Electronic spectra of cationic forms of meso-tetrapropylporphin in a nanoporous silicate gel matrix

We have studied the fluorescence and fluorescence excitation spectra at 300 K, 77 K, and 4.2 K for silicate gel matrices colored with meso-tetrapropylporphin by impregnation of the matrix with a solution of the pigment. Comparison of the data obtained with the absorption spectra in acidified solutions and analysis of the low-temperature fine-structure vibronic spectra, and also taking into account data obtained earlier for octaethylporphin in a xerogel showed formation of two cationic forms of meso-tetrapropylporphin in the gel matrix: the short-wavelength form has a dicationic structure, while the long-wavelength form has a monocationic structure. We have traced out the correlations of the vibrational structure in the spectra of the dicationic form with data for the porphin dication, and we have drawn a number of conclusions concerning the normal vibrational modes that are active in the vibronic fluorescence and absorption spectra of the studied cationic forms. Using the AM1 semiempirical quantum chemical method, we optimized the geometry of the mesotetrapropylporphin dication: the most stable of the possible conformers is the dication structure with saddleshaped macrocycle nonplanarity. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 73, No. 4, pp. 453–461, July–August, 2006.     

On bulk-service MAP/PH L,N /1/N G-Queues with repeated attempts

We consider a retrial queue with a finite buffer of size N, with arrivals of ordinary units and of negative units (which cancel one ordinary unit), both assumed to be Markovian arrival processes. The service requirements are of phase type. In addition, a PH^L,N bulk service discipline is assumed. This means that the units are served in groups of size at least L, where 1≤ L≤ N. If at the completion of a service fewer than L units are present at the buffer, the server switches off and waits until the buffer length reaches the threshold L. Then it switches on and initiates service for such a group of units. On the contrary, if at the completion of a service L or more units are present at the buffer, all units enter service as a group. Units arriving when the buffer is full are not lost, but they join a group of unsatisfied units called “orbit”. Our interest is in the continuous-time Markov chain describing the state of the queue at arbitrary times, which constitutes a level dependent quasi-birth-and-death process. We start by analyzing a simplified version of our queueing model, which is amenable to numerical calculation and is based on spatially homogeneous quasi-birth-and-death processes. This leads to modified matrix-geometric formulas that reveal the basic qualitative properties of our algorithmic approach for computing performance measures. AMS Subject Classification: Primary 60K25 Secondary 68M20 90B22.     

气体放电击穿过程的物理和数值研究

本文对低气压（１０＾－２Ｐａ）热阴极气体放电的击穿过程给出了物理描述和相应的双流体数学型，并发展了一种选择和调整未知初始条件的有效算法，可以通过伴随试射法得到对初始条件十分敏感的非线性两点边值常微分方程组的数值解，从而给出这类气体放电中击穿过程的定量描述。     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

Some Invariance Principles for Random Vectors in the Generalized Domain of Attraction of the Multivariate Normal Law

For independent identically distributed random vectors belonging to the generalized Domain of Attraction of the multivariate normal law, we define two partial sum processes analogous to that of Donsker's Theorem. We prove that each converges in distribution to a Brownian Motion in the space of continuous functions. One process uses nonrandom operator normalization, and the other is a studentization of the first, using normalization by the empirical covariance operator.     

A note about the Gaussian property of the Brownian bridge

The Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen-Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included.     

动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Optimal inspection and perfect repair

Models are developed for decision making about monitoring andmaintenance of systems whose performance through time is describedby a general stochastic process. The system is monitored andpreventive and corrective maintenance actions are carried outin response to the observed system state. The decision processis simplified by using the maximum process as a decision variable.The models developed generalize age replacement models and othersimple maintenance strategies. The approach can deal with failuresthat prevent the system functioning further, and also failuresthat are defined by regulation or economic considerations. Attentionis restricted to perfect repair and inspection, but the structureprovides the framework for further developments.