一种新的$1/f$过程小波模型

给出了一种新的二进小波1/f过程模型,从理论上证明了一类谱指数为H的近似1/f过程可通过一簇平稳随机过程产生.由于所提方法利用了1/f过程小波系数的相关性,因而有效地减少了合成1/f过程的谱误差.数值实验结果表明,新模型很好地改进了已有模型.     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

应变Si1-xGex层中p型杂质电离常温和低温特性

本文采用解析的方法计算了应变Si1-xGex层中p型杂质电离度与Ge组分x、温度T以及掺杂浓度N的关系.发现常温时,在同一Ge组分下,随着掺杂浓度的升高,杂质的电离度的先变小,而后又迅速上升到1.在同一掺杂浓度下,轻掺杂时,杂质的电离度随Ge组分的增加先变大,而后几乎不变;重掺杂时,杂质电离能变为0后,杂质电离度为1.低温下,轻掺杂时,载流子低温冻析效应较为明显,杂质的电离度普遍较小,当掺杂浓度大于Mott转换点时,载流子冻析效应不再明显,电离率迅速上升到1.在同一Ge组分下,随着掺杂浓度的升高,杂质的电离度先变小,后变大,而后又迅速上升到1.在同一掺杂浓度下,轻掺杂时,杂质的电离度随Ge组分的增加变大;重掺杂时,杂质电离能变为0后,杂质电离度为1.     

Vlasov辐射器反射特性研究

 利用矩量法导出Vlasov辐射器端口处各种模式模系数（振幅）的计算方法，并利用此方法通过数值计算研究了斜切形Vlasov辐射器的反射特性，得到了辐射器端口反射系数和斜切角度及直径波长比之间的关系。结果表明斜切形辐射器具有很小的反射系数，并从反射特性上为辐射器结构参数的选择提供了依据。     

Stability of solutions to the Cauchy problem for a plane hyperbolic system with time-periodic coefficients

Considering a plane hyperbolic system with time-periodic coefficients, we construct a version of the direct Lyapunov method with the condition on the derivative of the Lyapunov functional along the trajectories of the system which is weakened by use of periodicity of the coefficients. We exhibit an illustrative example.     

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

Evaluation of PLE exhaustiveness for the extraction of PCBs from sediments and the influence of sediment characteristics

Pressurized liquid extractions were performed on eight sediments in order to investigate if a modified US EPA method (100 °C, 100 bar, n-heptane/acetone (1:1), 2 × 5 min) provided exhaustive extractions of polychlorinated biphenyls (PCBs) from sediment, and to study if the extractability of PCBs from the different sediments was affected by characteristics of the sediment. The recovery from the eight native sediments, contaminated in nature, was between 96.4% and 98.9%, as an average of the recoveries from 10 PCB congeners. Hundred percent recovery was defined as the sum of two consecutive extractions (2 × 5 min each) at the stated conditions. The recoveries of the individual congeners were above 94%, except for one congener in one sediment, which had a recovery of 92%. When the recoveries and different characteristics of the sediments were compared, no correlation appeared between recoveries and sediment PCB concentration, total organic carbon (TOC), soot carbon (SC) or amorphous carbon (AC). The fact that carbon did not influence the extractions was somewhat surprising, since previous experiments have indicated a connection. Instead, statistically significant (p < 0.05) correlations were observed for water content and carbon/nitrogen (C/N) ratio. The decrease in recoveries with decreased water content was attributed to less access of the solvent to the analytes due to less matrix swelling. The lowered recoveries with increased C/N ratio can indicate that a difference in structure of the organic matter exists, which influences the binding strength between the analytes and the matrix. The difference in structure can possibly be explained by different origin of the organic matter or by aging effects. Overall the method was found to be exhaustive and the excellent recoveries show that sediment characteristics do not influence the extractions markedly.     

INERTIAL MANIFOLDS FOR NONAUTONOMOUS SEMILINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS WITH TIME DELAYS

The present paper deals with the long-time behavior of a class of nonautonomous retarded semilinear parabolic differential equations. When the time delays are small enough and the spectral gap conditions hold, the inertial manifolds of the nonautonomous retard parabolic equations are constructed by using the Lyapunov-Perron method.     

Analysis of Spectral Reflectance Using Normalization Method from Endoscopic Spectroscopy System

Objective assessment of gastrointestinal mucosal color is extremely important in the endoscopic diagnosis of digestive tract disease. In this paper, we propose a method to clarify the spectral characteristics of gastric and colon cancer. A large number of spectral reflectance data of mucous membrane are measured by the endoscopic spectroscopy system (ESS) in the National Cancer Center Hospital East, Kashiwa, Japan and the Department of Internal Medicine, Self-Defense Force Center Hospital, Tokyo, Japan. We assume that early cancer appears primarily in the spectral data of short wavelength, because it is usually present in a superficial cell where short wavelength light is scattered more strongly than long wavelength light. To identify the features in the short wavelength components, the spectral reflectance was divided by the reflectance of a long wavelength. We investigated the possibility of distinguishing early cancer from normal spectral data through statistical analysis, employing the projection axis as the mean difference between them. Early cancer and normal spectral data were projected on the projection axis, and the Student’s T-test was applied to evaluate the mean of the distribution between these data.     

晶体中离子质量差异与激活离子光谱线热加宽和热位移

证明了基质晶体离子的质量差异对其中的激活离子光谱线的热加宽和热位移有贡献，对于单声子吸收或发射机制产生的热加宽和热位移而言，其贡献可以用一个乘积因子D^2表示，对于喇曼散射机制引起的热加宽，其贡献可以用乘积因子D^4表示，文中分别给出两种离子组成的晶体和三种离子组成的晶体的D的表示式。