Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

Schrödinger Uncertainty Relations and Physical Features of Correlated-Coherent States

We show that the difference between the Schrödinger uncertainty relations (UR) and the Heisenberg UR is fundamental. We propose a modified version of stochastic mechanics that allows clearly demonstrating that the contributions from the anticommutator and the commutator to the Schrödinger UR are equally important. A classification of quantum states minimizing the Schrödinger UR at an arbitrary instant is proposed. We show that the correlation of the coordinate and momentum fluctuations in such correlated-coherent states (CCS) is largely determined by the contributions from not only the commutator but also the anticommutator of the corresponding operators. We demonstrate that the character of this correlation changes qualitatively in time from the antiphase correlation typical for the Heisenberg UR to the inphase correlation for which the contribution from the anticommutator is decisive. We comparatively analyze properties of a free microparticle and a quantum oscillator in CCS and show that the CCS correspond to traveling-standing de Broglie waves in both models.     

Collisional excitation of Na-Rydberg atoms

The scattering of heavy ion with a multilevel Rydberg atom in the presence of an electromagnetic field is studied. The interaction of Rydberg atom and the e.m field is explored using non-perturbative quasi-energy technique. Although the results are presented for selected excitations but in actual calculations we have included many levels of the atom. The effect of various parameters are shown on collisional excitation process. As an illustration detailed calculations are performed for the inelastic proton-Na Rydberg atom collision accompanied by the transfer of photons and the effects of dressing due to the field are considered. The emphasis of the present work is on collision induced transitions especially the case that involves change of orbital as well as principal quantum number. Received 26 December 2001 / Received in final form 8 April 2002 Published online 19 July 2002     

β-MnO2高压相的从头计算模拟

 基于密度泛函理论（DFT），用完全势能线性缀加平面波方法（FPLAPW）计算模拟了MnO₂的同质多相变体（金红石型结构、CaCl₂型结构、黄铁矿型结构），通过计算，预测了β-MnO₂在5 GPa时从金红石型结构转变为CaCl₂型结构，在20 GPa时进一步转变为黄铁矿型结构。另外，还总结和比较了几种金红石型结构二氧化物的压致相变特点，得出第Ⅳ主族元素的金红石型结构氧化物有很好的规律性，发生的相变序列基本一致；并随着金属阳离子半径的增大，发生相变的压力值也相应地递减，各氧化物的体积模量值相应地减小。     

A dynamical test of phase transition order: New things in old places or old wine in new bottles

We first discuss nonlinear aspects of phase transition theory applied to a particular liquid crystal phase transition. A simple derivation is given to show how two coupled Goldstone modes (one appearing as gauge fluctuations of the ordered phase) can force a phase transition, against all expectations, to take place discontinuously (theory of Halperin, Lubensky, and Ma)-but the discontinuity may be immeasurably small. Then, we describe a new dynamical test of phase transition order, developed by Cladiset al., that turns out to be more sensitive than x-ray diffraction and adiabatic calorimetry. Quantitative data found by this new method are in excellent agreement with the measurements of adiabatic calorimetry and x-ray diffraction as well as expectations implicit in the predictions of HLM.This is the text of an after-banquet talk given at the CNLS Workshop on the Dynamics of Concentrated Systems.     

Theory of interfacial phase transitions in surfactant systems

The spin-1 Ising model, which is equivalent to the three-component lattice gas model, is used to study wetting transitions in three-component surfactant systems consisting of an oil, water, and a nonionic surfactant. Phase equilibria, interfacial profiles, and interfacial tensions for three-phase equilibrium are determined in mean field approximation, for a wide range of temperature and interaction parameters. Surfactant interaction parameters are found to strongly influence interfacial tensions, reducing them in some cases to ultralow values. Interfacial tensions are used to determine whether the middle phase, rich in surfactant, wets or does not wet the interface between the oil-rich and water-rich phases. By varying temperature and interaction parameters, a wetting transition is located and found to be of the first order. Comparison is made with recent experimental results on wetting transitions in ternary surfactant systems.This paper is dedicated to J. K. Percus in honor of his 65th birthday.     

Ground-state properties of LiV2O4 and Li1-xZnx(V1-yTiy)2O4

We present susceptibility, microwave resistivity, NMR and heat-capacity results for Li_1-xZn_x(V_1-yTi_y)₂O₄ with 0 ? x ? 0.3 and 0 ? y ? 0.3. For all doping levels the susceptibility curves can be fitted with a Curie-Weiss law. The paramagnetic Curie-Weiss temperatures remain negative with an average value close to that of the pure compound Θ≈ - 36 K. Spin-glass anomalies are observed in the susceptibility, heat-capacity and NMR measurements for both type of dopants. From the temperature dependence of the spin-lattice relaxation rate we found critical-dynamic behavior in the Zn doped compounds at the freezing temperatures. For the Ti-doped samples two successive freezing transitions into disordered low-temperature states can be detected. The temperature dependence of the heat capacity for Zn-doped compounds does not resemble that of canonical spin glasses and only a small fraction of the total vanadium entropy is frozen at the spin-glass transitions. For pure LiV₂O₄ the spin-glass transition is completely suppressed. The temperature dependence of the heat capacity for LiV₂O₄ can be described using a nuclear Schottky contribution and the non-Fermi liquid model, appropriate for a system close to a spin-glass quantum critical point. Finally an ( x / y , T )-phase diagram for the low-doping regime is presented. Received 16 March 2001 and Received in final form 30 October 2001     

[Na(18-C-6)]2[Cu(i-mnt)2]的合成与结构分析

研究了18-冠-6与Na2[Cu(i-mnt)2][i-mnt=异丁二腈烯二硫醇阴离子,S2CC(CN)2-2]的反应,得到的配合物[Na(18-C-6)]2[Cu(i-mnt)2](1)通过元素分析、红外光谱、X射线单晶衍射进行了结构分析.配合物为单斜晶系,空间群P2(1)/c.晶体学结构数据a=1.2819(11),b=1.1793(10),c=1.4928(13)nm,β=99.121(16)°,V=2.228(3)nm3,Z=2,Dcaled.=1.369g/cm3,F(000)=958,R1=0.0521,wR2=0.1003.1中的[Cu(i-mnt)2]基团通过配体i-mnt的氮原子与两个[Na(18-C-6)]基团中的钠原子成键,形成稳定的中性配合物.     

The pure state space of quantum mechanics as Hermitian symmetric space

The pure state space of Quantum Mechanics is investigated as Hermitian Symmetric Kähler manifold. The classical principles of quantum mechanics (Quantum Superposition Principle, Heisenberg Uncertainty Principle, Quantum Probability Principle) and Spectral Theory of observables are discussed in this non-linear geometrical context.     

改进型磁绝缘线振荡器的设计和数值模拟

 综合两种现有磁绝缘线振荡器的优点，对器件进行改进，将双渐变结构、轭流片和阻抗渐变三种增大功率的机制综合考虑，利用二维半全电磁PIC程序进行数值模拟，设计了一种新的改进型磁绝缘线振荡器，当外加电压为550kV，电流为35kA左右时，在L波段获得了6GW的峰值输出功率。