A multifractal decomposition according to rate of returns

For one‐dimensional simple symmetric random walk, the Hausdorff and packing dimensions of sets of sample paths with prescribed rate of returns to the origin are determined. This gives a multifractal decomposition of the underlying sample space. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

半导体中多光子吸收跃迁速率的全量子理论分析

本文从非线性光学中辐射跃迁速率的表达式出发,在全量子理论下,导出了半导体中任意阶多光子吸收跃迁速率的一般表达式。理论分析结果表明,n光子吸收跃迁速率与光强的n次方和n阶光子相干度成正比。本文在多能带及二能带理论模型下,对多光子吸收跃迁速率的一般表达式进行了化简,并对非线性相互作用项对跃迁速率的贡献,作了讨论。     

Deposition of boron nitride on graphite at 1300 K

A method for the deposition of BN onto graphite and other substrates is described. Boron trichloride (BCl₃) and ammonia (NH₃) diluted with Ar were used as reacting gases. The deposition process was carried out at 1300 K as well as lower temperatures in an open system at pressures of 1 atm. The consequences of the introduction of hydrogen to the system were considered. It was demonstrated that the replacement of argon with hydrogen increases the efficiency of the process as well as the theoretical rate of BN deposition. However, the acceleration of the deposition seems to be unprofitable, because the resulting supersaturation leads to the formation of an amorphous phase. The modification of the experimental conditions were proposed.Dedicated to Professor Dr. rer. nat. Dr. h.c. Hubertus Nickel on the occasion of his 65th birthday     

The James constant, the Jordan-von Neumann constant, weak orthogonality, and fixed points for multivalued mappings

We give some sufficient conditions for the Domínguez-Lorenzo condition in terms of the James constant, the Jordan-von Neumann constant, and the coefficient of weak orthogonality. As a consequence, we obtain fixed point theorems for multivalued nonexpansive mappings.     

一个数学建模问题的简单解法

银行利率给出了一个简单计算方法 ,这种方法更符合中学生思维的习惯 .     

动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

Research on Hawking Radiation as Tunneling from Schwarzshild-anti-de Sitter Black Hole

After taking into account energy conservation and the particle’s self-gravitation interaction, Hawking radiation of the massive particle as tunneling from Schwarzshild-anti-de Sitter black hole is studied by using Parikh-Wilczek’s semi-classical quantum tunneling approach. Meanwhile, Hawking radiation as tunneling from the black hole is reexamined by developing Angheben–Nadalini–Vanzo–Zerbini (ANVZ) covariant method to cover energy conservation and the particle’s self-gravitation interaction. Both the results perfectly generalize those obtained by Parikh and Wilczek, and show that the tunneling rate is related to the change of Bekenstein-Hawking entropy, and the factual emission spectrum is not exactly thermal, but satisfies the underlying unitary theory. PACS: 04.70-s, 9760. Lf.     

On the blow-up rate of large solutions for a porous media logistic equation on radial domain

In this paper we establish the exact blow-up rate of the large solutions of a porous media logistic equation. We consider the carrying capacity function with a general decay rate at the boundary instead of the usual cases when it can be approximated by a distant function. Obtaining the accurate blow-up rate allows us to establish the uniqueness result. Our result covers all previous results on the ball domain and can be further adapted in a more general domain.     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。