Limit theorems in financial market models

Invariance principle states that a scaled simple random walk converges to the standard Brownian motion.In this article, we present a discrete time stochastic process, which reflects a microstructure of market dynamics, and prove a convergence to a scaling limit process with a drift term and a jump term. These terms are derived from a macroscopic condition on volumes traded in some time intervals. The mathematical tools for obtaining our results are Dobrushin-Hryniv theory and the method of cluster expansion developed in mathematical studies of statistical mechanics.     

模具钢表面激光毛化工艺的试验研究

以模具工业45^#钢摩擦学设计及性能要求为基础,分析了激光毛化模具钢表面形貌的形成机理及其关键的影响因素。采用灯泵浦Nd：YAG脉冲激光器在试样表面进行激光毛化工艺试验,获得了合理的激光毛化参数范围：激光峰值功率0．8～1．6kW,离焦量-1．4～-0．4mm、＋0．4～4-1．4mm,辅助气体压力〉0．2MPa,脉宽1．8ms。采用功率增益和氧气保护,可加工出预先设定的微火山口状毛化形貌。微凹坑形貌的成功获得对于提高拉伸模具的摩擦磨损性能,进一步掌握激光毛化参数与材料的作用规律,提供了有效的数据参考。     

高纯锗探测器的广泛应用和自主研制进展

以目前国际上极为活跃开展的暗物质探测、无中微子双 衰变研究为例,评述了高纯锗探测器的重要性及其广泛的应用前景。介绍了己开展的高纯锗单晶、探测器制备的关键技术研究进展:合作单位已研制出了用于高纯锗单晶材料制备的区熔炉、单晶炉;并制备出直径为20  50 cm、纯度为12N(< 41011  atoms/cm3)、位错< 5000 atoms/cm2 的锗单晶;掌握了高纯锗探测器(平面型、同轴型)制备的关键技术,用进口高纯锗单晶材料制备出的同轴型高纯锗探测器对射线的能量分辨率及探测效率均达到进口产品指标,使用自制的12N 高纯锗单晶材料己制备出平面型高纯锗探测器。呼吁加速高纯锗研制的自主创新步伐,尽早实现其国产化目标。The article reviews importance and wide applications of HPGe detector, especially the application on the dark matter search experiment and double beta decay experiment. The research progress on the Highpurity germanium single crystal and HPGe detector in China has been introduced. The cooperation partner developed new type zone-refining furnace and single crystal furnace. The ultra-purity germanium single crystal with 20~50 cm, purity up to 12N(net impurity concentration is less than 41011 atoms/cm3), and dislocation less than 5 000 /cm3 was prepared. The key technologies for preparing planar and coaxial HPGe detector were mastered. The coaxial detector, which has been made of imported ultra-purity germanium single crystal has excellent energy resolution and efficiency as the imported commercial detector. The planar detector using selfmade germanium single crystal was also successfully manufactured. The research group appeals for speeding up the pace of independent innovation on the high-purity germanium, and achieving the high-purity germanium localization as soon as possible.     

硒的原子吸收分析进展

本文对1985年以来硒的原子吸收分析,从石墨炉法、氢化物法、氢化物-石墨炉法和火焰法四个方面的分析进展进行综合评述。     

Analysis of a collinear holographic storage system: introduction of pixel spread function

Image formation in a collinear holographic storage system was analyzed. The wavefront from each pixel of a spatial light modulator was regarded as a plane wave in the recording medium, and its wave vector was determined by the position of the pixel. The hologram in the recording medium was treated as the summation of all gratings written by all combinations of two plane waves. The image of a data page was formed by diffraction of the reference waves by all gratings. The results of the simulation showed good agreement with experiment. We introduced the pixel spread function to describe the image formation characteristics. Analysis of the pixel spread function reveals that a radial-line pixel pattern for reference waves gave a sharper image than other reference pixel patterns. It is also shown that a random phase modulation applied to each reference pixel improved the image formation.     

A phase I, randomized study of combined IL-2 and therapeutic immunisation with antiretroviral therapy

Background  

Fully functional HIV-1-specific CD8 and CD4 effector T-cell responses are vital to the containment of viral activity and disease progression. These responses are lacking in HIV-1-infected patients with progressive disease. We attempted to augment fully functional HIV-1-specific CD8 and CD4 effector T-cell responses in patients with advanced chronic HIV-1 infection.     

非水溶液滴定法测定普卢利沙星的含量

以0.1mol.L-1高氯酸为滴定液,结晶紫为指示剂,用非水滴定法测定普卢利沙星。重复测定普卢利沙星含量平均值为99.4%(n=6),相对标准偏差为0.1%。该方法准确简便、重复性好,可作为普卢利沙星含量测定的有效方法。     

非线性光学腔中的相位调制光机械动力学

研究了Fabry-Perot光学腔中包含一个光学参量放大器来增强腔场与机械振子之间的耦合的光机械动力学行为.在解析边带机制下用量子郞之万方程具体研究了振子的涨落光谱、光学多稳态行为、机械阻尼与修正共振频移和基态冷却.通过数值解讨论了辐射压力诱导机械振子和腔场的稳态振幅所展现的光学多稳态行为,同时也分析了辐射压力引起的修正共振频移和机械阻尼与参量增益、输入激光功率和参量相位这三个因素的关系.此外,随着调节泵浦场的参量相位,振子的涨落光谱呈现简正模式分裂.通过精确求解最终有效声子数论证了基态冷却.结果表明,机械振子的冷却由初始浴温度、机械品质因数和参量相位这个三个因素控制.参量相提供一个新的方法来操控非线性光机械动力学.