Propagation of local excitations through strongly correlated quantum chains

The propagation of an external transverse magnetic signal acting locally on a 1d chain of spins generates a disturbance which runs through the system. This quantum effect can be interpreted as a classical travelling wave which contains a superposition of a large set of frequencies depending on the size of the chain. Its local amplitude fixes the size of the z-component of the spins at any location in the chain. The average and maximum value of the group velocity are determined and compared with the transmission velocity fixed by the Lieb-Robinson upper bound inequality.     

Copula models for insurance claim numbers with excess zeros and time-dependence

This paper develops two copula models for fitting the insurance claim numbers with excess zeros and time-dependence. The joint distribution of the claims in two successive periods is modeled by a copula with discrete or continuous marginal distributions. The first model fits two successive claims by a bivariate copula with discrete marginal distributions. In the second model, a copula is used to model the random effects of the conjoint numbers of successive claims with continuous marginal distributions. Zero-inflated phenomenon is taken into account in the above copula models. The maximum likelihood is applied to estimate the parameters of the discrete copula model. A two-step procedure is proposed to estimate the parameters in the second model, with the first step to estimate the marginals, followed by the second step to estimate the unobserved random effect variables and the copula parameter. Simulations are performed to assess the proposed models and methodologies.     

噪声相互关联时间对Logistic系统亚稳态稳定性的影响

研究了噪声交叉关联时间对Logistic 系统亚稳态稳定性的影响.利用最陡下降法导出了系统亚稳态到稳态的平均第一通过时间的表达式. 数值计算结果表明:内噪声、外噪声、 内外噪声的相互关联时间削弱了亚稳态的稳定性,而内外噪声的关联增加了亚稳态的稳定性.     

基于光子晶体光纤的高纯度量子关联光子对的制备

使用脉冲光在室温下抽运一根长1 m 的高非线性光子晶体光纤, 产生了中心波长分别位于830 nm 和1411 nm的具有量子关联性的闲频与信号光子. 实验中闲频和信号通道的带宽分别是15 nm和35 nm. 对单通道光子计数率的拟合结果显示光子几乎全部来源于光纤中的自发四波混频过程, 未受到Raman散射噪声的影响. 当闲频和信号通道的光子产生率约为每脉冲0.0085个时, 测得符合计数率与随机符合计数率的比值为102, 接近理论极限, 不仅证明了光子对的低噪声性, 而且表明所产生的光子对本身具有窄带频谱特性, 因而实验中对其收集效率很高. 此外, 这种高纯度关联光子对还联接了不同波段, 在量子信息技术中有着潜在的应用.     

蒙特卡罗模拟中相关变量随机数序列的产生方法

蒙特卡罗模拟有时需要对多维相关随机变量进行模拟抽样．本文介绍基于Choesky因子线性变换一非线性变换产生具有指定边缘分布和相关系数的多维相关随机变量抽样序列的一般方法,给出一种简单易行的高效数值实现途径和一些模拟结果．模拟结果表明,该方法产生的各随机变量抽样序列间具有预期要求的相关性,并能通过指定边缘分布Kolmogorov—Smimov非参数假设检验．对该方法应用中的一些限制问题进行了讨论．     

带有免赔额调整的车险奖惩系统及其最优自留额

考虑了带有免赔额调整的车险奖惩系统.利用无差别原理,将奖惩系统惩罚等级中增收保费的部分或全部用添加免赔额的方式替代,给出了替代后奖惩系统最优自留额的递推计算公式.最后,给出一个例子并分析了免赔额与平均最优自留额的关系.     

One-range addition theorems for generalized integer and noninteger μ Coulomb,and exponential type correlated interaction potentials with hyperbolic cosine in position,momentum,and four-dimensional

The formulae are established in position,momentum,and four-dimensional spaces for the one-range addition theorems of generalized integer and noninteger μ Coulomb,and exponential type correlated interaction potentials with hyperbolic cosine（GCTCP and GETCP HC）.These formulae are expressed in terms of one-range addition theorems of complete orthonormal sets of Ψα-exponential type orbitals（Ψ α-ETO）,α-momentum space orbitals（α-MSO）,and zα-hyperspherical harmonics（zα-HSH） introduced.The one-range addition theorems obtained can be useful in the electronic structure calculations of atoms and molecules when the GCTCP and GETCP HC in position,momentum,and four-dimensional spaces are employed.     

非完全相关荷载下钢筋混凝土框架结构体系可靠度分析

目前框架结构体系可靠度分析大多是在荷载完全相关的假定下完成的,对于非完全相关荷载作用下的体系可靠度研究则鲜有涉及,对于非理想弹塑性或弹脆性的结构尤其如此.本文在随机系统分析的概率密度演化理论的基础上,结合结构非线性全过程分析的位移控制算法,推导了基于归一化位移参数的结构非线性发展概率密度演化方程和承载力裕度的概率密度演化方程.采用纤维梁柱单元进行非线性分析,研究了钢筋混凝土框架结构在非完全相关荷载下的体系可靠度,并与Monte Carlo法进行了对比分析,证明了文中建议方法的可行性.基于文中方法,分析了荷载相关性对可靠度的影响,计算结果表明,荷载相关性对体系可靠度有比较明显的影响.     

Microscopic interactions in CuGeO 3 and organic Spin-Peierls systems deduced from their pretransitional lattice fluctuations

CuGeO₃ exhibits a Spin-Peierls (SP) transition, at T _SP = 14.3 K, which is announced above 19 K by an important regime of one-dimensional (1D) pretransitional lattice fluctuations which can be detected until about 40 K using X-ray diffuse scattering investigations. A quantitative analysis of this scattering shows that in this 1D direction the correlation length follows the “universal” behaviour expected for the thermal fluctuations of a real order parameter which characterizes the lattice dimerization. This allows to define a 1D mean-field temperature, T _SP ^MF , of about 60 K and invalidates any mean field scenario for the SP transition of CuGeO₃. As T _SP ^MF is as high as 4 T _SP we propose that the 3D-SP order is achieved by the interchain coupling between 1D solitons which form below about 16-20 K. CuGeO₃ being in the non-adiabatic regime, it is also suggested that the observed pretransitional fluctuations of CuGeO₃ originate from the X-ray scattering on a very broad damped critical response of lower frequency than the “critical” phonon modes. From the quantitative analysis of the 1D fluctuations we also estimate the microscopic parameters of the SP chain. These parameters allow to locate CuGeO₃ close to the quantum critical boundary separating the gapped SP ground state to the ungapped anti-ferromagnetic ground state. The vicinity of a quantum critical point emphasizes the role of the quantum and non-adiabatic fluctuations and the importance of the interchain coupling in the physics of CuGeO₃. Finally we compare these findings with those obtained for the organic SP systems (BCPTTF)₂PF₆, (TMTTF)₂PF₆ and MEM(TCNQ)₂. From a similar analysis of the pretransitional lattice fluctuations it is found that (BCPTTF)₂PF₆ and (TMTTF)₂PF₆ are located on the SP gapped classical-quantum boundary and are in the adiabatic regime where the fluctuations lead to the formation of a pseudo-gap in the spin degrees of freedom. Differently, we place MEM(TCNQ)₂ inside the SP quantum phase around the crossover line between the adiabatic and non-adiabatic regimes. Received 13 September 2000 and Received in final form 6 February 2001     

Stripe orders driven by long-range Coulomb forces in the 2D-Hubbard model

Within the single band 2D-Hubbard model treated by means of a strong-coupling approach based on a cumulant expansion and a nonstandard diagrammatic technique, we discuss the existence of critical charge fluctuations that could give rise to an instability towards a phase separation (PS). It turns out that such instability exists and evolves into an incommensurate charge density wave (ICDW) when long-range Coulomb forces are taken into account. We find a stripe phase with a crossover from diagonal to vertical stripes at increasing doping in the range 0.01 ?δ? 0.2 and increasing Coulomb potential U, similarly to recent NMR experiments on La _{2 - x} Sr _x CuO ₄. Received 20 November 2000