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.     

A FT-IR and V-UV Spectroscopic Study of Nickel-Containing Hydrotalcite-Like Compounds, [Ni1−xAlx(OH)2](CO3)x/2.nH2O

Hydrotalcite-like compounds containing Ni(II) and Al(III) cations and with different Ni/Al ratios in the brucite layers have been prepared and studied using FT-IR and V-UV/DR spectroscopies. It has been found that the local environment of the Ni(II) cations is the same in all cases, occupying octahedral holes, but the orientation of the interlayer carbonate anions changes with the Ni/Al ratio.     

Electric field induced non-linear multisubband electron mobility in V-shaped asymmetric double quantum well structure

ABSTRACT

We study the effect of the external electric field F_ext on the low-temperature electron mobility μ in an asymmetrically doped Al_xGa_1-xAs based V-shaped double quantum well (VDQW) structure. We show that nonlinearity of µ occurs under double subband occupancy on account of intersubband effects. The field F_ext alters the VDQW potential leading to transfer of subband wave functions between the wells, which affects the scattering potentials and hence μ. In the VDQW structure, due to the alloy channel layer, the alloy disorder (Al-) scattering happens to be significant along with the ionised impurity (Imp-) scattering. The non-linear behaviour of μ is because of μ^Imp, while the overall magnitude of μ is mostly due to μ^Al. The increase of difference in the doping concentrations of the outer barriers increases the nonlinearity of μ. The oscillatory character of μ is amended by varying the width of the well and barrier and also the height of the VDQW. Our results can be used to study VDQW based nanoscale field effect transistor structures.     

应变对单层砷烯结构拉曼散射的影响

应用密度泛函理论对应变下的单层砷烯拉曼光谱的变化进行研究.由于材料的结构对称性较低，由外部应力诱发的形变不仅可以造成拉曼模式分裂，还可以引发拉曼模式偏移.计算表明：拉曼峰位的变化与应变正相关，建立了应变与峰位移动间的定量关系，为在实验中识别砷烯结构的应变提供依据.     

Fano profile in a novel double cavity optomechanical system with harmonically bound mirrors

We investigate a double cavity optomechanical system generating single and double Fano resonance (multi-Fano). By altering a single parameter, the tunnelling rate g of the middle mirror, we are able to switch between single and double Fano line shapes. The first spectral line shape is stronger in the case of multi-Fano than in the case of single Fano. Also the behaviour of the steady state value of the displacement of the middle mirror, with respect to g, heavily influences the behaviour of double Fano lines in our scheme. This tunability along with using a single pump and signal/probe laser has an added advantage in situations where only low power consumption is available.     

水平层状介质中电磁场并矢Green函数的一种快速新算法

本文利用提取直射波并结合自适应数字滤波等技术提出一种计算水平层状介质中电磁场并矢Green函数的快速算法. 首先将谱域Green函数中表征均匀介质作用的直射波提取出来并对其积分进行解析计算,这种处理降低了谱域Green函数的奇异性,可在很大程度上缩短其积分收敛区间. 然后在将谱域Green函数剩余部分对应积分转化为三个快速下降积分的基础上,引入一种自适应数字滤波算法对其进行快速求解. 最后通过具体算例验证了本文所述算法的有效性. 关键词： 并矢Green函数 快速算法 水平层状介质     

差分输入双积分电路在热电阻测温中的应用

针对常规分立双积分AD只能处理单端信号的问题,给出了一种输入和基准电压均支持差分信号的分立差分双积分AD。在热电阻测量中,把热电阻和基准电阻串联同一回路,以基准电阻压降作为基准,对热电阻的压降进行测量,并从软硬件两个方面对常见的误差因素进行对消处理。实验表明,该电路用于PT100测温时,跳字不超过0.1℃,精度可以达到±0.1℃,且对运放型号无特殊要求,是一种低成本、高精度的温度测量方案。     

The Spectral Intensity of the Plasma of Single and Double Laser Pulses

We compare radiation of plasma flares produced on exposure of metals to laser radiation in a monopulse generation mode in the case of single and double pulses with change in air pressure. For double pulses, we established an increase in the duration and intensity of the radiation of spectral lines and also an analogy between the change in their intensities and those of single pulses obtained at a reduced air pressure.     

二元高阶Lipschitz函数类和二重Fourier级数

利用二元函数的(r,s)阶差分和二元连续模函数定义了二元周期函数的高阶Lipschitz函数类Λr,s(ω)和λr,s(ω),并且从函数Fourier级数的系数出发,在复数域内给出了函数属于二元周期函数类的充分条件,在实数域内给出了函数属于二元周期函数类的充要条件.     

双波长分光光度法测定痕量锌

本文研究了在稀硫酸介质中并有亚铁氰化钾存在时,锌与亚甲蓝所形成的配合物的双波长分光光度法。经摩尔比法测定,此配合物组成比为1∶2（锌∶亚甲蓝）,摩尔吸光系数为1.01L·mol-1·cm-1。桑德尔灵敏度为6.45×10-4μg/cm2。在25ml容积中,0—10μgZn遵守比尔定律,配合物可稳定2