The credit risk+ model with general sector correlations

We consider an enhancement of the credit risk⁺ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.     

Correlation receiver of below-noise pulsed signals based on parametric interactions of spin waves in magnetic films

A correlation receiver capable of receiving pulsed microwave signals having amplitudes substantially below the noise level is proposed and experimentally realized. The device is based on the parametric interaction of two contra-propagating spin waves excited by the received microwave signal and the reference pulsed signal, containing information about the received signal shape, in a ferrite film waveguide. The output nonlinear correlation signal having the doubled carrier frequency and the signal-to-noise ratio enhanced by several orders of magnitude is received by a dielectric resonator coupled to an output microwave transmission line.     

最佳跳频序列族的设计与分析

本文提出了基于ｐ元广义ＧＭＷ序列和ｐ元Ｋａｓａｍｉ序列构造跳频序列族的方法,证明了基于广义ＧＭＷ序列所构造的跳频序列族具有最佳Ｈａｍｍｉｎｇ相关特性,而基于Ｋａｓａｍｉ序列所构造的跳频序列族不具有最佳Ｈａｍｍｉｎｇ相关特性。     

闭壳层原子相关效应的多体理论计算：Ne原子基态相关能

对coupled-pair many-electron theory(CPMET)展开中的非线性四体效应采取了近似处理,用角动量图技术和两体函数方法得到了适用于一般闭壳层原子的径向微分方程。然后以X_a模型作为零级近似,通过迭代求解成功地计算了Ne原子基态的任意阶相相关能,从而说明至少对于闭壳层原子体系而言,用X_a模型作零级近似同样可以进行成功的多体理论计算。     

Correlation integral as a tool for distinguishing between dynamics and statistics in time series data

We propose a new test for time series data for proper choice of processing technique: dynamical or statistical. It is based upon the normalized slope of the correlation integral (, m) = m⁻¹d(ln C()) /d ln , where m is the embedding dimension. It is shown that when does not tend to 0 on the resolved range of scales as m grows, then there will be serious limitations for dynamical methods even if the data are dynamical by nature. In the latter case it means that the length of time series does not allow to resolve small scales, and on large scales the delay reconstruction for any m mixes true and false neighbours of points and therefore restricts the application of dynamical techniques, such as estimating Lyapunov exponents or predicting time series.     

Energy-entropy inequalities for classical lattice systems

A new characterization of equilibrium states for classical lattice systems is given in terms of correlation inequalities. Their physical meaning is found to express thermodynamic stability. We demonstrate the applicability of the inequalities in specific models.Bevoegdverklaard navorser N.F.W.O.Aangesteld navorser N.F.W.O.     

Thresholding in correlation analyses of magnetic resonance functional neuroimaging

The definition of objective and effective thresholds in MRI of human brain function is a crucial step in the analysis of paradigm-related activations. This paper introduces a user-independent and robust procedure that calculates statistical parametric maps based on correlation coefficients. Thresholds are introduced as p values and defined with respect to the physiologic noise distribution of the individual maps. Experimental examples from the human visual and motor system rely on dynamic acquisitions of gradient-echo echo-planar images (2.0 T, TR = 2000 ms, 96 × 128 matrix) with blood oxygenation level-dependent contrast. The results demonstrate the disadvantages of thresholding with fixed correlation coefficients. In contrast, taking the individual noise into account allows for a derivation of p values and a reliable identification of highly significant activation centers. An adequate delineation of the spatial extent of activation may be achieved by adding directly neighboring pixels provided their correlation coefficients comply with a second lower p value threshold.     

Effect of pH, temperature and solvent mole ratio on solubility of disodium 5′-guanylate in water + ethanol system

Solubility of disodium 5′-guanylate in water + ethanol binary solvent mixtures was determined by a gravimetric method in the temperature range from 283.15 K to 323.15 K, pH range from 8 to 10 and at different water/ethanol mole ratios. The effects of pH, temperature and water/ethanol mole ratio on the solubility were investigated in detail. The modified Apelblat model and the combined nearly ideal binary solvent (CNIBS)/Redlich-Kister model were selected to correlate the experimental data. The results showed that the experimental data was satisfactorily correlated by the (CNIBS)/Redlich-Kister model, but for the modified Apelblat model, the correlation was not so satisfactory in some cases.     

The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails

Consider a risk model with two correlated classes of insurance business and a constant force of interest. We assume that the correlation comes from a common shock and that the claim-size distribution is heavy-tailed. Under this setting, we investigate the tail behavior of the sum of the two correlated classes of discounted aggregate claims. We obtain the uniform asymptotic formulas for some subclass of subexponential distributions.