Measuring persistence in a stationary time series using the complex network theory

A growing interest exists currently in the analysis of time series by the complex network theory. Here we present a simple and quick way for mapping time series to complex networks. Using a simple rule allows us to transform time series into a textual sequence then we divide it into words with fixed size. Distinct words are nodes of the network, and we have complete control on the network scale by adjusting the word size. Two nodes are linked if their associated words co-occur in sequence. We show that the network topological measures quantify the persistence and the long range correlations in fractional Brownian processes. For a particular word size we assume some relations between the topological measures and the Hurst exponent which characterised the persistence in fractional Brownian processes.     

Arithmetic Brownian motion and real options

We treat real option value when the underlying process is arithmetic Brownian motion (ABM). In contrast to the more common assumption of geometric Brownian motion (GBM) and multiplicative diffusion, with ABM the underlying project value is expressed as an additive process. Its variance remains constant over time rather than rising or falling along with the project’s value, even admitting the possibility of negative values. This is a more compelling paradigm for projects that are managed as a component of overall firm value. After outlining the case for ABM, we derive analytical formulas for European calls and puts on dividend-paying assets as well as a numerical algorithm for American-style and other more complex options based on ABM. We also provide examples of their use.     

金属氧化物对十氯联苯的降解研究

分别以市售的Fe2O3、MgO和CaO为催化剂,对十氯联苯(CB209)进行了催化降解研究.结果表明,MgO对CB209的降解具有较高的活性.在反应温度为300℃,反应时间为60 min时,MgO对CB209的降解效率达到98.9%.进一步研究表明,MgO催化降解CB209的动力学符合准一级动力学反应.通过GC-MS和GC-ECD,并结合衍生化实验,检测到九氯联苯、五氯苯和四氯苯、五氯苯酚、四氯苯酚和三氯苯酚等降解产物,进而推测出MgO催化降解CB209的过程中存在相互竞争的反应路径:氧化反应、碳碳桥键断裂和加氢脱氯.     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.     

Supramolecular lead(II) azide complex of 2,6-diacetylpyridine dihydrazone: synthesis,molecular structure,and biological activity

The complex of 2,6-diacetylpyridinedihydrazone (L) with lead(II) and azide has been characterized by elemental analyses, FTIR, and single-crystal X-ray analysis. The Pb(C₉H₁₃N₁₁) (1) crystallized in the monoclinic space group C2/c. The coordination of 1 exhibits a gap around the lead(II), possibly occupied by a stereochemically active electron lone pair on lead(II) resulting in a hemidirected complex. Antimicrobial activity of the complex is higher than the free ligand.     

Supramolecular polymer gels from polystyrene bearing cyclic amidine Group and acrylic acid/n‐butyl acrylate copolymers

We have prepared supramolecular polymer gels by mixing solutions of a polystyrene bearing cyclic amidine pendant groups (Poly‐A) and copolymers of acrylic acid and n‐butyl acrylate (Poly‐C), followed by evaporation. FT‐IR analysis indicated that the gels were formed through three‐dimensional network of the amidinium‐carboxylate salt bridge. DSC study showed that the Poly‐A and the Poly‐C were miscible when the salt bridge content was high. On the other hand, the mixtures with small salt bridge content showed phase separation. Dynamic shear measurements showed that the gel prepared from Poly‐A and Poly‐C with acrylic acid unit content of 15% had G' higher than G″ over a temperature range of ?22 °C to 32 °C, in which the G' value reached almost 1 MPa. The gel had a crossover point of G' and G″ at 32 °C, very close to room temperature, which suggested facile processability. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2016 , 54, 765–770     

Effect of Lorentz forces on forced-convection nanofluid flow over a stretched surface

Magnetic nanofluid hydrothermal analysis over a plate is studied that includes consideration of thermal radiation. The Runge–Kutta (RK4) method is utilized to get solution of ODEs which are obtained from similarity solution. In considering the impacts of Brownian motion, we applied Koo–Kleinstreuer–Li correlation to simulate the properties of CuO–water. The influence is discussed of important parameters such as the temperature index, magnetic, radiation, and velocity ratio parameters and volume fraction of nanoparticle on hydrothermal behavior. Results illustrate that the coefficient of skin friction enhances with enhancing magnetic parameter while reduces with enhancing velocity ratio parameter. Also the Nusselt number was found to directly depend on the velocity ratio and temperature index parameters but has an inverse dependence on the magnetic and radiation parameters.     

MODERATE DEVIATIONS FOR THE BESSEL CLOCK

By the method of change measures,the moderate deviations for the Bessel clock t 0 ds X(ν) s is studied,where(X(ν) t,t≥ 0) is a squared Bessel process with index ν0.The rate function can be given explicitly.Furthermore,the functional moderate deviations for the Bessel clock are obtained.