含时变风险厌恶系数的异质信念模型及实证分析

根据前景理论的反射效应,在做市商调整机制下,对市场中的两类投资者(基本面分析者和趋势追随者)同时引入时变的风险厌恶系数,扩展了异质预期下风险厌恶固定不变的资产定价模型.通过蒙特卡洛模拟,对噪声项和根本确定性系统之间相互作用的分析得出,模型能产生真实的价格行为.最后的实证模拟,对比分析了本模型,原模型及上证指数的收益序列特性,发现本模型能更好的模拟中国股票市场的收益率特性.     

基于多波长类噪声脉冲的掺铒光纤激光器

报道了一种基于多波长类噪声脉冲的被动锁模掺铒光纤激光器。采用980 nm半导体激光器作为泵浦源，2.5 m长的掺铒光纤作为增益介质。锁模机制为非线性放大环形镜(NALM)。通过自相关迹证明输出脉冲为类噪声脉冲。该类噪声脉冲的光谱3 dB带宽可达17.2 nm，边模抑制比为47.7 dB，重复频率为5.434 MHz，单脉冲能量为7.9 nJ。为了实现平坦的多波长输出，在NALM结构中加入Sagnac环干涉仪，获得了最大波长数为5的平坦多波长类噪声脉冲，平坦度为1.995。     

色散管理掺铥光纤激光器高能量脉冲的产生

设计了一种基于色散管理的掺铥光纤激光器。通过调节泵浦功率以及腔内偏振态，首先实现了稳定的展宽脉冲输出，中心波长和脉冲宽度分别为1 939.4 nm和482 fs。最大输出功率为15 mW，对应的单脉冲能量为0.52 nJ。增加泵浦功率到645 mW时，通过适当调节偏振控制器可以实现类噪声脉冲锁模，中心波长为1 940.1 nm。所实现的锁模脉冲具有飞秒量级的尖峰以及皮秒量级的基底。最大输出功率为20.4 mW，相对应的单脉冲能量为0.7 nJ。相比于传统孤子，采用色散管理所实现的锁模脉冲具有更高的脉冲能量。此外，所设计的掺铥光纤激光器可作为理想的主振荡功率放大以及啁啾脉冲放大结构的种子源，进一步提高脉冲能量，拓展2 μm高能光纤激光器的实际应用。     

Effect of Time Delay on Binary Signal Detection via a Bistable System

The effect of time delay on binary signal detection via a bistable system in the presence of white or colored Gaussian noise is investigated. By defining the bit error rate based on the solution of the approximated Fokker- Planck equation, the detector performance is investigated theoretically and is verified by Monte Carlo simulation. It is shown that, when the system parameter or noise intensity is optimally chosen, the increasing time delay generally improves the system performance. It is also shown that it is more difficult to accurately predict the system performance with a larger time delay and correlation time. This may inspire more thorough investigations in cooperative effects of a nonlinear system and time delay on signal processing.     

一种低温接收机噪声分时注入的方法

提出一种低温接收机噪声分时注入方法,可以在线对接收机系统进行标定。可以有效地解决大气变化、地表噪声、链路增益变化等对系统定标照成的影响。该方案已应用在国内多台射电望远镜项目中,并获得较理想的效果。     

The convergence on spectrum of sample covariance matrices for information-plus-noise type data

In this paper,we consider the limiting spectral distribution of the information-plusnoise type sample covariance matrices Cn =1/N (Rn + σXn) (Rn + σXn)*,under the assumption that the entries of Xn are ...     

Extinction Effects of Multiplicative Non-Gaussian L′evy Noise in a Tumor Growth System with Immunization

The extinction phenomenon induced by multiplicative non-Gaussian Levy noise in a tumor growth model with immune response is discussed. Under the influence of the stochastic immune rate, the model is analyzed in terms of a stochastic differential equation with multiplicative noise. By means of the theory of the infinitesimal generator of Hunt processes, the escape probability, which is used to measure the noise-induced extinction probability of tumor cells, is explicitly expressed as a function of initial tumor cell density, stability index and noise intensity. Based on the numerical calculations, it is found that for different initial densities of tumor cells, noise parameters play opposite roles on the escape probability. The optimally selected values of the multiplicative noise intensity and the stability index are found to maximize the escape probability.     

Two new β-carboline-type alkaloids from Stellaria dichotoma var.lanceolata

Two new β-carboline-type alkaloids,dichotomine K(1) and dichotomine L(2),were isolated from the roots of Chinese medicinal plant Stellaria dichotoma L.var.lanceolata Bge.Structures of 1 and 2 were determined on the basis of chemical and spectroscopic means.     

Study on prediction of noise produced by stern wake-duct-propeller interaction

The mechanism and prediction methods of low-frequency discrete spectrmu noise of ducted propellers are studied. The acoustic pressure field of ducted propellers is divided into the propeller radiated field and the duct scattered field based on the linear acoustic theory. First of all, the flow field is analyzed with unsteady panel method to get the unsteady force, and then the pressure data are used as the sources for Ffowcs Williams-Hawings formulation to predict the propeller radiated field, meanwhile, the duct scattered field is obtained by Kirchoff integral equation. Through the analysis and calculation of a ducted propeller case, it is found that the duct scattered sound field is a small quantity compared with propeller radiated sound field under low-frequency and short duct condition; Also the predicted discrete spectrum noise level of ducted propellers is compared with that of full-scale propellers by experiment, verifying the predicted results are able to reflect the full-scale propellers＇ discrete spectrum noise level properly.     

Distribution function estimates by Wasserstein metric and Bernstein approximation for C-1 functions

The aim of the paper is to estimate the density functions or distribution functions measured by Wasserstein metric, a typical kind of statistical distances, which is usually required in the statistical learningBased on the classical Bernstein approximation, a scheme is presented.To get the error estimates of the scheme, the problem turns to estimating the L1 norm of the Bernstein approximation for monotone C-1functions, which was rarely discussed in the classical approximation theoryFinally, we get a probability estimate by the statistical distance.