金融资产收益分布的混合高斯分析

本文研究了金融资产收益的混合高斯分布模型 ,给出了混合高斯分布的 Kolmogorov-Smirnov检验的方法 ,分析了金融资产收益的非高斯性及市场价格运动的有效性 .此外 ,用成分数目 K*、拟合误差 DK*n和主成分系数 p*k 描述金融资产收益的性质 ,对外汇银行同业拆借市场和中国股票市场实证分析     

亚纯函数的Valiron亏函数

对于开平面内有穷级的超越亚纯函数f(z),本文主要讨论其Valiron亏函数问题,得到f(z)的Valiron亏函数的F_δ-集合必为μ-集合的结论,去掉了陈怀惠等对f(z)的极点的要求。最后指出对于无穷级的情形,也有相应的结论。     

Effect of acid strength distribution on conversion of FCC gasoline over a ZSM-5 zeolite catalyst

Summary Acid strength distribution and the distribution of aromatics formed in the FCC gasoline conversion reaction on a ZSM-5 zeolite with different Na contents have been studied. With increasing Na content in the ZSM-5 zeolite, the acid sites determined by NH₃-TPD technique, especially the strong acid sites, clearly decrease. When used as catalyst for the aromatization reaction, the transformation of olefins in the FCC gasoline into aromatics is governed directly by the strong acid sites on the ZSM-5 catalyst. Only under the conditions that a ZSM-5 catalyst possesses suitable strong acid sites is reaction temperature favorable for the aromatics formed.     

Synthesis and Characteristics of Hole-transporting Materials Based on Biphenyl Diamine Derivatives with Carbazole Groups

IntroductionThe development of organic light-emitting diodes(OLEDs)has been the subject of intensive academicand industrial research that is directed toward the fabri-cation of large-area,monocolor and full color flat-paneldisplays[1].Ever since Tanget al…     

Stochastic analysis, rough path analysis and fractional Brownian motions

 In this paper we show, by using dyadic approximations, the existence of a geometric rough path associated with a fractional Brownian motion with Hurst parameter greater than 1/4. Using the integral representation of fractional Brownian motions, we furthermore obtain a Skohorod integral representation of the geometric rough path we constructed. By the results in [Ly1], a stochastic integration theory may be established for fractional Brownian motions, and strong solutions and a Wong-Zakai type limit theorem for stochastic differential equations driven by fractional Brownian motions can be deduced accordingly. The method can actually be applied to a larger class of Gaussian processes with covariance functions satisfying a simple decay condition. Received: 11 May 2000 / Revised version: 20 March 2001 / Published online: 11 December 2001     

继承异常的一种解决方法

继承异常用来描述在并发面向对象语言中继承与并发的冲突．对继承异常做了系统的分析，给出一种新的分类．提出在一并发对象中将同步部分与顺序部分分离，生成两个对象，通过将同步代码放入一单独对象，将继承过程分为顺序部分和同步部分，这种分离大大地减少了继承异常的发生．     

掺铒光纤吸收增加光学双稳态

报道了的掺铒光纤中观测到的吸收增加非线性和无腔光学双稳运转。双稳是低功率的（亚毫瓦级）。分析了掺铒光纤吸收增加双稳态产生的机理     

｜x｜^α的Lagrange插值多项式在零点的收敛速度

S.M.Lozinskii指出了函数｜x｜基于等距节点的Lagrange插值多项式在零点的收敛速度.2000年,M.Revers把S.M.Lozinskii的结果推广到｜x｜~α(0<α1).本文考虑的是把等距节点改为修改的Chebyshev节点,从而把零点处的收敛速度从M.Revers证明的O(n-α)提高O(n-2α).