沪深股市相关结构分析研究

在金融市场风险分析中,对金融资产相关结构的讨论有着重要意义,从而引出对如何选取好的相关结构模型来捕捉金融资产间的相关变化规律的讨论。针对这一问题,我们用混合相关结构函数Copula对上海、深圳股票市场进行了相关分析研究,用极值分布刻画了每支股票的边缘分布,用两步估计法对Copula中的参数进行了估计。分析结果表明:混合Copula相关结构能够捕捉金融市场间相关性变化规律,比单个Copula相关结构更灵活,更能全面地反映市场间非对称变化的相关程度和模式,此方法还可以推广到对多种金融资产收益率进行相关性分析。     

146Ce核的八级形变带和准γ带

通过测量²⁵²Cf自发裂变所产生的瞬发γ射线, 对¹⁴⁶Ce核的高自旋结构进行了重新研究, 结果更新了以前报道的能级纲图, 把八级形变集体带扩展到更高的自旋, 并且重新构建了可能的准γ带结构. 此外, 用反射不对称壳模型(RASM)对¹⁴⁶Ce核的八级形变带进行了计算, 低自旋处的计算结果与实验数据符合得很好.     

Dynamical Properties of Potassium Ion Channels with a Hierarchical Model

It is well known that potassium ion channels have higher permeability than K ions, and the permeable rate of a single K ion channel is about 108 ions per second. We develop a hierarchical model of potassium ion channel permeation involving ab initio quantum calculations and Brownian dynamics simulations, which can consistently explain a range of channel dynamics. The results show that the average velocity of K ions, the mean permeable time of K ions and the permeable rate of single channel are about 0.92nm/ns, 4.35ns and 2.30 ×10^8 ions/s, respectively.     

一维细胞神经网络的完全稳定性分析

运用Lyapunov函数方法,讨论了一维细胞神经网络模型的完全稳定性问题,给出了四组使模型具有完全稳定的充分条件.     

LD Pump Single-Longitudinal-Mode Nd：GdVO4/RTP Solid-State Green Laser

The single-longitudinal-mode Nd：GdVO4/RTiOPO4 （RTP） solid-state Green laser operation of a laser-diode （LD） end-pumped laser is realized by multi-cavities and a Brewster plate. The LD-pumped single-frequency green laser has been demonstrated by optimizing several parameters and a cavity length, with precise temperature controlling of Nd：GdV04, RTP and laser diode. When the incident pump power is 2 W at 808.4 nm, a single-frequency cw green laser at 532nm with output 210 m W is obtained, the optical-to-optical conversion efficiency is up to 10.5%.     

一类二元相关威布尔分布的可靠性问题

本文考虑生存函数为${\ol{F}(x_{1},x_{2})}=\exp\{-[(x_{1}^{1/\alpha}/\theta_{1})^{1/\delta}+(x_{2}^{1/\alpha}/\theta_{2})^{1/\delta}]^{\delta}\},\;x_{i}>0,\;\alpha>0$, $1\geq\delta>0,\;\theta_{i}>0\;(i=1,2)$的二元威布尔分布的两种可靠性问题, 提出可靠度$\pr$的估计并讨论了它们的渐近性, 最后还作了模拟计算.     

Interferences in Photodetachment of a Negative Molecular Ion

The photodetachment of a negative molecular ion is studied theoretically using a two-center model. The detached electron wave function is obtained as a superposition of two coherent waves originating from each center. The photo-detached electron flux is evaluated on a screen placed at a large distance from the negative molecular ion. The electron flux on the screen displays strong interferences, the peak positions are related to the distance between the two centers in the negative molecular ion. We a/so obtained a simple analytical formula for the total photodetachment cross section. It approaches one and two times of the cross section for the one-center system in the high and lowphoton energy limits respectively.     

Measurements of AIM for Visible Wavelength Based on Individual Eye Model

We measure and calculate the aerial image modulation （AIM） of human retina for visible wavelengths based on the individual eye model. By employing the optical design software ZEMAX, we obtain the modulation transfer function （MTF） of human eye in visible wavelengths. Using CSV-1000 and VAF-1000, the contrast sensitivity function （CSF） and the visual acuity （VA） for the same eye are measured. Then the AIM of human retina could be acquired by the relations between MTF and CSF and between MTF and VA. The AIM of human retina is independent of MTF, and the values of AIM for normal eyes （without retina disease） are similar, so the assembly average for large numbers of normal eyes can be a standard AIM curve, which is helpful for the diagnosis of diseases in the retina system.     

相互作用玻色子模型中相变特征量的玻色子数N依赖行为

研究了相互作用玻色子模型中各种对相变比较敏感的特征量相对于总玻色子数N的依赖行为. 通过比较这些特征量在U(5)-SU(3)过渡区以及U(5)-O(6)过渡区在不同N情况下的临界行为, 发现BE(2)比值B(E2;4₁→2₁)/B(E2};2₁→0₁)和B(E2;0₂→2₁)/B(E2;2₁→0₁)等可以作为完全区分一级相变和二级相变的有效序参量.     

Performance Analysis for Mobile Ad Hoc Network in Random Graph Models with Spatial Reuse

In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route.