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51.
Feng S Liang Q Kinser RD Newland K Guilbaud R 《Analytical and bioanalytical chemistry》2006,385(5):975-981
A modified interval hypothesis testing procedure based on paired-sample analysis is described, as well as its application in testing equivalence between two bioanalytical laboratories or two methods. This testing procedure has the advantage of reducing the risk of wrongly concluding equivalence when in fact two laboratories or two methods are not equivalent. The advantage of using paired-sample analysis is that the test is less confounded by the intersample variability than unpaired-sample analysis when incurred biological samples with a wide range of concentrations are included in the experiments. Practical aspects including experimental design, sample size calculation and power estimation are also discussed through examples. 相似文献
52.
《Mathematische Nachrichten》2018,291(1):24-27
An equivalence is proven between the Riemann hypothesis and the speed of convergence to of the probability that two independent random variables following the same geometric distribution are coprime integers, when the parameter of the distribution goes to 0. 相似文献
53.
随着计算机储存能力和在线观测技术的提高,当今数据越来越多的以曲线和图像的形式存在.曲线和图像数据两个最显著的特征是高维和相邻数据间高度相关.这些特征使得传统的多元统计分析方法不再适合,而函数型数据在处理曲线和图像数据中具有无可比拟的优势.近年来各种各样的函数型数据分析方法得以发展,其中包括数据的对齐、主成分分析、回归、分类、聚类等.本文主要介绍函数型数据回归分析研究的起源、发展及最新进展.具体地,本文首先介绍函数型数据的概念;其次介绍函数型主成分分析方法;再次着重介绍函数型回归模型的估计、变量选择和检验方法;最后将简要探讨函数型数据未来的可能发展方向. 相似文献
54.
With the advance of computer storage capacity and online observation technique, more and more data are collected with curves and images. The most two important feature of curve and image data are high-dimension and high correlation between adjacent data. Functional data analysis has more advantage in deal with these data, which can not be treated by traditional multivariate statistics methods. Recently, a variety of functional data methods have been developed, including curve alignment, principal component analysis, regression, classification and clustering. In this paper, we mainly introduce the origins,development and recent process of functional data. Specifically, we firstly introduce the notion of functional data. Secondly, functional principal component analysis has been presented. Then, this paper is devoted to introduce estimation, variable selection and hypothesis testing of functional regression models. Lastly, the paper concludes with a brief discussion of future directions. 相似文献
55.
LI Xian-Jin 《中国科学 数学(英文版)》2010,(3)
A spectral interpretation for the poles and zeros of the L-function of algebraic number fields is given by Meyer. As Meyer works with Schwartz spaces which are not Hilbert spaces, the information on the location of zeros of the L-function is lost. In 1999, A. Connes gave a spectral interpretation for the critical zeros the Riemann zeta function. He works with Hilbert spaces. In this paper, we show that a variant of Connes’ trace formula is essentially equal to the explicit formula of A. Weil. 相似文献
56.
Ioannis K. Argyros 《Numerical Functional Analysis & Optimization》2013,34(2):112-130
We provide new semilocal convergence results for Newton-like method involving outer or generalized inverses in a Banach space setting. Using our new idea of recurrent functions and the same or weaker conditions than before [5-19], we provide more precise information on the location of the solution and finer bounds on the distances involved. Moreover, since our Newton–Kantorovich-type hypothesis is weaker than before, we can now cover cases not previously possible. Applications and numerical examples involving a nonlinear integral equation of Chandrasekhar-type and a differential equation with Green's function are also provided in this study. 相似文献
57.
Probability concepts and results are closely related to the study of zeros of the classical Riemann zeta function and its affinity to Gaussian and Gamma distributions. This is elaborated in obtaining the functional and integral equations for the zeta and in the determination first of the nonzero sets and then sets containing almost all (i.e., for the CLT probability measure) nontrivial zeros of the zeta function ζ(·). Also probability distributions determined by the zeta, based on the behavior of their finite dimensional distributions of the ζ(σ +it), σ > 0; as t varies and particularly the results of Denjoy, slightly sharpened, and also one of Salem are included. Several related opinions and comments are discussed. 相似文献
58.
Using multiscale analysis and methods of statistical physics, we show that a solution to the N-atom Liouville equation can be decomposed via an expansion in terms of a smallness parameter , wherein the long scale time behavior depends upon a reduced probability density that is a function of slow-evolving order parameters. This reduced probability density is shown to satisfy the Smoluchowski equation up to O(2) for a given range of initial conditions. Furthermore, under the additional assumption that the nanoparticle momentum evolves on a slow time scale, we show that this reduced probability density satisfies a Fokker–Planck equation up to O(2). This approach has applications to a broad range of problems in the nanosciences. 相似文献
59.
We discuss martingales, detrending data, and the efficient market hypothesis (EMH) for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that martingale stochastic processes generate uncorrelated, generally non-stationary increments. Generally, a test for a martingale is therefore a test for uncorrelated increments. A detrended process with an x-dependent drift coefficient is generally not a martingale, and so we extend our analysis to include the class of (x,t)-dependent drift coefficients of interest in finance. We explain why martingales look Markovian at the level of both simple averages and 2-point correlations. And while a Markovian market has no memory to exploit and presumably cannot be beaten systematically, it has never been shown that martingale memory cannot be exploited in 3-point or higher correlations to beat the market. We generalize our Markov scaling solutions presented earlier, and also generalize the martingale formulation of the EMH to include (x,t)-dependent drift in log returns. We also use the analysis of this paper to correct a misstatement of the ‘fair game’ condition in terms of serial correlations in Fama's paper on the EMH. We end with a discussion of Levy's characterization of Brownian motion and prove that an arbitrary martingale is topologically inequivalent to a Wiener process. 相似文献
60.
In this paper we shall make a further study on the the equivalence problem, i.e., equivalent conditions to the Riemann hypothesis in terms of Farey series by developing a rather analytical (-arithmetical) method to establish unexpected short interval results, namely
results, therewith simultaneously clarifying the underlying reasons for
results obtained in Part I. 相似文献