The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Population transfer in multilevel system through modified stimulated Raman adiabatic passage

Stimulated Raman adiabatic passage (STIRAP) has been successfully extended to multilevel system. During the STIRAP process, the intermediate levels have notable population which is detrimental if these levels could decay to other levels through spontaneous emission. This paper proposes a novel method to reduce the intermediate level population during the STIRAP process. A complete population transfer can be achieved in this modified STIRAP even if the intermediate level decays to other levels.     

睾酮类兴奋剂测定中一些β-葡萄糖醛酸甙酶酶解能力的比较

睾酮是国际奥委会规定禁用的99种兴奋剂之一,由于睾酮是内源性激素,因此不能靠定性来判断运动员是否服用了睾酮,在人体激素代谢中,产生睾酮差向异构体——表睾酮,在男性黄种人中睾酮与表睾酮浓度比约为1:1,白种人中略高一些,根据这一情况,国际奥委会规定,人尿中睾酮与表睾酮之间浓度比不得超过6:1,尿中排泄出的睾酮和表睾酮是以葡     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

Micromagnetic analysis of transition noise for high-density perpendicular recording

In this paper, specific issues related to high-density perpendicular magnetic recording processes, such as transition noise properties and cross-track correlation lengths, were investigated with the help of micromagnetic analysis. The effects of media parameters were taken into consideration, including intergranular exchange coupling, and exchange distribution, irregular grain shapes, magnetization saturation distribution, and anisotropy distribution. The micromagnetic simulation results showed that the effect of anisotropy distribution on transition noise is more significant than magnetization saturation distribution, and it is crucial to reduce this effect to achieve a high signal-to-noise ratio. Additionally, a new method to further estimate the partial erasure threshold was proposed to approximate the partial erasure effects, and the relation between the microtrack jitter and total track jitter was investigated.     

Instability of Solitary Waves in Nonlinear Composite Media

In this paper,we investigate a class of Hamiltonian systems arising in nonlinear composite media.By detailed analysis and computation we obtain a decaying estimates on the semigroup and prove the orbitalinstability of two families of explicit solitary wave solutions (slow family in anisotropic case and solitary wavesin isotropic case),which theoretically verify the related guess and numerical results.     

On Basic Constraint Qualifications for Infinite System of Convex Inequalities in Banach Spaces

The BCQ and the Abadie CQ for infinite systems of convex inequalities in Banach spaces are characterized in terms of the upper semi-continuity of the convex cones generated by the subdifferentials of active convex functions. Some relationships with other constraint qualifications such as the CPLV and the Slate condition are also studied. Applications in best approximation theory are provided.     

Portfolio optimization in stochastic markets

We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which, in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient frontier and an illustrative example is given to demonstrate the application of the procedure.     

On Genuine Bernstein–Durrmeyer Operators

We continue the studies on the so–called genuine Bernstein–Durrmeyer operators U _n by establishing a recurrence formula for the moments and by investigating the semigroup T(t) approximated by U _n . Moreover, for sufficiently smooth functions the degree of this convergence is estimated. We also determine the eigenstructure of U _n , compute the moments of T(t) and establish asymptotic formulas. Received: January 26, 2007.