An improved evaluation of the neutron background in the PandaX-Ⅱ experiment

In dark matter direct detection experiments,neutron is a serious source of background,which can mimic the dark matter-nucleus scattering signals.In this paper,we present an improved evaluation of the neutron background in the PandaX-II dark matter experiment by a novel approach.Instead of fully relying on the Monte Carlo simulation,the overall neutron background is determined from the neutron-induced high energy signals in the data.In addition,the probability of producing a dark-matter-like background per neutron is evaluated with a complete Monte Carlo generator,where the correlated emission of neutron(s)andγ(s)in the(α,n)reactions and spontaneous fissions is taken into consideration.With this method,the neutron backgrounds in the Run 9(26-ton-day)and Run 10(28-ton-day)data sets of PandaX-II are estimated to be(0.66±0.24)and(0.47±0.25)events,respectively.     

CEV模型和B-P混合驱动模型下亚式期权Monte Carlo模拟

对亚式期权在CEV模型和B-P混合驱动模型限制下进行Monte Carlo模拟定价,建立风险中性测度,模拟出不同弹性因子值下资产价格路径.为了得出优于标准的Monte Carlo模拟,应用方差缩减技术来提高期权定价的精度.最后对亚式期权定价模型进行数值案例分析,得出弹性因子取值、时间步长、模拟次数与期权价值变化的关系.     

蒙汉回五岁健康儿童头发中五种金属元素含量的比较研究

任意选取呼和浩特市区蒙汉回族5岁健康男女儿童196例,取其枕部发根,经处理,用原子吸收光谱法测定其中Zn、Fe、Cu、Mg、Ca的含量,计算平均值,并用多因素方差分析法对测定值进行比较研究,结果发现,蒙汉回族五岁儿童发样中五种元素中每一种元素含量的平均值与民族和性别有关.     

Identification of radiation-induced cross-linking between thymine and tryptophan by electrospray ionization-mass spectrometry

Upon exposure to ionizing radiation, DNA undergoes a variety of modifications including the production of a covalent bond between the nucleobase thymine and aromatic amino acids. In this work, electrospray ionization-mass spectrometry(ESI-MS) was used to identify the gamma radiation-induced covalent cross-linking of model peptides (sequence YPPW and pYPPW) with the nucleobase thymine. Tandem electrospray ionization-mass spectrometry (ESI-MSn) was employed to investigate the cross-linking sites. The results showed that irrespective of whether tyrosine was phosphorylated or not, the nucleobase thymine was cross-linked with the tryptophan residue. Possible cross-linking mechanisms are proposed by investigating the related mass peaks.     

Characterization of a Stable Adaptive Calibration Model Using Near-Infrared Spectroscopy and Partial Least Squares with a Kalman Filter

The calibration model of near-infrared (NIR) spectra established using the Kalman filter-partial least square (partial least squares combined with a Kalman filter) method can be adapted to outdated equipment, environmental changes, external samples, and other applications. However, the variance of the measurement noise estimation for NIR spectrum measurements cannot be easily obtained using Kalman filter-partial least squares; therefore, the variance in the measurement noise is often assumed to be zero for the Kalman filter-partial least square calibration model, which affects the stability of the model. In this study, the measured input and output data were used effectively, and the gamma test method for estimating the measurement noise variance was used to improve the stability of the Kalman filter-partial least square calibration model. First, an accurate estimation of the measurement noise variance was obtained, and accurate modeling was then performed using Kalman filter-partial least squares. Finally, 600 abandoned drilling fluid samples were used to confirm the validity of the proposed method. The Kalman filter-partial least square and gamma test-Kalman filter-partial least square methods are compared. Testing of external samples 401–600 demonstrated that the stability of the Kalman filter-partial least square model decreased. The root mean square error of the prediction of the Kalman filter-partial least square model was 27.135, which was worse than that of the gamma test-Kalman filter-partial least square model (20.307). The validation results show that the proposed method has better stability in tracking the evolution of the NIR spectrometer’s measurement state.     

线性随机桁架结构的平稳随机响应分析

研究了随机桁架结构的平稳随机响应问题。同时考虑结构的物理参数、几何尺寸的随机性，从结构平稳随机响应在频域上的表达式出发，利用求解随机变量函数矩的方法，导出了随机桁架结构在平稳随机激励下位移响应均方值的均值、均方差和变异系数的计算表达式。通过算例考察了随机荷载激励下结构物理参数、几何尺寸的随机性对结构随机响应的影响。     

通货膨胀时期的投资策略分析

目前,各个国家面临着不同程度的通贷膨胀.在此情况下,如何规避通货膨胀所带来的财富稀释是现阶段所有投资人追求的目标.本文从投资产品的价格出发给出了两阶段均值-方差投资问题的最优解.分析了交易费用、风险资产的期望回报率以及波动率对投资策略的影响.最后,我们依据实际算例分析为投资者提供指导,并且给出了政策建议.     

Adaptive nonparametric estimation of a multivariate regression function

We consider the kernel estimation of a multivariate regression function at a point. Theoretical choices of the bandwidth are possible for attaining minimum mean squared error or for local scaling, in the sense of asymptotic distribution. However, these choices are not available in practice. We follow the approach of Krieger and Pickands (Ann. Statist.9 (1981) 1066–1078) and Abramson (J. Multivariate Anal.12 (1982), 562–567) in constructing adaptive estimates after demonstrating the weak convergence of some error process. As consequences, efficient data-driven consistent estimation is feasible, and data-driven local scaling is also feasible. In the latter instance, nearest-neighbor-type estimates and variance-stabilizing estimates are obtained as special cases.