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151.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
152.
153.
Balanced sampling plans excluding contiguous units (or BSEC) were first introduced by Hedayat, Rao, and Stufken in 1988. In this paper, we generalize the concept of a cyclic BSEC to a cyclic balanced sampling plan to avoid the selection of adjacent units (or CBSA for short) and use Langford and extended Langford sequences to construct a cyclic BSA(ν, 3, λ; α) with α = 2, 3. We finally establish the necessary and sufficient conditions for the existence of a cyclic BSA(ν, 3, λ; α) where α = 2, 3. © 2005 Wiley Periodicals, Inc. J Combin Designs. 相似文献
154.
155.
Bilal Chanane. 《Mathematics of Computation》2005,74(252):1793-1801
The purpose in this paper is to compute the eigenvalues of Sturm-Liouville problems with quite general separated boundary conditions nonlinear in the eigenvalue parameter using the regularized sampling method, an improvement on the method based on Shannon sampling theory, which does not involve any multiple integration and provides higher order estimates of the eigenvalues at a very low cost. A few examples shall be presented to illustrate the power of the method and a comparison made with the the exact eigenvalues obtained as squares of the zeros of the exact characteristic functions.
156.
本文介绍概率抽样法在钢球生产过程中的应用,通过此法确定钢球生产中各工序质量监测的最佳抽检方案,以确保产品被接受的概率最大。 相似文献
157.
Amir Abbas Matin Ramin Maleki Mir Ali Farajzadeh Khalil Farhadi Reza Hosseinzadeh Abolghasem Jouyban 《Chromatographia》2007,66(5-6):383-387
A new method for extraction and analysis of acetone in human urine based on headspace solid phase microextraction using a
mixture of activated carbon and zeolite as sorbents in a PVC matrix coated on a silver wire and its application to the determination
of ketone bodies is described. Unlike commercial fibers, which are coated on fused silica, the coating adheres strongly to
the silver wire and is thermally stable up to 250 °C. After optimization of coating composition and microextraction conditions
the fiber was used for the analysis of acetone in human urine. 相似文献
158.
Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%... 相似文献
159.
Petr Lachout 《Acta Appl Math》2003,78(1-3):243-250
The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author. 相似文献
160.
We give asymptotic formulas for the multiplicities of weights and irreducible summands in high-tensor powers Vλ⊗N of an irreducible representation Vλ of a compact connected Lie group G. The weights are allowed to depend on N, and we obtain several regimes of pointwise asymptotics, ranging from a central limit region to a large deviations region. We use a complex steepest descent method that applies to general asymptotic counting problems for lattice paths with steps in a convex polytope. 相似文献