A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

Methodology and Computing in Applied Probability - Risk measures for tail risk have an important application in the dynamic portfolio insurance strategies. We propose a new risk measure called...     

Exact solutions for Belousov-Zhabotinskii reaction-diffusion system

Abstract. We consider the following simplified model for the Belousou-Zhabotinskii(B-Z)reaction:     

The occupation time of Brownian motion in a ball

LetW be a Wiener process of dimensiond3, starting from 0, and letX(t) be the total time spent byW in the ball centered at 0 with radiust. We give an affirmative answer to a conjecture of Taylor and Tricot⁽¹⁶⁾ on the tail distribution ofX(t). Lévy's lower functions ofX(t) are characterized by an integral test.     

用B样条曲线构造几何物体模型的方法

根据Ｂ样条曲线原理,提出了先用若干个截平面去切割几何物体,得到一组与几何物体轮廓线相交的点。根据这些点,再用Ｂ样条曲线去构造几何物体的近似轮廓线,从而得到几何物体模型。该方法方便、精确,便于在计算机几何造型系统中应用。     

加热速度对煤的气化反应性的影响

实验室条件下考察了五种不同类型的煤经不同加热速度处理后,煤中碳对ＣＯ２化学反应性及单位质量碳的气化反应速度常数－－特殊反应速度常数的变化规律。研究结果表明：适于直接还原回转窑窑头喷煤用的高挥发分煤,经不同加热速度处理后煤中碳对ＣＯ２化学反应性和特殊反应速度常数发生明显变化,随加热速度增大而明显增大,这一研究结果为直接还原回转窑窑头喷煤强化还原的机理研究提供了依据。     

引战配合过程的信息描述

为了更深入地研究引战配合的信息过程,从信息的角度给出引战配合过程的信息描述。方法从信息论的角度将引战配合划分为两个过程：信息传输过程和信息控制过程;给出了可作为引战配合效率的指标,即引战配合过程武器系统所获取的信息量的两种度量方法。     

面向VHDL语言的专用智能编辑器

目的设计面积超高速集成电路硬件描述语言的专用智能编辑器。方法使用散列表记忆各类标识符方法,动态地分析当前输入状态,完成ＶＥｄｉｔｏｒ的功能设置。结果该编辑器汇聚了目前流行的各类通用程序编辑器的优点,同时具有其独特的功能－标识符自动记忆,语句联想式输入及简单词法,语法错误的报错功能,结论实现了一个功能齐全的编辑器。     

Preparation and optical properties of solid solution semiconductor (Zn x Cd1−x S) doped silica glasses

Semiconductor(Zn_xCd_1−x S) doped silica glasses were prepared by Sol-Gel process andin situ growth technique. The structure of the materials was characterized by X-ray diffraction technique, the particle size of semiconductor crystallites from X-ray patterns was estimated less than 10 nm. From absorption spectra, it is obtained that the absorption edges shifted to short wavelength direction when Zn contents increased, and the absorption edge can be adjusted from 2.46 eV to 2.96 eV by controlling Zn contents. The third-order nonlinear optical susceptibility was studied at 532 nm with 8 ns pulse laser by degenerate four wave mixing (DFWM) technique.