带有相依重尾冲击的Poisson噪音过程尾的一致渐近性质

本文考虑了带有某种相依重尾冲击的Poisson噪音过程尾的一致渐近性质.当冲击是二元上尾渐近独立的非负随机变量具有长尾和控制变化尾分布且噪音函数具有正的上下界时,得到了过程尾概率的一致渐近公式.进而,当冲击具有连续的一致变化尾分布时,去除了噪音函数具有正的下界的限制.对于噪音函数不一定具有正的上界的情形,当冲击具有两两负象限相依结构时,也得到了一致渐近性结果.     

Recent Results on Recurrent Solutions and Limit Distributions of SDEs

The limit distribution for homogeneous Markov processes is studied extensively and well understood, but it is not the case for inhomogeneous Markov processes. In this paper, we review some recent results on inhomogeneous Markov processes generated by non-autonomous stochastic (partial) differential equations (SDE in short). Under some suitable conditions, we show that the distribution of recurrent solutions of SDEs constitutes the limit distribution of the corresponding inhomogeneous Markov processes.     

The Weierstrass–Mandelbrot Process Revisited

We derive a functional central limit theorem for quasi-Gaussian processes. In particular, we prove that the limit of the Mandelbrot–Weierstrass process is a complex fractional Brownian motion.     

再谈静电能的损失

本文从暂态过程的角度和能流的观点分析和讨论电容器并联过程中能量的损失问题.     

First-Passage and Extreme-Value Statistics of a Particle Subject to a Constant Force Plus a Random Force

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point x ₁ of a particle which starts at x ₀ with velocity v ₀. The probability that the particle has not yet arrived at x ₁ after a time t, the mean time of first arrival, and the velocity distribution at first arrival are all considered. We also study the statistics of the first return of the particle to its starting point. Finally, we point out that the extreme-value statistics of the particle and the first-passage statistics are closely related, and we derive the distribution of the maximum displacement m=max  _t [x(t)].     

Spectral study on feldspar thermoluminescence process

Feldspar thermoluminescence fading phenomena were investigated here by using newly-constructed thermoluminescence spectrometer on the basis of charge-coupled detector, and thereafter the discussion and explanation on feldspar TL fading mechanism were presented. The experimental results show that the fading rate of feldspar TL depends on both wavelength and stimulated temperature, and normally the feldspar TL in every region of wavelength and temperature shows different traits, namely the low temperature TL (170°–190°) fading at the rate of logarithmic function and furthermore the TL of different wavelengths fading at approximately the same rate on the condition of 160° preheating. While the medium and high temperature TLs (290°–400°) do not show much thermal fading, their fading rate at room temperature invariably correlates well with their wavelength, namely the longer TL wavelength, the slower TL fading rate. The thermal instability of traps and the quantum-mechanical tunneling effects can explain the above fading phenomena respectively. It is recognized that feldspar TL fading depends on its wavelength, and furthermore new aspects of the solid thermoluminescence process can be displayed by the combination of three-dimensional TL spectral analysis and thermal fading or anomalous fading of TL for feldspar. Supported by the National Natural Science Foundation of China (Grant No. 40534019) and the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. GIGCX3-07-10)     

Transparent water repellent silica films by sol-gel process

Non-wettable surfaces with high contact angles and facile sliding angle of water droplets have received tremendous attention in recent years. The present paper describes the room temperature (∼27 °C) synthesis of dip coated water repellent silica coatings on glass substrates using iso-butyltrimethoxysilane (iso-BTMS) as a co-precursor. Emphasis is given to the influence of the hydrophobic reagent (iso-BTMS) on the water repellent properties of the silica films. Silica sol was prepared by keeping the molar ratio of tetraethoxysilane (TEOS) precursor, methanol (MeOH) solvent, water (H₂O) constant at 1:16.53:8.26 respectively, with 0.01 M NH₄F throughout the experiment and the molar ratio of iso-BTMS/TEOS (M) was varied from 0 to 0.965. The effect of M on the surface structure and hydrophobicity has been researched. The static water contact angle values of the silica films increased from 65° to 140° and water sliding angle values decreased from 42° to 16° with an increase in the M value from 0 to 0.965. The water repellent silica films are thermally stable up to a temperature of 280 °C and above this temperature the film shows hydrophilic behavior. The water repellent silica films were characterized by the Fourier Transform Infrared (FT-IR) Spectroscopy, Scanning Electron Microscopy (SEM), Atomic Force Microscopy (AFM), % of optical transmission, thermal and chemical aging tests, humidity tests, static and dynamic water contact angle measurements.     

模具钢表面激光毛化工艺的试验研究

以模具工业45^#钢摩擦学设计及性能要求为基础,分析了激光毛化模具钢表面形貌的形成机理及其关键的影响因素。采用灯泵浦Nd：YAG脉冲激光器在试样表面进行激光毛化工艺试验,获得了合理的激光毛化参数范围：激光峰值功率0．8～1．6kW,离焦量-1．4～-0．4mm、＋0．4～4-1．4mm,辅助气体压力〉0．2MPa,脉宽1．8ms。采用功率增益和氧气保护,可加工出预先设定的微火山口状毛化形貌。微凹坑形貌的成功获得对于提高拉伸模具的摩擦磨损性能,进一步掌握激光毛化参数与材料的作用规律,提供了有效的数据参考。     

Limit theorems in financial market models

Invariance principle states that a scaled simple random walk converges to the standard Brownian motion.In this article, we present a discrete time stochastic process, which reflects a microstructure of market dynamics, and prove a convergence to a scaling limit process with a drift term and a jump term. These terms are derived from a macroscopic condition on volumes traded in some time intervals. The mathematical tools for obtaining our results are Dobrushin-Hryniv theory and the method of cluster expansion developed in mathematical studies of statistical mechanics.     

紫细菌捕光天线LH2中的超快光物理研究

采用飞秒泵浦探测技术研究了紫细菌外周捕光天线LH2中的超快光动力学过程.从B800蓝侧的激发态动力学中观察到B800到B850的能量传递时间,实验结果与理论计算结果的差别说明激发B800时可能引起B850上激子带的直接激发,或存在由B800到B850上激子态的能量传递通道.在B800红侧激发的动力学过程中,漂白信号前端存在的一个快速光吸收信号主要来源于B850上激子带的直接激发.在天然RS601和突变体GM309的LH2中,800 nm激发时的动力学过程都表现为一个类似的光漂白过程,动力学曲线的衰减时间常量在天然LH2中明显快于突变体中,说明在GM309中B800到B850的激发能传递速率有所降低.而在845 nm激发下两个样品中的快过程类似,但慢过程在GM309中有所增快,激发态中的能量重新分布包括逆向的能量传递也受到类胡萝卜素微结构的影响.