局部平稳短期利率扩散模型的半参数估计

主要研究局部平稳扩散模型的半参数估计．首先,基于局部常数拟合,利用局部加权最小二乘法得到了漂移参数函数的估计量．同时,通过Kolmogorov向前方程,得到了扩散函数的估计量．然后,分别讨论了所得估计量的相合性和渐近正态性．最后,通过模拟研究说明了估计量的有效性．     

非参数异方差回归模型的局部多项式估计——基于农村居民消费与收入的实证分析

本文主要研究非参数异方差回归模型的局部多项式估计问题.首先利用局部线性逼近的技巧,得到了回归均值函数的局部极大似然估计.然后,考虑到回归方差函数的非负性,利用局部对数多项式拟合,得到了方差函数的局部多项式估计,保证了估计量的非负性,并证明了估计量的渐近性质.最后,通过对农村居民消费与收入的实证研究,说明了非参数异方差回归模型的局部多项式方法比普通最小二乘估计法的拟合效果更好,并且预测的精度更高.     

具超音速边界可压Navier-Stokes方程解的指数衰减

考虑了二维空间上具超音速物理边界的可压Navier-Stokes方程的初边值问题.给定常数平衡态(ρ~*,0),得到了所考虑问题解的整体存在性.在平衡态附近的小扰动下,利用加权能量估计方法得到解的指数衰减性.     

基于强混合数据的半参数平滑转换回归模型

本文基于严平稳强混合数据和带确定性趋势的强混合数据序列,推广了文献[20]中提出的半参数平滑转换回归模型。对含于平滑转换函数中的未知光滑有界函数应用级数估计方法,并基于非线性最小二乘估计和级数估计理论证明了模型参数估计量的相合性和渐近正态性等大样本性质,简要讨论了其协方差矩阵的估计以及假设检验问题。最后,应用该模型重新研究了我国年度通货膨胀率的平滑转换结构。     

非时齐扩散模型中时变参数的局部线性估计

本文主要研究非时齐扩散模型中时变的漂移参数和扩散参数的局部线性估计。基于非时齐扩散模型的离散观测样本,首先得到了漂移参数的局部线性估计及其标准误差。然后,考虑到扩散参数的非负性,本文利用局部对数线性拟合的方法得到了扩散参数的核函数加权估计,并讨论了扩散项估计的渐近偏差、渐近方差和渐近正态性。最后,通过模拟研究表明所得局部估计有很好的拟合效果。     

Spectral decomposition at a complex laser polarization configuration

We study the role of laser polarization in the diamagnetic spectrum for the transition from the ground state to the highly excited Rydberg states through a single photon absorption. For simplicity, one usually polarizes the irradiation laser to the selected main quantum axis, which is along the applied external electric or magnetic field. The transition selection rule is simply expressed as m = 0, which corresponds to the π transition. When the polarization is circularly polarized around the main axis, the σ+ or σ- transition occurs, corresponding to the selection rule of m = 1 or m = 1, respectively. A slightly more complex case is that the laser is linearly polarized perpendicular to the main axis. The numerical calculation shows that we can decompose the transition into the sum of σ+ and σ- transitions, it is noted as the σ transition. For the more complex case in which the laser is linearly polarized with an arbitrary angle with respect to the main axis, we have to decompose the polarization into one along the main axis and the other one perpendicular to the main axis. They correspond to π and σ transitions, respectively. We demonstrate that these transitions in the diamagnetic spectrum and the above spectral decomposition well explain the experimentally observed spectra.     

Investigations into quantum correlation of coupled qubits in a squeezed vacuum reservoir

In this paper,we investigate the quantum correlation of coupled qubits which are initially in maximally entangled mixed states in a squeezed vacuum reservoir.We compare and analyze the effects of squeezed parameters on quantum discord and quantum concurrence.The results show that in a squeezed vacuum reservoir,the quantum discord and quantum concurrence perform with completely opposite behaviors with the change of squeezed parameters.Quantum discord survives longer with the increase of squeezed amplitude parameter,but entanglement death is faster on the contrary.The results also indicate that the classical correlation of the system is smaller than quantum discord in a vacuum reservoir,while it is bigger than quantum discord in a squeezed vacuum reservoir.The quantum discord and classical correlation are more robust than quantum concurrence in the two reservoir environments,which indicates that the entanglement actually is easily affected by decoherence and quantum discord has a stronger ability to avoid decoherence in a squeezed vacuum reservoir.     

X-ray spectra of high temperature tungsten plasma calculated with collisional radiative model

Tungsten is regarded as an important candidate of plasma facing material in international thermonuclear experimental reactor （ITER）, so the determination and modeling of spectra of tungsten plasma, especially the spectra at high temperature were intensely focused on recently. In this work, using the atomic structure code of Cowan, a collisional radiative model （CRM） based on the spin-orbit-split-arrays is developed. Based on this model, the charge state distribution of tungsten ions is determined and the soft X-ray spectra from high charged ions of tungsten at different temperatures are calculated. The results show that both the average ionization charge and line positions are well agreed with others calculations and measurements with discrepancies of less than 0.63% and 1.26%, respectively. The spectra at higher temperatures are also reported and the relationship between ion abundance and temperature is predicted in this work.     

A diagrammatic categorification of the fermion algebra

In this paper, we study the diagrammatic categorification of the fermion algebra. We construct a graphical category corresponding to the one-dimensional （1D） fermion algebra, and we investigate the properties of this category. The categorical analogues of the Fock states are some kind of 1-morphisms in our category, and the dimension of the vector space of 2-morphisms is exactly the inner product of the corresponding Fock states. All the results in our categorical framework coincide exnetlv with those in normal quantum mechanics.