Nonparametric estimation of quantiles for a class of stationary processes

We study smoothed quantile estimator for a class of stationary processes. We obtain the convergency rates and the Bahadur representation, as well as the asymptotic normality for this estimator by the method of m-dependent approximation. Our results can be used in the study of the estimation of value-at-risk(Va R) and applied to many time series which have important applications in econometrics.     

Pseudo almost periodic dynamics of delay Nicholson's blowflies model with a linear harvesting term

In this paper, we investigate a class of delay Nicholson's blowflies model with a linear harvesting term, new criteria for the existence and convergence dynamics of positive pseudo almost periodic solutions are established by using the fixed point method and the properties of pseudo almost periodic function, together with constructing suitable Lyapunov functionals. The obtained results extend previously known results, and they also partially answer an open problem proposed by L. Berezansky et al. Finally, an example with simulation is presented to demonstrate the effectiveness of theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.     

Stability criteria in terms of two measures for functional differential equation with variable‐time impulses

This paper focuses on the stability in terms of two measures for functional differential equation with variable‐time impulses. Being different from most of existing literatures, the impulses of functional differential equation are assumed to be closely associated to the current state. We propose a new comparison principle for the considered systems and establish several stability criteria in terms of two measures. Also, the theoretical results are applied in a class of delayed neural network systems with variable‐tine impulses, and numerical simulations are introduced to illustrate the effectiveness of our results. Copyright © 2014 John Wiley & Sons, Ltd.     

Multivariate risk models under heavy‐tailed risks

In this paper, we consider four common types of ruin probabilities for a discrete‐time multivariate risk model, where the insurer is assumed to be exposed to a vector of net losses resulting from a number of business lines over each period. By assuming a large initial capital for the risk model and regularly varying distributions for the net losses, we establish some interesting asymptotic estimates for ruin probabilities in terms of the upper tail dependence function of the net loss vector. Our results insightfully characterize how the dependence structure among the individual net losses affect the ruin probabilities in an asymptotic sense, and more importantly, from our main results, explicit asymptotic estimates for those ruin probabilities can be obtained via specifying a copula for the net loss vectors. Copyright © 2013 John Wiley & Sons, Ltd.     

钾掺杂对三联苯的超导特性探寻

新型超导材料的设计合成及其超导机理的探索是目前凝聚态物理学领域的重要研究方向. 本文采用高真空热烧结方法制备了钾掺杂对三联苯粉末材料并表征了它们的晶体结构、分子振动、磁学及超导特性. X射线衍射图谱和拉曼光谱表明在烧结样品中除存在钾掺杂对三联苯和KH外, 还含有苯环重组的C₆₀和石墨成分. 拉曼光谱中部分峰位的红移进一步证实钾成功掺入对三联苯分子晶体中并将4 s电子转移到C原子上. 零场冷却磁性测量结果表明: 多数样品在整个温度测量区间表现为居里顺磁性, 但少数样品呈现出抗磁性, 而且在17.86, 10.00 和6.42 K三个温度点出现磁化率突降的反常行为, 其中17.86 K处的突降很可能源于钾掺杂C₆₀引起的超导转变, 而后两者可能与钾掺杂对三联苯导致的超导相关. 研究结果有助于理解金属掺杂芳香烃有机超导体这一新兴超导家族的晶体生长和物理特性, 同时也提供了一种低温制备C₆₀和石墨的新方法.     

基于改进非线性拟合的核磁共振T2谱多指数反演

核磁共振T₂谱多指数反演算法是开展复杂体系样品核磁共振(NMR)弛豫研究最重要的数学工具. 常用的T₂谱多指数反演算法一般都是事先给出弛豫时间T₂分布的布点, 然后转化为线性拟合问题进行求解. 在求解的T₂谱较为分散的时候, 反演得到的T₂谱精确度不高, 分辨率较低. 非线性拟合是解决这个问题的有效办法. 本文针对分散T₂谱反演利用非线性拟合时遇到的初值依赖及运算复杂问题, 利用线性回归最小二乘方法, 改进了其中的带非负约束非线性优化模型, 将搜索的反演参数从T₂, f 减少为T₂, 加快了收敛速度, 减少了对初值的依赖, 提高了反演精度, 使算法更加稳健. 通过用改进的Levenberg-Marquardt算法和差分进化算法进行计算机模拟反演及实验数据反演, 验证了改进方法在核磁共振T₂ 谱反演中的有效性.     

计算电容中Fabry-Perot干涉仪测量位移的相位修正方法

计算电容是复现电学阻抗单位的基准装置, 利用计算电容值和量子霍尔电阻值可以准确计算出精细结构常数α. 计算电容的本质是通过高准确度地测量屏蔽电极的位移, 实现对电容量值的测量. 因此, 基于Fabry-Perot干涉仪的精密电极位移测量系统是计算电容装置中最为核心和关键的部分. 在Fabry-Perot干涉仪测位移过程中, 由于高斯激光束存在轴向Gouy相位, 该附加相位将会引起相邻干涉条纹对应位移的变化(大于或者小于λ/2), 导致位移的测量值与实际值存在偏差. 本文阐述了高斯激光场的传播特性, 利用高斯激光束在自由空间和透过薄透镜复振幅的变换关系, 建立了计算电容装置中Fabry-Perot干涉仪透射光束的传输模型; 通过对不同腔长的Fabry-Perot干涉仪透射光场相位的分析, 获得了高斯激光束轴向Gouy相位修正与传输距离的关系. 结果表明, 当腔长从111.3 mm移动至316.3 mm时, 在接收距离为560 mm的情况下, 高斯光束轴向Gouy 相位引起的位移修正的绝对值最小为0.7 nm, 其相对相位修正量|δL|/|ΔL| = 3.4×10^-9.     

高温条件下Ga3PO7晶体热学及声表面波性质的理论研究

高温压电晶体是许多机电器件必需的一种多功能材料, Ga₃PO₇晶体的居里温度高达1364 ℃, 可应用于高温极限条件. 但是预测高温极限条件下晶体的结构以及物理性质的问题采用实验研究的手段非常困难, 而理论上的预测未见研究. 本文采用密度泛函-准谐振近似理论计算了温度在0-1200 ℃范围内Ga₃PO₇ 晶体的结构常数和热学性质, 结果表明Ga₃PO₇晶体的晶格常数a和c随温度的升高呈线性增大, 且c方向受温度影响更为显著; 晶体的密度随温度的升高而减小, 计算的a 和c方向平均热膨胀系数分别为1.67×10^-6 K^-1和3.58×10^-6 K^-1, 高温区定压热容为2.067 J/g·K, 与实验值一致. 计算了从常温到高温下该晶体的弹性常数以及体弹性模量的变化, 研究了高温条件下的声表面波特性, 发现随着温度的升高, 声表面波速度浮动较小, 而机电耦合系数略有增大; 在传播角为151° 时该晶体具有较好的温度稳定性且机电耦合系数达到最大值, 这表明Ga₃PO₇ 晶体是一种有望应用于高温环境下的压电晶体.     

高精度组合脉冲激光时序控制系统设计

在激光等离子体机理的研究中,为实现灵活的界面配置和多路脉冲激光器高精度的时序延时,设计了一种基于微控制器STM32和FPGA的多路时序延时控制系统。重点介绍了基于FPGA的多路ns级时序信号和基于ucGUI的触摸屏界面的设计。另外,采用高速光电隔离技术和高速FET开关电路技术,对驱动电路进行了设计,缩短了输出脉冲上升沿的时间,提高了系统延时精度、驱动能力和抗干扰性能。测试结果表明,该设计每路延时可调,调节范围为5 ns~10 ms,最小可调步进为5 ns,延时误差小于1 ns。     

一类Hermitian鞍点矩阵的特征值估计

本文研究了一类大型稀疏Hermitian鞍点线性系统Az=(B E E* 0)(x y)=(f g)=b系数矩阵的特征值,其中B∈C~(p×p)是Hermitian正定阵矩阵,E∈C~(p×q)是列降秩.本文分别给出了该系数矩阵正特征值与负特征值界的一个估计式,同时通过数值算例验证本文所给出的特征值界的估计是合理且有效的.