非平行条件下高斯光束斜入射窄带滤光片的透射光强分布

基于多光束干涉原理,推导了斜入射状态下非平行角度调谐滤光片的高斯光束透射光强表达式.在此基础上研究了高斯光束的入射角以及非平行滤光片两端面间所存在楔角对透射光强分布的影响.计算和实验结果都表明,滤光片的透射光强分布不仅与入射角有关,非平行滤光片两端面间楔角的大小和正负特性还会在很大程度上影响斜入射时滤光片的光场分布、透...     

结构光光条中心点信度评价方法与应用

结构光三维测量中,光条中心点的提取是极其重要的步骤.现有方法对结构光条中心点提取都仅仅是标志中心点的位置,而中心点位置的可信与否,并未提及.对于一些特殊场合应用,例如室外复杂情况的测量,需要确定测量结果的可信程度.如何评价光条提取的中心点的可信程度成为亟待解决的关键问题.针对这一问题,对光条模型进行实际分析,给出了更为...     

基于非接触式电导信号的土壤速效钾含量检测方法

该文针对土壤中速效钾含量采用传统测定法操作复杂、检测时效滞后的问题,建立了基于非接触式电导检测信号快速检测土壤速效钾含量的分析方法。采用高效毛细管电泳/非接触式电导检测仪获取河南潮土的非接触式电导检测信号,并使用导数法与高斯曲线拟合法相结合进行初步峰谱识别,按条件进行峰值过滤后,引入基于Levenberg-Marquardt(L-M)的高斯分峰拟合算法,实现了单峰和重叠峰的拟合计算,得到高斯峰和相应的特征参数,包括峰位、峰高、半峰宽和峰面积;最后将拟合得到的高斯峰及相应的特征参数表征原始非接触式电导检测信号离子峰谱信息结合偏最小二乘法(PLS),确定特征参数与土壤速效钾含量的关系,建立模型,实现了对土壤中速效钾含量的预测。结果表明,将基于L-M的高斯分峰拟合算法结合偏最小二乘法应用于非接触式电导检测信号测定土壤速效钾含量时具有较高精度,回归模型决定系数(R~2)为0.856 4,相对分析误差(RPD)为2.639,适用于土壤速效钾的快速检测分析。     

Asymptotics of multivariate conditional risk measures for Gaussian risks

This paper investigates accurate approximations of marginal moment excess, marginal conditional tail moment and marginal moment shortfall for multivariate Gaussian system risks. Based on the dimension reduction property via the quadratic programming problem, the super-exponential and polynomial convergence speeds are specified. Two interesting questions involved in risk management are well addressed, namely the minimal additional risk capital injection to avoid infinite risk contagion and a sufficient and necessary condition to alternate the convergence speeds. Numerical study and typical examples are given to illustrate the efficiency of our findings. Due to the flexible moment order, additional applications may involve in risk management, including tail mean–variance portfolio and multivariate conditional risk measures of tail covariance, tail skewness with dependence and extremal risk contagion under consideration.     

On a covariance structure of some subset of self-similar Gaussian processes

We introduce a class of self-similar Gaussian processes and provide sufficient and necessary conditions for a member of the class to admit a unique small scale limit in the Skorokhod space. The class includes several well known processes. An example of application to the problem of estimation is given.     

Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

We consider the estimation problem of misspecified ergodic Lévy driven stochastic differential equation models based on high-frequency samples. We utilize a widely applicable and tractable Gaussian quasi-likelihood approach which focuses on mean and variance structure. It is shown that the Gaussian quasi-likelihood estimators of the drift and scale parameters still satisfy polynomial type probability estimates and asymptotic normality at the same rate as the correctly specified case. In their derivation process, the theory of extended Poisson equation for time-homogeneous Feller Markov processes plays an important role. Our result confirms the reliability of the Gaussian quasi-likelihood approach for SDE models.     

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.     

Bessel–Gaussian Beams in an Inhomogeneous Medium

Solutions of the parabolic equation which describes propagation of Bessel–Gaussian beams along the axis of an axially-symmetric medium having quadratic inhomogeneity have been obtained and investigated. It is shown that in the process of propagation the parameters of the beams change nonmonotonically. In the case of a transparent medium the beams periodically recover their initial structure.     

Fractal measures and polynomial sampling: I.F.S.–Gaussian integration

Measures generated by Iterated Function Systems can be used in place of atomic measures in Gaussian integration. A stable algorithm for the numerical solution of the related approximation problem – an inverse problem in fractal construction – is proposed. Dedicated to Walter Gautschi.     

Isomorphism theorems for Markov chains

The isomorphism theorem of Dynkin is definitely an important tool to investigate the problems raised in terms of local times of Markov processes. This theorem concerns continuous time Markov processes. We give here an equivalent version for Markov chains.