二元复杂共混体系组成的SEC-LS分析

提供了一种利用体积排阻色谱-光散射(SEC-LS)联用技术来解决二元复杂共混体系组成的定量分析问题.基于体积排除色谱的绝对定量化原则,首先从理论上分析了共混物的光散射响应因子与组成呈线性关系.通过分析六组复杂共混体系的光散射响应因子与组成的关系,验证了该线性关系确实存在.进而利用该线性关系计算了共混体系的组成.在某些共混体系中,通过光散射响应因子得出的组成比利用示差法得出的组成更加接近原料组成.通过分析这两种方法产生误差的来源,阐述了产生该现象的原因.     

The credit risk+ model with general sector correlations

We consider an enhancement of the credit risk⁺ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.     

Fourier Inversion Formulas in Option Pricing and Insurance

Several authors have used Fourier inversion to compute prices of puts and calls, some using Parseval’s theorem. The expected value of max (S – K, 0) also arises in excess-of-loss or stop-loss insurance, and we show that Fourier methods may be used to compute them. In this paper, we take the idea of using Parseval’s theorem further: (1) formulas requiring weaker assumptions; (2) relationship with classical inversion theorems for probability distributions; (3) formulas for payoffs which occur in insurance. Numerical examples are provided.      

Influence of pressure on the relative population of the two lowest vibrational levels of the C <Superscript>3</Superscript> Π<Subscript>u</Subscript> state of nitrogen for electron beam excitation

Continuous and pulsed 12 keV electron beams were used to excite nitrogen within a gas cell at pressures ranging from 10 to 1400 hPa. The pressure dependence of the ratio of photon fluxes for emission from vibrational levels v'=0 and 1 of the C ³Π _u state has been studied. The results confirm the presence of a collisional excitation mechanism populating v'=0, 1 in addition to electron impact excitation. Rate constants of (1.27 ±0.04)×10^-11 cm³s^-1 [ v'=0] and (2.68 ±0.08)×10^-11 cm³s^-1 [ v'=1] were measured for C ³Π _u quenching by ground state nitrogen. For electron beam conditions relative excitation efficiencies of 1:0.59:0.22 for vibrational levels 0, 1 and 2 were calculated. The recorded flux ratios are compared with the predictions given by a vibrational relaxation model.     

一类带干扰风险模型的推广

In this paper, the cLassicaL risk process perturbed by diffusion is genera]ized by alLowing for “size fluctuation“ and the rtl[n probabiLity for this new model is dlscussed.     

最佳跳频序列族的设计与分析

本文提出了基于ｐ元广义ＧＭＷ序列和ｐ元Ｋａｓａｍｉ序列构造跳频序列族的方法,证明了基于广义ＧＭＷ序列所构造的跳频序列族具有最佳Ｈａｍｍｉｎｇ相关特性,而基于Ｋａｓａｍｉ序列所构造的跳频序列族不具有最佳Ｈａｍｍｉｎｇ相关特性。     

Application of B-splines finite basis sets to relativistic two-photon decay rates of level in hydrogenic ions

A theoretical study of the one- and two-photon spontaneous emission rates from the 2 s1/2 state of one-electron ions is presented. High-precision values of the relativistic emission rates for ions with nuclear charge Z up to 100 are obtained through the use of finite basis sets for the Dirac equation constructed from B-splines. Furthermore, we analyze the influence of the inclusion of quantum electrodynamics corrections in the initial and final state energies. Received: 6 January 1998 / Accepted: 31 March 1998     

Asymptotic behavior of continuous stochastic games

Summary The aim of this paper is to analyze the asymptotic behavior of the value functions of a continuous stochastic game as the number of stages grows to infinity or the discount factor approaches 1. After the setup of the problem we prove that, in both cases, the extrema of the value functions converge to the same limits. The convergence of the value functions is then obtained from the unicity of the solution of a functional problem and it is thus possible to design hypotheses that assure the convergence to a constant. This allows to assign a value to an undiscounted infinite-stage stochastic game in several senses and to show that optimal strategies are available for both players. Furthermore the boundedness of the remainders of the value function after removing the principal terms is analyzed, with appropriate hypotheses, and related to the existence of solutions of a Howard's type functional equation. This allows to show that for an infinite-stage undiscounted stochastic game optimal stationary strategies exist at least if this functional equation has some solution.     

Projection conditions on the vorticity in viscous incompressible flows

The problem of establishing appropriate conditions for the vorticity transport equation is considered. It is shown that, in viscous incompressible flows, the boundary conditions on the velocity imply conditions of an integral type on the vorticity. These conditions determine a projection of the vorticity field on the linear manifold of the harmonic vector fields. Some computational consequences of the above result in two-dimensional calculations by means of the nonprimitive variables, stream function and vorticity, are examined. As an example of the application of the discrete analogue of the projection conditions, numerical solutions of the driven cavity problem are reported.