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。     

NA序列下经验分布函数的渐近正态性及其应用

本文在NA负相协序列下利用熟知的相依情形的大小块分割的方法,建立了经验分布函数的渐近正态性．作为在可靠性中的应用,得到了生存函数■(x)=P(X＞x)估计的渐近正态性．     

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.     

高固体分羟基丙烯酸树脂的合成

以过氧化二苯甲酰（BPO）／过氧化二异丙苯（DCP）（质量比为2：3）为复合引发剂，二甲苯为溶剂，选用适量含羟基单体和分子量调节剂，以减缓树脂合成聚合反应中的自动加速现象，合成了分子量为3000-4000，多分散性指数d〈2的高固体分羟基丙烯酸树脂．该树脂与缩二脲多异氰酸酯（HDI）的配漆实验证明，所得漆膜鲜映性好、丰满度高、色泽好、雾影值低、综合性能较好．     

Effects of trapped electrons on the line shape in emission Mössbauer spectra

To explain line broadening in emission Mössbauer spectra as compared to the corresponding absorber measurements, the model of trapped electrons has been proposed. Auger electrons (emitted, e.g. after electron capture by ⁵⁷Co or after the converted isomeric transition of ^119mSn), as well as secondary electrons, may be trapped in the proximity to the nucleogenic ion. Electrons captured by lattice traps at different distances from the daughter ion induce an asymmetric distribution of quadrupole splitting in the resulting emission spectra, as shown in a few examples. This model is supported by estimates of quadrupole splitting values which may be caused by such trapped electrons located at specified distances from the nucleogenic atom.     

q变形对相干态的相位概率分布特性

通过推广Pegg和Barnett的相位算符和相位态到q变形的双模情况, 应用数值计算 研究了q变形对相干态的相位概率分布特性. 结果表明, q变形对相干态的相位概率分布受到相位参数、q参数和参数│ξ│的调节, 从而反映出不同的量子相干特性.     

A Bayesian analysis for the seismic data on Taiwan

A Bayesian approach is used to analyze the seismic events with magnitudes at least 4.7 on Taiwan. Following the idea proposed by Ogata (1988,Journal of the American Statistical Association,83, 9–27), an epidemic model for the process of occurrence times given the observed magnitude values is considered, incorporated with gamma prior distributions for the parameters in the model, while the hyper-parameters of the prior are essentially determined by the seismic data in an earlier period. Bayesian inference is made on the conditional intensity function via Markov chain Monte Carlo method. The results yield acceptable accuracies in predicting large earthquake events within short time periods.     

Influence of the Interaction between Two Neighboring Periodically Curved Fibers on the Stress Distribution in a Composite Material

A method is developed for a stress analysis in an infinite elastic body containing two neighboring periodically cophasaly curved fibers located along two parallel lines. The stress distribution is studied when the body is loaded at infinity by uniformly distributed normal forces in the fiber direction. The investigation is carried out within the framework of a piecewise homogeneous body model with the use of exact three-dimensional equations of elasticity theory. Numerical results related to the stress distribution considered and the influence of interaction between the fibers on this distribution are given.     

Determining Modes for Continuous Data Assimilation in 2D Turbulence

We study the number of determining modes necessary for continuous data assimilation in the two-dimensional incompressible Navier–Stokes equations. Our focus is on how the spatial structure of the body forcing affects the rate of continuous data assimilation and the number of determining modes. We treat this problem analytically by proving a convergence result depending on the H ^–1 norm of f and computationally by considering a family of forcing functions with identical Grashof numbers that are supported on different annuli in Fourier space. The rate of continuous data assimilation and the number of determining modes is shown to depend strongly on the length scales present in the forcing.     

On the number of full levels in tries

We study the asymptotic distribution of the fill‐up level in a binary trie built over n independent strings generated by a biased memoryless source. The fill‐up level is the number of full levels in a tree. A level is full if it contains the maximum allowable number of nodes (e.g., in a binary tree level k can have up to 2^k nodes). The fill‐up level finds many interesting applications, e.g., in the internet IP lookup problem and in the analysis of level compressed tries (LC tries). In this paper, we present a complete asymptotic characterization of the fill‐up distribution. In particular, we prove that this distribution concentrates on one or two points around the most probably value k = ?log_1/qn ? log log log n + 1 + log log(p/q)?, where p > q = 1 ? p is the probability of generating the more likely symbol (while q = 1 ? p is the probability of the less likely symbol). We derive our results by analytic methods such as generating functions, Mellin transform, the saddle point method, and analytic depoissonization. We also present some numerical verification of our results. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004