一种新的奇偶非线性相干态的位相统计性质

根据Pegg-Barnett位相定义, 计算了一种新的奇偶非线性相干态的位相概率分布函数, 利用数值计算方法研究了它们的位相统计性质. 数值计算结果表明：新的奇偶非线性相干态的位相特性与通常奇偶相干态的位相特性截然不同.     

Q过程的不变分布(Ⅱ)

设E为一个可数集,Q=（qi,j;i,j∈E）为E×E上的矩阵,满足m为E上的概率分布满足何时存在Q过程,使得m是它的不变分布? 这个问题由Williams（1979）作为一个开问题提出.文[15]对全稳定情形,解决了这个问题;本文对单瞬时情形,完整地解决了该问题.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

Irregularities of distribution with respect to strips

Summary A lower bound is established for the strip discrepancy of a broad class of point distributions. The bound implies unbounded strip discrepancy for equally weighted point distributions under favorable conditions. The methods of proof use notions from integral geometry.     

来自磁光阱中冷原子团的荧光干涉条纹及其应用

实验观察来自磁光阱中冷原子团的荧光经真空系统窗口的平板玻璃反射产生的干涉条纹，理论分析表明从从荧光干涉条纹的强度分布可获得关于俘获原子总数以及密度分布的信息。采用该方法实测了俘获原子总数，并模拟得到了不同密度分布时条纹的对比度变化。     

A priori tests of a stochastic mode reduction strategy

Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear systems with many degrees of freedom and a large collection of unresolved variables. While the above approach is mathematically rigorous in the limit when the ratio of correlation times between the resolved and the unresolved variables is arbitrary small, it is shown here on a systematic hierarchy of models that this ratio can be surprisingly big. Typically, the systematic reduced stochastic modeling yields quantitatively realistic dynamics for ratios as large as 1/2. The examples studied here vary from instructive stochastic triad models to prototype complex systems with many degrees of freedom utilizing the truncated Burgers–Hopf equations as a nonlinear heat bath. Systematic quantitative tests for the stochastic modeling procedure are developed here which involve the stationary distribution and the two-time correlations for the second and fourth moments including the resolved variables and the energy in the resolved variables. In an important illustrative example presented here, the nonlinear original system involves 102 degrees of freedom and the reduced stochastic model predicted by the theory for two resolved variables involves both nonlinear interaction and multiplicative noises. Even for large value of the correlation time ratio of the order of 1/2, the reduced stochastic model with two degrees of freedom captures the essentially nonlinear and non-Gaussian statistics of the original nonlinear systems with 102 modes extremely well. Furthermore, it is shown here that the standard regression fitting of the second-order correlations alone fails to reproduce the nonlinear stochastic dynamics in this example.     

一种可能的简并谱NNS分布

利用随机矩阵理论,通过对一特殊情形的简并谱展开研究,得到了简并谱一种可能的最小相邻间距NNS分布函数．研究表明,由于简并的存在,简并谱不仅可分解成随机谱和规则谱两个子谱,同时还影响其规则谱,使规则谱的能级斥力减少．     

Chemical bonding in isolated molecules and crystals of zwitterionic pentacoordinate silicon chelates

The electronic structures of a number of zwitterionic pentacoordinate silicon chelates were investigated using the results of X-ray diffraction studies and quantum-chemical calculatoins by the MPW1PW91/6-311G(d) method. The topological analysis of the electron density distribution function and the study in the framework of the natural bond orbital partitioning scheme showed that the character of chemical bonding in the axial fragments of the molecules under consideration changes from dative to three-center, four-electron as the silicon atom assumes a trigonal-bipyramidal coordination.     

粒子-转子模型和推转壳模型中的能谱统计分析

用粒子–转子模型和推转壳模型研究了6个粒子分别填充在单j壳和双j壳上的混沌行为.分析了单j壳和双j壳情况下能谱的最近邻能级间距分布和谱刚度随自旋及推转频率的变化,结果表明,当组态空间大小不变时,系统在双j壳(g_7/2+d_5/2)情况下比在单j壳(i_13/2)情况下更规则,而当组态空间从单j壳(i_13/2)扩大到双j壳(i_13/2+g_9/2)时,系统的混沌程度变化不大.同时比较了将6个粒子的两体相互作用分别取为δ力和对力时的系统的混沌行为