Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for diagnostic checking. Simulation studies on the size and power of the test statistics are reported. The application of the tests is illustrated by an example using the S & P 500 and Sydney All Ordinary Indexes.     

1.5μm波段基于级联二阶非线性的铌酸锂光波导全光波长变换的理论分析

研究了基于级联二阶非线性的铌酸锂波导全光波长变换器的特性.首先从耦合模方程出发,比较了数值分析结果与小信号近似分析的结果.其次在数值分析基础上,分析了铌酸锂晶体的温度变化导致相应基频光波波长与极化反转光栅周期的变化关系.最后分析了在不同相互作用长度下,转换的光波功率与有效基频光波波长带宽、温度调谐带宽、极化反转光栅周期带宽等关系,以对全光波长变换器件进行优化设计 关键词： 级联二阶非线性 波长变换 准位相匹配 铌酸锂光波导     

一维无序体系电子跳跃导电研究

建立了电子隧穿电导模型,推导了一维无序体系新的直流电导公式.通过计算20000格点无序体系的直流电导率,分析了直流电导率和温度及外场电压的关系,讨论了无序度对直流电导的影响.计算结果表明,无序体系的直流电导率随无序度的增加而减小;外加电场较小时,电导率相对较大,且出现一系列峰值,电压较大时,电导率反而较小;无序体系在低温区出现了负微分电阻特性,电导率随温度的升高而增大,在高温区电导率随温度的升高而减小.计算结果和实验符合很好 关键词： 无序体系 电子隧穿 直流电导率     

CP violation and extra dimensions

It is shown that new sources of CP violation can be generated in models with more than one extra dimension. In the supersymmetric models on the space-time , where the radius moduli have auxiliary vacuum expectation values and the supersymmetry breaking is mediated by the Kaluza–Klein states of the gauge supermultiplets, we analyze the gaugino masses and trilinear couplings for two scenarios and obtain the result that there exist relative CP violating phases among the gaugino masses and trilinear couplings. Received: 10 October 2001 / Published online: 20 December 2001     

NO-2-I-体系双波长紫外分光光度法测定痕量亚硝酸根

在稀盐酸介质中,亚硝酸根氧化碘化钾的反应产物I-3在288nm和352nm处有两个强吸收峰.基于此建立了双波长紫外分光光度法测定痕量NO-2的新方法.该法简便、快速、选择性好,线性范围为0-0.4μg/mL,检出限为3.4×10-9g/mL.用于河水、井水、矿泉水中亚硝酸根的测定,结果令人满意.     

B物理中的难题

讨论单举B介子衰变中的难题, 包括直接CP非对称性及纵向极化分支比, 这些难题可能皆归因于量子色动力学的不准确度, 并非新物理的讯号.     

低复杂度序列的维数

本文研究符号空间中由零拓扑熵序列组成的集合.通过构造适当的自相似集,证明了该集合的盒维数为1,而Hausdorff维数为0.     

Temperature dependence of interband transition energy in InGaAsN strain-compensated quantum-well and ridge-waveguide lasers fabricated with pulsed anodic oxidation

Ridge-waveguide InGaAsN triple-quantum-well strain-compensated lasers grown by metal organic chemical vapor deposition were fabricated with pulsed anodic oxidation. The laser’s output power reached 145 mW in continuous-wave mode at room temperature for a 4-?m -stripe-width laser. Continuous-wave single longitudinal mode operation was maintained at a high injection current level with a wavelength of 1287.3 nm at room temperature. Single longitudinal mode operation at 1317.2 nm was achieved at twice the threshold current at 100 °C. The band gap of InGaAsN in the quantum wells at different temperatures was calculated and compared to the measured temperature-dependent laser wavelength.     

Effect of Notoginsenoside-Rg1 on the Expression of Several Proteins in the Striatum of Rat Models with Parkinson＇s Disease

After establishing hemi-Parkinsonian rat models, the relationships between neuron death and the expression of several proteins, such as c-Fos, GFAP, GDNF, NF-κB and some cytokines were determined. Therapeutics experiments with notoginsenoside-Rg1 were carried out. The research results show that the expressions of GFAP, NF-Kκ and c-Fos will obviously increase in the lesion side of the striatum and the expression of GDNF will decrease, which implies that the signal transduction pathway may participate in the apoptosis in neurons. The levels of some cytokines such as TNF-α, IL-1β in the striatum of PD rat models increased compared to those of normal rats. The results of the therapeutics experiments show that notoginsenoside-Rg1 may repress the immune inflammation response and regulate the immune function through the neuro-immune molecular network. Therefore, notoginsenoside-Rg1 can be used as an effective drug for anti-oxidation and anti-inflammation, and can be used in the therapy of Parkinson＇s disease（PD）.     

Sizes of Critical Graphs with Small Maximum Degrees

In this paper, we give new lower bounds for the size of Δ-critical graphs with Δ=8,9 which improve the partial results of Luo [6] and Y. Zhao [12].