Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

对数似然比与整值随机变量序列的一类强律

本文引进对数似然比作为整值随机变量序列相对于服从几何分布的独立随机变量序列的偏差的一种度量,并通过限制对数似然比给出了样本空间的一个子集.在此子集上得到了一类用不等式表示的强律,其中包含整值随机变量序列与相对熵密度及几何分布的熵函数有关的若干极限性质.     

保偏光纤偏振器

利用保偏光纤的弯曲损耗特性绕制而成的光纤偏振器已有过报道。但文献[1]中报道的偏振器尺寸太大(φ=100mm),不利于光纤陀螺的小型化。本文介绍一种采用“熊猫”型光纤制成的偏振器,其尺寸较小(φ=30mm),消光比可达到33dB。     

工件带到达时间的两阶段柔性流水作业的近似算法

研究了工件带到时间的两阶段柔性流水作业的排序问题,基于求解流水作业和平行机问题的算法思想,提出两个相应的近似算法H(R)和H(MR(?)),证明了这两个算法的最坏情况性能比分别为3-1/m和2/5-1/m,讨论了界的紧性,并利用数值模拟以分析算法与最优值的近似性能比.     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

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。     

用一类特定的双耦合Duffing振子系统检测强色噪声背景中的周期信号

通过分析耦合参数作用、系统所呈现大尺度周期相态的复杂性以及与系统在无噪声条件下状态的比较，得出耦合振子系统的动力学行为比同类单振子系统的复杂，周期相态更稳定、抗噪能力更强.用构造的一类含特定恢复力项双中强度耦合Duffing振子系统检测色噪声背景中的谐波、方波信号，信噪比分别达到-111.0和-108.45dB. 关键词： 特定双耦合 Duffing振子系统 色噪声 周期信号 信噪比     

微扫描技术对光电图像混淆噪声的影响

在分析采样理论和微扫描理论的基础上,引入了一个评价光电成像系统混淆噪声的品质因数,定量地分析了不同模式的微扫描对系统混淆噪声的改善程度。     

Tests of ordered hypotheses in linkage in heredity

The asymptotic null distribution of the likelihood ratio test for two cases of ordered hypotheses in a particular genetic model is considered. A simple iterative process is proposed in order to get the restricted estimates. It is shown that both tests have asymptotically a chi-bar squared distribution and the same size. A simulation study is also conducted in order to compare the usual unrestricted test with the corresponding one of ordered hypotheses. Finally, the results are extended to some special cases.