Shibor作为基准利率的实证研究

运用我国金融市场的实际数据,从金融市场基准利率的基本属性的角度出发对Shibor和银行间债券回购利率进行了系统地比较分析,认为Shibor虽然运行时间不长,但却具备了基准利率的主要特征.Shibor作为基准利率更具有科学性.     

The form of the rate constant for elementary reactions at equilibrium from MD: framework and proposals for thermokinetics

The rates of formation and concentration distributions of a dimer reaction showing hysteresis behavior are examined in an ab initio chemical reaction designed as elementary and where the hysteresis structure precludes the formation of transition states (TS) with pre-equilibrium and internal sub-reactions. It was discovered that the the reactivity coefficients, defined as a measure of departure from the zero density rate constant for the forward and backward steps had a ratio that was equal to the activity coefficient ratio for the product and reactant species. This surprising result, never formally incorporated in elementary rate expressions over approximately one and a half centuries of quantitative chemical kinetics measurement and calculation is accepted axiomatically and leads to an outline of a theory for the form of the rate constant, in any one given substrate—here the vacuum state. A major deduction is that the long-standing definition of the rate constant for elementary reactions is not complete and is nonlinear, where previous works almost always implicitly refer to the zero density limit for strictly irreducible elementary reactions without any attending concatenation of side-reactions. This is shown directly from MD simulation, where for specially designed elementary reactions without any transition states, density dependence of reactants and products always feature, in contrast to current practice of writing rate equations. It is argued that the rate constant expression without reactant and product dependence is due to historical conventions used for strictly elementary reactions. From the above observations, a theory is developed with the aid of some proven elementary theorems in thermodynamics, and expressions under different state conditions are derived whereby a feasible experimental and computational method for determining the activity coefficients from the rate constants may be obtained under various approximations and conditions. Elementary relations for subspecies equilibria and its relation to the bulk activity coefficient are discussed. From one choice of reaction conditions, estimates of activity coefficients are given which are in at least semi-quantitative agreement with the data for non-reacting Lennard-Jones (LJ) particles for the atomic component. The theory developed is applied to ionic reactions where the standard Brönsted-Bjerrum rate equation and exceptions to this are rationalized.     

Reduction and dephosphorization of molten iron oxide with hydrogen-argon plasma

A laboratory-scale test was made in which iron oxide contained in a water-cooled crucible was melted and reduced by using a 10–50% H₂-Ar transferred arc plasma. The degree of reduction was found to be proportional to the amount of hydrogen fed. The efficiency of hydrogen utilization for the reduction was 50–70%, which is much higher than equilibrium values below 3000 K. This high efficiency was attributable partially to the reactivity of the hydrogen atom in a plasma and partially to the continuous contact of the hydrogen plasma with the molten iron oxide layer floating over the liquid iron formed. During the plasma reduction, evaporative loss of phosphorus was observed. The degree of phosphorus removal depended on the weight ratio, CaO/(SiO₂+Al₂O₃). H₂-Ar plasma was shown to be far superior for the phosphorus removal, compared with Ar and Ar-N₂ plasma.     

On exponential scores statistics for testing against positive aging

It has been shown in this paper that a test proposed by Barlow and Doksum (1972) based on the exponential scores statistic for testing exponentiality against increasing failure rate distributions is consistent for the much wider class of harmonic new better than used in expectation distributions.     

On exponential rates of likelihood ratio estimators for location parameters

In this paper the exponential rates, bounds, and local exponential rates for likelihood ratio estimators are studied. Under certain regularity conditions, a family of likelihood ratio estimators is shown to be admissible in exponential rate. It is also shown that the maximum likelihood estimator is the limit of this family of estimators.     

HL-1装置硬x射线辐射剂量测量

一、引言 多年来,从事受控核聚变的研究人员相继对环形磁约束装置的硬X射线辐射做了许多深入的实验研究,因为逃逸电子是高温等离子体的必然产物,通过逃逸电子产物——硬X射线的研究,便可得知等离子体的行为。但是,装置的硬X射线辐射剂量却直接影响到周围环境及工作人员的身体健康。高能X射线通过物质时,主要以光电效应,康普顿散射和电子对效应损失能量,进入生物组织后,X射线能量在其中转移、吸收乃至最终导致组织损伤。随着实验的进展,人们对硬X射线辐射剂量日益关心。为此,1987年,我们在HL-1装置实验运行期间(近旁的电子回旋共振加热系统未投入工作),测量了装置的硬X射线辐射剂量。     

A Mehrotra-type predictor-corrector algorithm with polynomiality andQ-subquadratic convergence

Mehrotra's predictor-corrector algorithm [3] is currently considered to be one of the most practically efficient interior-point methods for linear programming. Recently, Zhang and Zhang [18] studied the global convergence properties of the Mehrotra-type predictor-corrector approach and established polynomial complexity bounds for two interior-point algorithms that use the Mehrotra predictor-corrector approach. In this paper, we study the asymptotic convergence rate for the Mehrotra-type predictor-corrector interior-point algorithms. In particular, we construct an infeasible-interior-point algorithm based on the second algorithm proposed in [18] and show that while retaining a complexity bound ofO(n ^1.5 t)-iterations, under certain conditions the algorithm also possesses aQ-subquadratic convergence, i.e., a convergence ofQ-order 2 with an unboundedQ-factor.Research supported in part by NSF DMS-9102761 and DOE DE-FG02-93ER25171.     

适用于量子阱激光器的速率方程

首次在理论上用量子阱激光器增益与载流子密度的对数关系替代了原有速率方程中的线性关系，得到了改进了速率方程，分析了稳态和调制特性，从理论上得到了获得最低阈值的最佳阱数和最大调制带宽的最佳腔长。     

Some comments on the hazard gradient

For random variables T₁,…,T_n, the gradient of $\text{R(t) = ?log}\text{P}\text{{T}{}_1\text{> t}{}_1\text{,…,T}{}_{\mathrm{n}}\text{> t}{}_{\mathrm{n}}\text{}}$ is called the hazard gradient. Some properties of this multivariate version of the hazard rate are demonstrated, and some examples are given to show the usefulness of the hazard gradient in characterizing distributions or families of distributions.     

Characterization of proton NMR relaxation times in normal and pathological tissues by correlation with other tissue parameters

To help understand which tissue parameters best account for the water proton NMR relaxation times, the longitudinal relaxation time (T₂), the transverse relaxation time (T₂), and the water content of 16 tissues from normal adult rats were measured at 10.7 MHz and 29°C. Regression analyses between the above and other tissue parameters were performed. These other tissue parameters included: the amounts of various organic and inorganic components, protein synthetic rate, oxygen consumption rate, and morphological composition. In addition, the differences in T₁, T₂, and water content values between normal liver and malignant tumor (Morris #7777 a transplantable hepatoma) were studied to help understand how a disease state can be detected and characterized by NMR spectroscopy. The results of this study and information from the literature allow the following generalizations to be made about tissue T₁ and T₂ values: (1) Each normal tissue has rather consistent and characteristic T₁ and T₂ relaxation times which are always shorter than the T₁ and T₂ of bulk water; (2) tissues with higher water content tend to have longer T₁ relaxation times; (3) tissue T₂ values are not, however, as well correlated with water content as T₁ values; (4) tissues with shorter T₁ values have higher calculated hydration fractions, greater amounts of rough endoplasmic reticulum, and a greater rate of protein synthetic activity; (5) tissues with higher lipid content, associated with intracellular non-membrane bounded lipid droplets, tend to have longer T₂ values; (6) tissues with greater overall surface area, whether in the form of cellular membranes or intracellular or extracellular fibrillar macromolecules, tend to have shorter T₂ values; (7) the differences between T₁ and T₂ values between tumor and normal tissues correlated with differences in the volume fraction (amounts) of extracellular fluid volumes and in the amounts of membrane and fibrillar surface area in the cells. The above generalizations should be useful in predicting T₁ and T₂ changes associated with specific tissue pathologies.