异方差回归中的广义方差比检验

在同方差假设之下,线性模型在回归分析的理论与应用方面起着突出的作用,很受许多研究工作者的青睐.然而,回归模型中同方差性这一标准假设不一定总是成立的.因此我们考虑了用一类基于似残差的方法来检验异方差情形下线性模型拟合观测数据的情况.本文既给出了大量的模拟,又给出了实际数据作为应用的例子.效果都很好.     

一种新的超分辨记录点的读出技术

提出一种新的超分辨记录点的读出技术—超分辨反射膜技术，详细分析了其原理。用该技术，以Sb为超分辨反射膜，SiN为介电层，在激光波长为632．8nm和光学头的数值也径为0．40的读出光学系统中实现了直径为380nm的超分辨记录点的读出。同时研究了Sb薄膜厚度对读出信噪比的影响规律，发现最佳的Sb薄膜厚度为28～30nm，所得的信噪比为38～40dB。     

Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

对数似然比与整值随机变量序列的一类强律

本文引进对数似然比作为整值随机变量序列相对于服从几何分布的独立随机变量序列的偏差的一种度量,并通过限制对数似然比给出了样本空间的一个子集.在此子集上得到了一类用不等式表示的强律,其中包含整值随机变量序列与相对熵密度及几何分布的熵函数有关的若干极限性质.     

不同温度均匀二半空间接触后产生的辐射场

 应用电磁线路中涨落耗散理论，推导了不同温度均匀二半空间接触后产生辐射场密度的公式。将此公式近似展开后，即得Grover和Urtiew所获得的表示式，不过多了一松弛项，该项如用非富里叶热传导理论推导，也是存在的。该结果和实验结果一致，不过这里的松驰时间可以应用介质性质进行计算。     

保偏光纤偏振器

利用保偏光纤的弯曲损耗特性绕制而成的光纤偏振器已有过报道。但文献[1]中报道的偏振器尺寸太大(φ=100mm),不利于光纤陀螺的小型化。本文介绍一种采用“熊猫”型光纤制成的偏振器,其尺寸较小(φ=30mm),消光比可达到33dB。     

工件带到达时间的两阶段柔性流水作业的近似算法

研究了工件带到时间的两阶段柔性流水作业的排序问题,基于求解流水作业和平行机问题的算法思想,提出两个相应的近似算法H(R)和H(MR(?)),证明了这两个算法的最坏情况性能比分别为3-1/m和2/5-1/m,讨论了界的紧性,并利用数值模拟以分析算法与最优值的近似性能比.     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

Tests of ordered hypotheses in linkage in heredity

The asymptotic null distribution of the likelihood ratio test for two cases of ordered hypotheses in a particular genetic model is considered. A simple iterative process is proposed in order to get the restricted estimates. It is shown that both tests have asymptotically a chi-bar squared distribution and the same size. A simulation study is also conducted in order to compare the usual unrestricted test with the corresponding one of ordered hypotheses. Finally, the results are extended to some special cases.