Some remarks to multivariate regression model

Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model. This work was supported by the Council of Czech Government J14/98:153100011.     

Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

准晶体中八方晶系点群的对称性与矩阵表示

从理论上对准晶体中八方晶系各点群进行了研究.运用八方晶系各点群的极赤投影图,列出了各点群的所有对称操作;填出了固有点群822的群乘表.运用坐标变换和群论在自定义的八方坐标系中,推导出八方晶系点群所有对称操作的矩阵.这32个3×3矩阵的结构是相当简洁的,它们的矩阵元只有5种可能取值:0,±1,±2.其中2是反映八方晶系准晶体所具有的准周期性的特殊无理数.     

β-MnO2高压相的从头计算模拟

 基于密度泛函理论（DFT），用完全势能线性缀加平面波方法（FPLAPW）计算模拟了MnO₂的同质多相变体（金红石型结构、CaCl₂型结构、黄铁矿型结构），通过计算，预测了β-MnO₂在5 GPa时从金红石型结构转变为CaCl₂型结构，在20 GPa时进一步转变为黄铁矿型结构。另外，还总结和比较了几种金红石型结构二氧化物的压致相变特点，得出第Ⅳ主族元素的金红石型结构氧化物有很好的规律性，发生的相变序列基本一致；并随着金属阳离子半径的增大，发生相变的压力值也相应地递减，各氧化物的体积模量值相应地减小。     

Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system

For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented.     

关于矩阵方程X+A*X-nA＝I的正定解

本文对任意正整数n界定了矩阵方程X A*X-nA=I的正定解的特征值的范围,给出了它的极大正定解一个充分条件.     

A dynamical test of phase transition order: New things in old places or old wine in new bottles

We first discuss nonlinear aspects of phase transition theory applied to a particular liquid crystal phase transition. A simple derivation is given to show how two coupled Goldstone modes (one appearing as gauge fluctuations of the ordered phase) can force a phase transition, against all expectations, to take place discontinuously (theory of Halperin, Lubensky, and Ma)-but the discontinuity may be immeasurably small. Then, we describe a new dynamical test of phase transition order, developed by Cladiset al., that turns out to be more sensitive than x-ray diffraction and adiabatic calorimetry. Quantitative data found by this new method are in excellent agreement with the measurements of adiabatic calorimetry and x-ray diffraction as well as expectations implicit in the predictions of HLM.This is the text of an after-banquet talk given at the CNLS Workshop on the Dynamics of Concentrated Systems.     

Theory of interfacial phase transitions in surfactant systems

The spin-1 Ising model, which is equivalent to the three-component lattice gas model, is used to study wetting transitions in three-component surfactant systems consisting of an oil, water, and a nonionic surfactant. Phase equilibria, interfacial profiles, and interfacial tensions for three-phase equilibrium are determined in mean field approximation, for a wide range of temperature and interaction parameters. Surfactant interaction parameters are found to strongly influence interfacial tensions, reducing them in some cases to ultralow values. Interfacial tensions are used to determine whether the middle phase, rich in surfactant, wets or does not wet the interface between the oil-rich and water-rich phases. By varying temperature and interaction parameters, a wetting transition is located and found to be of the first order. Comparison is made with recent experimental results on wetting transitions in ternary surfactant systems.This paper is dedicated to J. K. Percus in honor of his 65th birthday.     

顽火辉石的高温高压同步辐射研究

 采用同步辐射能量色散X射线衍射技术、激光加热技术和金刚石对顶砧（DAC）高压装置，在温度为2 000 K和压力为23 GPa的范围内，对采自地幔二辉橄榄岩中的顽火斜方辉石，进行了原位的高温高压能量色散X射线衍射（EDXRD）测量。实验结果表明：当压力为15.3 GPa、温度为1 600 K时（相当于地球内部410 km处的地震波不连续界面的温压环境），顽火斜方辉石转变为橄榄石的β相——瓦兹利石（Wadsleyite）相；继续加温加压至2 000 K、23 GPa时（相当于地球内部670 km处的地震波不连续界面的温压环境），顽火斜方辉石相变为钛铁矿（Ilmenite）结构和钙钛矿（Perovskite）结构的混和相。实验结果进一步证明，在地幔中存在的两个地震波不连续界面是由橄榄石、顽火斜方辉石等矿物的相变引起的。     

转移矩阵法在负折射率介质材料平板波导中的应用研究

利用严格电磁理论，推导出了适用于负折射率介质材料光波导的转移矩阵，分析讨论了转移矩阵的性质和应用.利用转移矩阵方法，推导出导波层为负折射率介质材料、覆盖层和衬底为右手材料的三层对称介质光波导的本征色散方程.用图解法研究了负折射率介质波导中TE波的异常色散特性.在负折射材料介质波导中没有零阶模，最低阶为1阶模，并且有截止频率,只有波导参量满足一定条件的时候才会存在，导模的横向波数可以为实数和纯虚数，而正折射率介质波导导模的横向波数只能为实数.