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131.
132.
金融资产收益分布的混合高斯分析 总被引:3,自引:0,他引:3
本文研究了金融资产收益的混合高斯分布模型 ,给出了混合高斯分布的 Kolmogorov-Smirnov检验的方法 ,分析了金融资产收益的非高斯性及市场价格运动的有效性 .此外 ,用成分数目 K*、拟合误差 DK*n和主成分系数 p*k 描述金融资产收益的性质 ,对外汇银行同业拆借市场和中国股票市场实证分析 相似文献
133.
We analyze the power spectrum of a regular binary thermal lattice gas in two dimensions and derive a Landau–Placzek formula, describing the power spectrum in the long-wavelength, low frequency domain, for both the full mixture and a single component in the binary mixture. The theoretical results are compared with simulations performed on this model and show a perfect agreement. The power spectrums are found to be similar in structure as the ones obtained for the continuous theory, in which the central peak is a complicated superposition of entropy and concentration contributions, due to the coupling of the fluctuations in these quantities. Spectra based on the relative difference between both components have in general additional Brillouin peaks as a consequence of the equipartition failure. 相似文献
134.
用于低动量高精度测量的漂移室氦基混合气体性能的研究 总被引:1,自引:0,他引:1
报道了用小型均匀场漂移室对不同比例的氦基混合气体He/CH4(80/20,70/30)和He/iC4H10(85/15,80/20,70/30)的电子漂移速度和用正比计数管对上述气体的电子放大系数测量的结果,实验结果同用Garfield程序包计算的结果进行了比较,符合得很好. 对He/CH4(80/20)混合气体得到漂移速度ud≈2.7cm/μs,其放大系数M在适当工作电压下能控制在104—105之间,这种混合气体可以作为低动量高精度测量的漂移室工作气体较为理想的候选者. 相似文献
135.
Y. C. Wu W. F. Koch P. A. Berezansky L. A. Holland 《Journal of solution chemistry》1992,21(4):383-396
The Onsager-Fuoss-Chen theory of conductance for mixtures has been explored and compared with experimental results for the
system HCl−MgCl2−H2O from 5×10−5 to 0.02 mol-kg−1 of water. In the theory, the higher order term O(ka) which involves the ion size parameter has been replaced by a linear
term with an empirical constant. The theory including the additional linear term agrees well with the experimental results.
The mixture effect on the equivalent conductance is small, but on the individual ionic mobilities is substantial. 相似文献
136.
Standard ensemble or particle filtering schemes do not properly represent states of low priori probability when the number of available samples is too small, as is often the case in practical applications. We introduce here a set of parametric resampling methods to solve this problem. Motivated by a general H-theorem for relative entropy, we construct parametric models for the filter distributions as maximum-entropy/minimum-information models consistent with moments of the particle ensemble. When the prior distributions are modeled as mixtures of Gaussians, our method naturally generalizes the ensemble Kalman filter to systems with highly non-Gaussian statistics. We apply the new particle filters presented here to two simple test cases: a one-dimensional diffusion process in a double-well potential and the three-dimensional chaotic dynamical system of Lorenz. 相似文献
137.
N. V. Gnevanov B. L. Smorodin 《Journal of Applied Mechanics and Technical Physics》2006,47(2):214-220
Stability of a plane-parallel flow of a nonuniformly heated binary mixture filling a vertical layer located in a field of
gravity and in a high-frequency vibrational field is studied. The axis of vibrations is directed along the layer. The case
of rigid and isothermal boundaries of the layer impermeable for the mixture is considered. The influence of thermal diffusion
on the evolution of the admixture and the thresholds of flow stability is taken into account. The study is performed on the
basis of equations for averaged fields. An asymptotic method with the use of the perturbation wavenumber as a small parameter
is applied in the long-wave limit. For arbitrary values of the wavenumber, the limit of stability was determined by numerical
integration. Charts of stability of gaseous and liquid binary mixtures are plotted.
__________
Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 47, No. 2, pp. 77–84, March–April, 2006. 相似文献
138.
S.V. Kulikov 《Shock Waves》1997,7(1):25-28
Studies of translational nonequilibrium in the front of a shock wave propagating in a three-component gas were performed by
the Monte Carlo simulation method. Simulations were performed for mixtures of components with molecular mass ratios , and shock Mach number . The distribution of relative velocities for pairs of molecules of heavy low-concentration additives 2 and 3 substantially exceeded, in the front, its equilibrium
values behind the wave at high values of . The maximum value of this superequilibrium was about for the numerical density ratio: 1000:1:1 and . Calculations showed that high values of the effect of superequilibrium take place up to a ratio of densities 200:1:1. Simulations
performed for and a mixture of He, molecular oxygen and Xe with the numerical density ratio 200:1:1 showed also the high value of the
superequilibrium effect at corresponding to dissociation threshold of oxygen. Thus, dissociation of oxygen by collisions with Xe in the front of a
wave may have a considerably higher rate than total dissociation behind the wave.
Received 4 August 1995 / Accepted 25 April 1996 相似文献
139.
M. Yu. Plotnikov A. K. Rebrov 《Journal of Applied Mechanics and Technical Physics》2005,46(5):658-663
A supersonic flow of a binary mixture of gases in a wide range of rarefaction (from a flow with a Knudsen number K
n
= 0.1 to a free-molecular flow) around a cylinder is studied by means of direct statistical Monte Carlo simulations (DSMC method). The influence of a small fraction of heavy particles in a light gas flow on the region of significant nonequilibrium near the cylinder and on the heat flux is considered.__________Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 46, No. 5, pp. 53–59, September–October, 2005. 相似文献
140.
Sérgio H. Faria 《Continuum Mechanics and Thermodynamics》2003,15(2):147-159
Recently, there appeared in this journal a short review article by Müller ((2002), 14: 227–229), in which it was argued that
the internal energy of a reacting mixture of liquid crystals should not be an objective quantity (i.e., a quantity independent
of the referential frame). Such a paradoxical conclusion has revealed the urging necessity for a better comprehension of the
interactions taking place in structured mixtures, specially when referred to non-inertial observers. This work shows that
Müller's paradox is avoided when all inertial effects are carefully accounted for. Further, it predicts interesting phenomena
without analogue in reacting mixtures of structureless fluids: internal inertial effects, produced by a combination of mass exchanges (e.g. by chemical reactions or phase changes) with the extra degrees of freedom
posed by the microstructure. Such effects clarify the reasons why inertial forces and couples acting on a mixture do not always
coincide with the sum of the inertial forces and couples exerted upon its individual constituents. The present conclusions
establish a reinterpretation of some fundamental concepts of continuum mechanics and thermodynamics, including a deeper understanding
of the manner in which total energy and momenta are conserved in complex media.
Received: July 25, 2002 / Published online: February 17, 2003
Communicated by Kolumban Hutter, Darmstadt
e-mail: faria@mechanik.tu-darmstadt.de 相似文献