期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

Bounds to optimal burn‐in and optimal work size

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd.     

Linear absorbing boundary conditions for surface water wave propagation

Summary The meaning of linear absorbing boundary conditions for periodic water waves in elliptical approaches is discussed. It is found that the direction of propagation of the waves must be known for reliable boundary conditions and that the energy dissipation of waves running parallel to a boundary in general cannot be modelled in the framework of a linear theory. Work presented at the Euromech Colloquium 240 on ?Dispersive waves in dissipative fluids?, Bologna, August 30–September 2, 1988.     

Thermal expansion of a rig

Summary We have estimated and measured the daily thermal expansion of an oceanographic platform. This has been found negligible as far as the calibration of a satellite altimeter is concerned.     

Letter: Differential Invariants of the Kerr Vacuum

The norms associated with the gradients of the two non-differential invariants of the Kerr vacuum are examined. Whereas both locally single out the horizons, their global behavior is more interesting. Both reflect the background angular momentum as the volume of space allowing a timelike gradient decreases with increasing angular momentum becoming zero in the degenerate and naked cases. These results extend directly to the Kerr-Newman geometry.     

Equivariant Spectral Triples on the Quantum SU(2) Group

We characterize all equivariant odd spectral triples for the quantum SU(2) group acting on its L ₂-space and having a nontrivial Chern character. It is shown that the dimension of an equivariant spectral triple is at least three, and given any element of the K-homology group of SU_q(2), there is an equivariant odd spectral triple of dimension 3 inducing that element. The method employed to get equivariant spectral triples in the quantum case is then used for classical SU(2), and we prove that for p < 4, there does not exist any equivariant spectral triple with nontrivial K-homology class and dimension p acting on the L ₂-space.The first author would like to acknowledge support from the National Board of Higher Mathematics, India.     

像管亮度增益与背景测试仪

论述像管亮度增益与背景测试仪的原理，介绍仪器的组成以及测试数据的处理方法。     

The polarization property and irradiance distribution of incoherent and coherent Gaussian beam combinations

Based on the beam coherence-polarization (BCP) matrix, the polarization property of coherent and incoherent Gaussian beam combinations is studied in detail. The general expressions for the degree of polarization P of the resulting beam in case of incoherent and coherent combinations are derived. It is shown that P is dependent on the incoherent or coherent combination, propagation distance, separation, azimuth of the polarization plane and numbers of beamlets in general. The irradiance distribution of the resulting beam for the coherent cases depends on the azimuth of the polarization plane of beamlets. However, for the incoherent case it does not.     

Stationary entanglement between macroscopic mechanical oscillators

We show that the optomechanical coupling between an optical cavity mode and two movable cavity mirrors is able to entangle two different macroscopic oscillation modes of the mirrors. This continuous variable entanglement is maintained by the light bouncing between the mirrors and is robust against thermal noise. In fact, it could be experimentally demonstrated using present technology. Received 2 September 2002 / Received in final form 10 October 2002 Published online 7 January 2003