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101.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
102.
All homothetic self-similar solutions of the Brans-Dicke scalar field in three-dimensional spacetime with circular symmetry
are found in closed form. 相似文献
103.
Fabio Scardigli 《Foundations of Physics》2007,37(8):1278-1295
The Titius–Bode law for planetary distances is reviewed. A model describing the basic features of this rule in the “quantum-like”
language of a wave equation is proposed. Some considerations about the ’t Hooft idea on the quantum behavior of deterministic
systems with dissipation are discussed. 相似文献
104.
We study the metrical theory of fibred systems, in particular, in the case of continued fraction mixing systems. We get the
limit distribution of the largest value of a continued fraction mixing stationary stochastic process with infinite expectation
and some related results. These are analogous to J. Galambos, W. Philipp, and H. G. Diamond–J. D. Vaaler theorems for the
regular continued fractions. As an application, we see that these theorems hold for Jacobi-Perron algorithm.
Received September 30, 2001; in revised form January 8, 2002 相似文献
105.
The shock structure problem is one of the classical problems of fluid mechanics and at least for non-reacting dilute gases it has been considered essentially solved. Here we present a few recent findings, to show that this is not the case. There are still new physical effects to be discovered provided that the numerical technique is general enough to not rule them out a priori. While the results have been obtained for dense fluids, some of the effects might also be observable for shocks in dilute gases. 相似文献
106.
It is shown that time-dependent temperatures in a transient, conductive system can be approximately modeled by a fractional-order
differential equation, the order of which depends on the Biot number. This approximation is particularly suitable for complex
shapes for which a first-principles approach is too difficult or computationally time-consuming. Analytical solutions of these
equations can be written in terms of the Mittag-Leffler function. The approximation is especially useful if a suitable fractional-order
controller is to be designed for the system. 相似文献
107.
This paper presents the applications of digital image correlation technique to the mesoscopic damage and fracture study of
some granular based composite materials including steelfiber reinforced concrete, sandstone and crystal-polymer composite.
The deformation fields of the composite materials resulted from stress localization were obtained by the correlation computation
of the surface images with loading steps and thus the related damage prediction and fracture parameters were evaluated. The
correlation searching could be performed either directly based on the gray levels of the digital images or from the wavelet
transform (WT) coefficients of the transform spectrum. The latter was developed by the authors and showed higher resolution
and sensitivity to the singularity detection. Because the displacement components came from the rough surfaces of the composite
materials without any coats of gratings or fringes of optical interferometry, both surface profiles and the deformation fields
of the composites were visualized which was helpful to compare each other to analyze the damage of those heterogeneous materials.
The project supported by the National Natural Science Foundation of China (10125211 and 10072002), the Scientific Committee
of Yunnan Province for the Program of Steel Fiber Reinforced Concrete, and the Institute of Chemical Materials, CAEP at Mianyang 相似文献
108.
Ryohei Hanayama Kenichi Hibino Shin’ichi Warisawa Mamoru Mitsuishi 《Optical Review》2004,11(5):337-343
Wavelength scanned interferometry allows the simultaneous measurement of top surface shape and optical thickness variation of a transparent object consisting of several parallel surfaces. Interference signals from these surfaces can be separated in frequency space, and their phases are detected by discrete Fourier analysis. However, these signal frequencies are shifted from the detection frequency by the refractive index dispersion of the object and a nonlinearity of the wavelength scanning. The Fourier analysis is sensitive to the detuning of the signal frequency and suffers from the multiple-beam interference noise. Conventional error-compensating algorithms cannot be applied to an object consisting of more than three reflecting surfaces. We derive a new 2N-1 sample error-compensating algorithm, which allows the phase detection of any order of harmonic frequency among the interference signals. The new algorithm suppresses the effect of signal frequency detuning as well as the multiple-beam interference noise and can be applied to the measurement of complex objects consisting of more than three reflecting surfaces. 相似文献
109.
Winoto S. H. 《显形杂志》2004,7(3):257-262
The 7th Asian Symposium on Visualization (7ASV) was successfully held in Singapore from 3rd to 7th November 2003. This event was originally scheduled from 26th to 30th May 2003, but had to be postponed because of the outbreak of SARS (Severe Acute Respiratory Syndrome) in some parts of the
world. A total number of 122 participants attended the Symposium of which, 107 were foreign participants from 16 countries
(excluding Singapore) worldwide. There were 104 papers covering broad range of topics presented at the Symposium which were
delivered in 2×7 long sessions, and 9 keynote papers. 相似文献
110.
Tomohiro Shirai 《Optical Review》2004,11(5):312-319
Spatial coherence of the field modified by low-order adaptive optics is analyzed to establish a theoretical basis for the recent idea of using adaptive optics as a spatial coherence modifier. In this context low-order adaptive optics has the ability to correct some of the low-order aberrations specified by Zernike polynomials. The initial field to be modified is assumed to be a spatially partially coherent one resulting from phase disturbance. It is demonstrated, as in the previous study, that low-order adaptive optics serves to enhance the spatial coherence of the resultant field and that the effect of the enhancement becomes stronger as the spatial coherence of the initially partially coherent field increases. Potential applications of low-order adaptive optics as a spatial coherence modifier are briefly discussed. 相似文献