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101.
Let {Xk}k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Yk=Xg(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Yk} is studied when Xk has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Yk} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
102.
A convective flow CO laser composed of polytetrafluoroethylene discharge tubes, nickel–chromium steel components, a cupric heat exchanger and other components is described. Operating in liquid nitrogen condition, output power of 60 W has been obtained from a non-selective cavity. 相似文献
103.
A. Khrennikov 《Annalen der Physik》2003,12(10):575-585
We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations. 相似文献
104.
We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.
105.
We investigate the dynamics of the Λ system driven by two resonant laser fields in presence of dissipation for coupling strengths where the rotating‐wave approximation starts to break down. This regime is characterised by Rabi frequencies being approximately equal or smaller than the field frequencies. A systematic procedure to obtain an expansion for the solution of the Bloch evolution equations of the system is presented. The lowest contribution results to be the well‐known rotating‐wave approximation. The method is based on a semi‐classical treatment of the problem, and its predictions are interpreted fully quantum mechanically. The theory is illustrated by a detailed study of the disappearance of coherent population trapping as the intensities of the fields increase. 相似文献
106.
A (w,r) cover‐free family is a family of subsets of a finite set such that no intersection of w members of the family is covered by a union of r others. A (w,r) superimposed code is the incidence matrix of such a family. Such a family also arises in cryptography as the concept of key distribution pattern. In the present paper, we give some new results on superimposed codes. First we construct superimposed codes from super‐simple designs which give us results better than superimposed codes constructed by other known methods. Next we prove the uniqueness of the (1,2) superimposed code of size 9 × 12, the (2,2) superimposed code of size 14 × 8, and the (2,3) superimposed code of size 30 × 10. Finally, we improve numerical values of upper bounds for the asymptotic rate of some (w,r) superimposed codes. © 2004 Wiley Periodicals, Inc. 相似文献
107.
Noboru Nakatani 《Optical Review》2003,10(4):206-210
This paper describes a compulsorily phase locked differential interferometer using an orthogonally polarized light source of a modulated LD with high extinction ratio to reduce non-linearity of the interferometer caused by polarization cross-talk. The current modulated LD is used as a light source to make the interferometer compact and for the scanning phase of the interferometer. The interferometer is operated compulsorily at the maximum inclination point of the fringe intensity curve by fringe scanning and an electric system. A Wollaston prism of high extinction ratio (50 dB) is used to combine the polarizing beams and to make the polarization cross-talk very small. In one light source the polarized output beams are on the same propagation axis; in the other they have a small crossing angle (2.5 mrad ∼ 10 mrad) to completely exclude non-linearity of the interferometer causded by polarization cross-talk. Using jets of a gas mixture of nitrogen and ethylene, this interferometer was demonstrated to be useful in detecting the photothermal effect of a photothermal velocimeter under phase fluctuation in a turbulent flow. 相似文献
108.
介绍了车用压差式气体流量传感器的结构设计和电测电路,指出了传感器的使用范围,由实验测出了特性曲线.该仪器可检测车用发动机曲轴箱窜气量,适用于发动机不解体故障诊断. 相似文献
109.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
110.
The semi‐iterative method (SIM) is applied to the hyper‐power (HP) iteration, and necessary and sufficient conditions are given for the convergence of the semi‐iterative–hyper‐power (SIM–HP) iteration. The root convergence rate is computed for both the HP and SIM–HP methods, and the quotient convergence rate is given for the HP iteration. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献