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.     

两种拔尿管方法对膀胱功能损伤的临床观察

为观察两种不同的拔尿管方法对膀胱功能损伤的差异,将80例患者随机分成两组,分别采用改良法(40例)和常规法(40例)拔除留置尿管,分析比较了两组患者排尿顺利率、逼尿肌功能恢复率及尿道刺激症、尿失禁、尿潴留。结果表明,两组患者拔管后上述指标与情况有显著性差异,P<0.05。提示改良组膀胱功能损伤明显低于对照组。改良的拔管方法是一种值得护理推广应用的好方法。     

从 ${\cal B}^0$ 到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子

设 $\varphi$ 是单位园盘 $D$ 到自身的解析映射, $X$ 是 $D$ 上解析函数的 Banach 空间, 对 $f\in X$, 定义复合算子$C_\varphi $ : $C_\varphi (f)=f\circ \varphi$. 我们利用从 ${\cal B}^0$到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子研究了空间 $E(p,q)$ 和 $E_0(p,q)$, 给出了一个新的特征.     

解析函数的p叶性条件

本文指出 Ｍ．Ｊａｈａｎｇｉｒｉ的评论［Ｍａｔｈｅｍａｔｉｃａｌ Ｒｅｖｉｅｗｓ　９８ｅ：３００２０］错误，并且导出解析函数ｐ叶星形性与ｐ叶凸性的某些充分条件．     

A primer on perfect simulation for spatial point processes

This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed. Received: 30 June 2002     

亚纯函数及其微分多项式的唯一性

设f是非常数亚纯函数,g是f的线性微分多项式．a和b是f的两个不同的小函数．本文证明如果f和g几乎CM分担a和b,则f≡g;此外,若f是非常数整函数,且f和f^(k)(k≥1)IM分担a和b,b-a≠Pe^λz,测f≡g．     

N指标d维广义Wiener过程象集的m项代数和的几个性质

设珮犠（狋）：犚犖＋ →犚犱是犖指标犱维广义Ｗｉｅｎｅｒ过程，对任意紧集犈１，…，犈犿犚犖＞ ，该文研究了犿项代数和珮犠（犈１）…珮犠（犈犿）的Ｈａｕｓｄｏｒｆｆ维数，Ｐａｃｋｉｎｇ维数和正的Ｌｅｂｅｓｇｕｅ测度及内点的存在性． 其结果包含并推广了布朗单的结果．     

The measurement of subcritical electroconvection

Under idealized conditions, electroconvection in a nematic liquid crystal sets in at a well-defined threshold of the driving ac voltage. Fluctuating convection rolls of a small amplitude below that threshold have been observed recently. The measurement of the amplitude of these fluctuations is described in detail in this paper. It is based on averaging the light intensity signals using the structure function and a quantitative analysis of the light deflection.     

改善光纤倒像器的对比度传递特性

光纤倒像器是一种特殊类型的光纤板，可将传递图像直接倒转180°并应用于像增强器。由于光纤倒像器的特殊结构，造成光纤随着距扭转轴心的距离增加，数值孔径和光通量逐渐下降。相对于光纤板，光纤倒像器在透过率和对比度传递特性上均有一定程度的下降。通过改进玻璃系统，在一定程度上降低芯皮玻璃间离子扩散和相互渗透的程度，可提高光纤倒像器的实际数值孔径；通过调节EMA吸收量，既能满足像增强器对光纤倒像器荧光屏透过率的要求，又能保证最大程度地吸收光纤中逸出的杂散光，提高对比度。选择合理的芯皮比，不仅可弥补因扭转拉伸造成的皮层厚度减薄，还可进一步增加皮层厚度，抑制光从光纤中逸出。通过以上改进，可改善光纤倒像器的对比度传递特性。     

基于平均和峰值灰度加权的自动调光系统

介绍了在CCD高速电视测量仪系统中，利用电子快门和可变光阑有机结合，在运动控制卡控制下实现自动调光，扩大了调光的动态范围.采用了平均灰度和峰值灰度加权的办法来获取反馈信号，有效的解决不同背景下自调光系统的适应性.提出了基于二次函数的调光反馈量计算方法，提高了调光过程中的收敛速度，同时也保证了系统有较小的超调量.