A stochastic algorithm using one sample point per iteration and diminishing stepsizes

A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex _i , one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx ₁,x ₂,...generated by the algorithm is bounded, then all of its accumulation points are stationary.     

图有分数因子的度条件

本文研究了图有分数因子的度条件,得到了下面的结果：令k(?)1是一个整数,G是一个连通的n阶图,n(?)4k-3且最小度δ(G)(?)k,若对于每一对不相邻的顶点u,v∈V(G)都有max{d_G(u),d_G(v)}(?)n/2,则G有分数k-因子．并指出该结果在一定意义上是最好可能的。     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

Au-Au2S复合纳米球壳微粒的空腔谐振及参量讨论

Au-Au2S复合纳米球壳微粒（金纳米球壳），是一种新型复合结构的纳米微粒，其结构为纳米级的Au2S介质球外包裹了一层几个纳米厚的黄金球壳。这种复合纳米球壳微粒可以被抽象为球型谐振腔。报道了它的空腔谐振吸收的实验结果，并且运用经典理论结合介观结构特征，讨论了有关Au-Au2S复合纳米球壳微粒空腔谐振吸收的一些重要参量，其中包括谐振吸收波长、品质因数、谐振能量等。另外，还讨论了金球壳的厚度对这些重要参量的影响。     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法,推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式·研究表明,当w0/λ→0时,远场发散角趋于渐近值θmax=63.435°,与阶数无关·使用非傍轴高斯光束代替傍轴高斯光束作为理想光束,研究了非傍轴FG光束的M2因子,并与传统定义的M2因子作了比较·在非傍轴范畴,非傍轴FG光束的M2因子不仅与阶数N有关,而且与w0/λ有关·按照定义,当w0/λ→0时,非傍轴FG光束的M2因子不等于0,对阶数N=1,2,3时,M2因子分别趋于0.913,0.882和0.886·当N→∞时,M2因子取最小值M2min=0.816·     

Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system

For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented.     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法，推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式.研究表明，当w0/λ→0时，远场发散角趋于渐近值θmax=63.435°，与阶数无关.使用非傍轴高斯光束代替傍轴高斯光束作为理想光束，研究了非傍轴FG光束的M2因子，并与传统定义的M2因子作了比较.在非傍轴范畴，非傍轴FG光束的M2因子不仅与阶数N有关，而且与w0/λ有关.按照定义，当w0/λ→0时，非傍轴FG光束的M2因子不等于0，对阶数N=1, 2, 3时，M2因子分别趋于0.913,0.882和0.886.当N→∞时，M2因子取最小值M2min=0.816.     

不连续不可逆二维映象的动力学特性

总结两个保守映象不可逆地分段连续链接(称为类耗散系统)以及一个保守映象与一个耗散映象不可逆地分段连续链接(称为半耗散系统)情况下得到的五项共同动力学特征：不连续边界象集构成的随机网成为唯一的混沌轨道；由于某些相点具有两个逆象而导致的相空间塌缩(类耗散)；由于系统的不连续不可逆性质而出现的胖分形禁区网；在具有吸引子共存时占据不连续边界象集随机网和胖分形禁区网区域的点滴状吸引域以及由此导致的吸引子不可预言性；即使在传统强耗散存在的情况下点滴状吸引域仍由类耗散机制主宰.以一个累积-触发电路为例，说明这五项系统动 关键词： 随机网 禁区网 点滴状吸引域     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.