stationary first moments but having non stationary multifractal long-range correlated second moments. We show that a Markov process is sufficient to model important aspects of the multifractality observed in financial time series and propose a kinematic model of price fluctuations. We test the proposed model by analyzing index closing prices of the New York Stock Exchange and the DEM/USD tick-by-tick exchange rates obtained from Reuters EFX. We show that the model captures the characteristic features observed in actual financial time series, including volatility clustering, time scaling and fat tails in the probability density functions, power-law behavior of volatility correlations and, most importantly, the observed nonuniversal multifractal singularity spectrum. Motivated by our finding of strong agreement between the model and the data, we argue that at least two independent stochastic Gaussian variables are required to adequately model price fluctuations.     

REM树脂的制备及亲核加成应用研究

用Mitsunobu反应及丙烯酰氯酰化反应制备了用于固相有机合成的载体REM树脂，将REM树脂与苄胺加成，考查了所合成REM树脂的反应性能，并通过元素分析测定氮含量，推出REM树脂的烯丙基固载量。利用所合成的REM树脂进行了与胺、酚的加成反应动力学研究。结果表明，REM树脂与脂肪族伯胺和促胺的加成反应能够进行，与苯胺不发生反应；REM树脂与酚不能发生亲核加成反应。     

Some Results behind Dividend Problems

We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed.     

Bulk Sn1−xMnxO2 magnetic semiconductors without room-temperature ferromagnetism

Polycrystalline Sn_1−xMn_xO₂ (0≤x≤0.05) diluted magnetic semiconductors were prepared by solid-state reaction method and their structural and magnetic properties had been investigated systematically. The three Mn-doped samples (x=0.01, 0.03, 0.05) undergo paramagnetic to ferromagnetic phase transitions upon cooling, but their Curie temperatures are far lower than room temperature. The magnetization cannot be attributed to any identified impurity phase. It is also found that the magnetization increases with increasing Mn doping, while the ratio of the Mn ions contributing to ferromagnetic ordering to the total Mn ions decreases.