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排序方式: 共有1798条查询结果,搜索用时 15 毫秒
1.
Frank J.S. Wang 《Stochastic Processes and their Applications》1977,5(2):173-193
Consider a population consisting of one type of individual living in a fixed region with area A. In [8], we constructed a stochastic population model in which the death rate is affected by the age of the individual and the birth rate is affected by the population density PA(t), i.e., the population size divided by the area A of the given region. In [8], we proposed a continuous deterministic model which in general is a nonlinear Volterra type integral equation and proved that under appropriate conditions the sequence PA(t) would converge to the solution P(t) of our integral equation in the sense that .In this paper, we obtain a “central limit theorem” for the random element √A(PA(t)?P(t)). We prove that under appropriate conditions √A(PA(t)?P(t)) will converge to a Gaussian process. (See Theorem 3.4 for the explicit formula of this Gaussian process.) 相似文献
2.
Let X1, …, Xn be independent random variables and define for each finite subset I {1, …, n} the σ-algebra
= σ{Xi : i ε I}. In this paper
-measurable random variables WI are considered, subject to the centering condition E(WI
) = 0 a.s. unless I J. A central limit theorem is proven for d-homogeneous sums W(n) = ΣI = dWI, with var W(n) = 1, where the summation extends over all (nd) subsets I {1, …, n} of size I = d, under the condition that the normed fourth moment of W(n) tends to 3. Under some extra conditions the condition is also necessary. 相似文献
3.
Let V
n
–1
n
be the adaptive process of self-normalized partial sums S
k
of independent random variables X
i
, defined by linear interpolation between the points (V
k
2/V
n
2,S
k
/V
n
), kn, where V
k
2=
ik
X
i
2. We prove that if the X
k
's are symmetric, V
n
–1
n
converges weakly to the Brownian motion W in each Hölder space supporting W
if and only if
V
n
–1 max
kn
|X
k
|=o
P
(1). We give some partial extension to the non symmetric case. 相似文献
4.
Let G be a group with a set of operators such that Z(G) is -admissible. Central -automorphisms occur in the Krull-Remak-Schmidt Theorem. We discuss the existence of a central -endomorphism of G that is not an automorphism.2000 Mathematics Subject Classification: 20E36 相似文献
5.
Madalina Deaconu Nicolas Fournier Etienne Tanré 《Methodology and Computing in Applied Probability》2003,5(2):131-158
By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999). 相似文献
6.
Referring to Tits alternative, we develop a necessary and sufficient condition to decide whether the normalizer of a finite group of integral matrices is polycyclic-by-finite or is containing a non-Abelian free group. This result is of fundamental importance to conclude whether the (outer) automorphism group of a Bieberbach group is polycyclic-by-finite or has a non-cyclic free subgroup. 相似文献
7.
In this paper, we extend the Hölderian invariance principle of Lamperti [6] to the case of partial-sum processes based on a triangular array of row-wise independent random variables. As an application, we obtain necessary and sufficient conditions for the almost sure (resp. in probability) weak Hölder convergence of partial-sum processes based on bootstrapped samples. 相似文献
8.
Isha Dewan B. L. S. Prakasa Rao 《Annals of the Institute of Statistical Mathematics》2003,55(1):111-119
Let {X
1, ...,X
m
} and {Y
1, ...,Y
n
} be two samples independent of each other, but the random variables within each sample are stationary associated with one
dimensional marginal distribution functionsF andG, respectively. We study the properties of the classical Wilcoxon-Mann-Whitney statistic for testing for stochastic dominance
in the above set up. 相似文献
9.
The authors establish the Hilbertian invariance principle for the empirical process of a stationary Markov process, by extending the forward-backward martingale decomposition of Lyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with general non-reversible Markov processes. 相似文献
10.
林正炎 《数学物理学报(B辑英文版)》2003,23(3)
Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions. 相似文献