双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

On construction of symmetries from integrals of hyperbolic partial differential systems

An algorithm is proposed which allows one to construct higher symmetries of arbitrary order for some special classes of hyperbolic systems possessing integrals. The Pohlmeyer-Lund-Regge system and the open two-dimensional Toda lattices are shown to belong to the class of systems where our algorithm is applicable. __________ Translated from Fundamental’naya i Prikladnaya Matematika (Fundamental and Applied Mathematics), Vol. 10, No. 1, Geometry of Integrable Models, 2004.     

Observation of dielectronic satellites in the K-spectrum of argon ions in plasma produced by femtosecond laser pulses

The satellite structure of 1s2p ^1,3 P ₁-1s ²¹ S ₀ lines of the He-like argon ion in plasma produced by a 45-fs laser pulse in a gas-jet cluster target is measured with a high spectral resolution. Radiation transitions 2p → 1s from autoionizing states (AISs) are detected for ions ranging from Li-like to F-like. The spectrum observed is theoretically simulated with the use of the spectroscopic data for the AISs of multicharged ions obtained within the multiconfiguration relativistic Hartree-Fock method. Good agreement with experimental data is obtained when the main population channels of these states are taken into account for typical values of cluster-target plasma parameters.     

FTIR光谱遥测红外药剂的燃烧温度

本文利用遥感FTIR光谱，对红外药剂的燃烧特性进行了研究。在分辨率为4cm^-1时，收集4700－740cm^-1波段的光谱。从HF等燃烧产物发射的分子振转基带精细结构的谱线强度分布，可以对燃烧温度进行遥感测定，并给出了燃烧温度随时间的变化关系，实验结果表明燃烧表面附近温度梯度很大，存在着急剧的变化温度场，同时也说明，在不干扰火焰温度场的情况下，利用遥感FTIR光谱对剧烈的、非稳态快速燃烧的火焰温度进行连续实时的遥感测量，是一种快速、准确、灵敏度高的测温方法，显示了它在燃烧温度测量、产物浓度测试以及燃烧机理研究等方面的应用前景。     

"小题大做"一例——研究性教学中习题环节的个案讨论

本文以一道题为例对研究性教学中的习题环节进行了实例研究.大致按照事件发生的顺序叙述以再现现场情景.     

Wavelength and power monitoring of DWDM systems using scanning F–P filter calibrated with a F–P laser

A novel technique to overcome the long-term drift and hysteresis of a scanning Fabry–Perot filter was developed and applied to wavelength and power monitoring of DWDM system. By using the comb peaks generated by a temperature-stabilized, near threshold-biased Fabry–Perot diode laser as wavelength reference for the scanning Fabry–Perot filter, wavelength and power measurement accuracy of better than ±10 pm and 0.2 dB, respectively, were achieved.     

天文斑点成像技术中的噪声影响分析

为进一步说明天文像复原新方法-迭代位移叠加法的性质，对探测器的附加噪声在斑点干涉术、斑点掩模法和迭代位移叠加法中的影响分别进行了分析。结果表明：在斑点掩模法中，复杂的噪声高阶矩统计被引入了重谱的噪声偏差，因此对噪声极为敏感，使数据处理更加复杂化；与斑点掩模法相比，迭代位移叠加法仅涉及对噪声的一阶矩统计平均，所以此新方法的特点是对噪声不敏感，具有图像复原处理过程简单快捷的优越性。     

C- and N-Amidotrichloroethylation of Azoles

1H-Pyrazoles, triazoles, and imidazoles in reaction with ethoxycarbonylimine and arylsulfonylimines of chloral yield addition products, corresponding 1-(1-amidotrichloroethyl)azoles. Derivatives of 1-alkylpyrazoles and pyrazolones react with chloral 4-chlorophenylsulfonylimine to furnish products of C-amidotrichloroethylation into position 4 of the azole ring.     

Newton-Leibniz integration for ket-bra operators in quantum mechanics and derivation of entangled state representations

Newton-Leibniz integration rule only applies to commuting functions of continuum variables, while operators made of Dirac’s symbols (ket versus bra, e.g., |q〉〈q| of continuous parameter q) in quantum mechanics are usually not commutative. Therefore, integrations over the operators of type |〉〈| cannot be directly performed by Newton-Leibniz rule. We invented an innovative technique of integration within an ordered product (IWOP) of operators that made the integration of non-commutative operators possible. The IWOP technique thus bridges this mathematical gap between classical mechanics and quantum mechanics, and further reveals the beauty and elegance of Dirac’s symbolic method and transformation theory. Various applications of the IWOP technique, including constructing the entangled state representations and their applications, are presented.