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221.
We obtain the moment structure of a general class of random variables generated by a Poisson process. We then apply these relationships to several applied probability models. Among these are queues, counter models and low density traffic flow. 相似文献
222.
Paul Deheuvels 《Journal of multivariate analysis》1983,13(2):257-272
A new model for point processes is developed which assumes that the interarrival times are exponentially distributed and follow joint multivariate extreme value distributions. It is shown that such processes may arise via natural generating procedures, and that, under very weak assumptions, that they can be approximated as closely as desired by appropriate finite models. 相似文献
223.
An analysis is made of the effects on the diffusion of Brownian particles whose Knudsen number is large compared to unity, of nonuniformities in the host gas. As examples, in one type of nonuniformity of the host gas, the Chapman-Enskog velocity distribution function for the gas molecules is used; in the other, the host gas is a free-molecule Couette flow. In both cases, a new force on the Brownian particles appears. Two techniques are used (extending Kramers' method and utilizing the Chapman-Enskog method) to transform the new Fokker-Planck equation into generalized Smoluchowski and convective diffusion equations. In these equations, the diffusion coefficient appears as a second-order tensor. Thus, it is demonstrated that Brownian diffusion in a nonuniform gas is anisotropic.The work of Slinn was financially supported in part by Battelle Memorial Institute and in part by U.S. Atomic Energy Commission Contract AT(45-1)-1830. The work of Shen was supported in part by U.S. Air Force Office of Scientific Research Contract 49(638)-1346. 相似文献
224.
In the last paper, the geometry of the Sz.-Nagy-Foia
model for contraction operators on Hilbert spaces was used to advantage in several problems of multivariate analysis. The lifting of intertwining operators, one of the basic results from the Sz.-Nagy-Foia
theory, is now recognized as the most adequate operatorial form of the deep classical results of the extrapolation theory. The labeling of the exact intertwining dilations given by [1]Acta Sci. Math. (Szeged) 40 9–32] and the recursive methods used there open a broad perspective for using the Sz.-Nagy-Foia
model in multivariate filtering theory. In this paper, using the notion of correlated action (see [5 and 6] Rev. Roumaine Math. Pures Appl. 23, No. 9 1393–1423]) as a time domain, a linear filtering problem is formulated and its solution in terms of the coefficients of the analytic function which factorizes the spectral distribution of the known data and the coefficients of an analytic function which describes the cross correlations is given. In some special cases it is shown that the filter coefficients can be determined using recursive methods from the intertwining dilation theory, of the autocorrelation function of the known data and an intertwining operator, interpreted as the initial estimator given by the prior statistics. 相似文献
225.
Moshe Shaked 《Annals of the Institute of Statistical Mathematics》1979,31(1):67-84
In this work we consider some familiar and some new concepts of positive dependence for interchangeable bivariate distributions.
By characterizing distributions which are positively dependent according to some of these concepts, we indicate real situations
in which these concepts arise naturally. For the various families of positively dependent distributions we prove some closure
properties and demonstrate all the possible logical relations. Some inequalities are shown and applied to determine whether
under- (or over-) estimates, of various probabilistic quantities, occur when a positively dependent distribution is assumed
(falsely) to be the product of its marginals (that is, when two positively dependent random variables are assumed, falsely,
to be independent). Specific applications in reliability theory, statistical mechanics and reversible Markov processes are
discussed.
This work was partially supported by National Science Foundation GP-30707X1. It is part of the author's Ph.D. dissertation
prepared at the University of Rochester and supervised by A. W. Marshall.
Now at Indiana University. 相似文献
226.
Erik A. van Doorn 《Stochastic Processes and their Applications》1981,11(3):261-271
Conditions are obtained for the truncated birth-death process to be stochastically monotone in the long run. 相似文献
227.
Jan Grandell 《Stochastic Processes and their Applications》1979,8(3):243-255
We consider the classical model for an insurance business where the claims occur according to a Poisson process and where the distribution for the cost of each claim fulfills Cramér's tail-condition. Under these conditions Lundberg's constant R is of fundamental importance for ruin calculations.We derive estimates of R, based on an observation of the insurance business and investigate the statistical properties of those estimates. We further derive bounds and confidence intervals for ruin probabilities. 相似文献
228.
Clyde D Hardin 《Journal of multivariate analysis》1982,12(3):385-401
The so-called spectral representation theorem for stable processes linearly imbeds each symmetric stable process of index p into Lp (0 < p ≤ 2). We use the theory of Lp isometries for 0 < p < 2 to study the uniqueness of this representation for the non-Gaussian stable processes. We also determine the form of this representation for stationary processes and for substable processes. Complex stable processes are defined, and a complex version of the spectral representation theorem is proved. As a corollary to the complex theory we exhibit an imbedding of complex Lq into real or complex Lp for 0 < p < q ≤ 2. 相似文献
229.
Anders Rygh Swensen 《Stochastic Processes and their Applications》1983,15(2):181-191
In this note some problems of asymptotic inference in a class of non-stationary stochastic processes are considered. In particular, it is shown that no criterion based on the existence of uniformly most powerful tests over a local neighborhood can be used in this situation. 相似文献
230.
M.R. Leadbetter G. Lindgren H. Rootzén 《Stochastic Processes and their Applications》1978,8(2):131-139
The asymptotic distribution of the maximum Mn=max1?t?nξt in a stationary normal sequence ξ1,ξ,… depends on the correlation rt between ξ0 and ξt. It is well known that if rt log t → 0 as t → ∞ or if Σr2t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time. 相似文献