Three‐Phase Barker Arrays

A 3‐phase Barker array is a matrix of third roots of unity for which all out‐of‐phase aperiodic autocorrelations have magnitude 0 or 1. The only known truly two‐dimensional 3‐phase Barker arrays have size 2 × 2 or 3 × 3. We use a mixture of combinatorial arguments and algebraic number theory to establish severe restrictions on the size of a 3‐phase Barker array when at least one of its dimensions is divisible by 3. In particular, there exists a double‐exponentially growing arithmetic function T such that no 3‐phase Barker array of size with exists for all . For example, , , and . When both dimensions are divisible by 3, the existence problem is settled completely: if a 3‐phase Barker array of size exists, then .     

Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations and cross-correlations of the series. In the present paper, we employ a local Gaussian approach in an empirical investigation of lead–lag and causality relations. The study is carried out for monthly recorded financial indices for ten countries in Europe, North America, Asia and Australia. The local Gaussian approach makes it possible to examine lead–lag relations locally and separately in the tails and in the center of the return distributions of the series. It is shown that this results in a new and much more detailed picture of these relationships. Typically, the dependence is much stronger in the tails than in the center of the return distributions. It is shown that the ensuing nonlinear Granger causality tests may detect causality where traditional linear tests fail.     

飞秒激光脉冲的谐波频率分辨光学开关法测量研究

建立了一台谐波频率分辨光学开关法(FROG)飞秒脉冲测量装置，利用该装置进行了掺钛蓝宝石飞秒激光脉冲的测量研究.在二次谐波自相关测得的时域和频域信号基础上，结合对信号光强度分布的计算机迭代处理，得到了有关飞秒激光电场、光谱及其相位的信息，所得脉宽与干涉测量的结果基本一致. 关键词： 频率分辨光学开关法(FROG) 迭代计算 飞秒激光 自相关     

Box-Jenkins方法在银行业市盈率预测中的应用

试用比较先进的Box-Jenkins时间序列分析方法对上市银行市盈率的历史数据进行分析,建立银行业盈利预测的ARIMA模型对我国行业经济进行分析。     

Theoretical infrared line shapes of H‐bonds within the strong anharmonic coupling theory and Fermi resonances effects

In this article, we extend a previous work toward presenting a theoretical study of the effects of Fermi resonances and the fundamental anharmonic coupling parameter α between the high‐frequency mode and the H‐bond bridge. The model incorporates (i) both intrinsic anharmonicities of the fast mode (double well potential) and the H‐bond Bridge (Morse potential), (ii) strong anharmonic coupling theory, (iii) Fermi resonances by the aid of an anharmonic coupling between the fast mode and one or several harmonic bending modes, (iv) quadratic modulation of both the angular frequency and the equilibrium position of the X? …Y stretching mode on the intermonomer ? H… motions, and (v) the quantum direct (fast and bending modes) and indirect dampings (slow mode). The IR spectral density is obtained by Fourier transform of the autocorrelation function of the transition dipole moment operator of the X? H bond. The numerical calculation shows that Fermi resonances generate very complicated profiles with multisubstructure and also provide a direct evidence of Fermi resonances which were predicted to be a major feature of H‐bonds. © 2009 Wiley Periodicals, Inc. Int J Quantum Chem, 2010     

On the geometric autocorrelation function of polycrystalline materials

Herein we derive an expression for direct determination of the geometric autocorrelation function W of a polycrystalline material from images of its grain boundary network (e.g., those delivered by orientation imaging microscopy). We also obtain an identity that relates the mean linear intercept function to a directional derivative of the geometric autocorrelation function. These formulae were applied to examine whether a widely-used formula for W, particularly in theoretical studies of attenuation of elastic waves in polycrystalline media, would be valid for the grain boundary structure of a commercial aluminum alloy. The conclusion was negative.     

On performance comparison of MR/GI/1 queues

In this paper we are interested in the effect that dependencies in the arrival process to a queue have on queueing properties such as mean queue length and mean waiting time. We start with a review of the well known relations used to compare random variables and random vectors, e.g., stochastic orderings, stochastic increasing convexity, and strong stochastic increasing concavity. These relations and others are used to compare interarrival times in Markov renewal processes first in the case where the interarrival time distributions depend only on the current state in the underlying Markov chain and then in the general case where these interarrivai times depend on both the current state and the next state in that chain. These results are used to study a problem previously considered by Patuwo et al. [14].Then, in order to keep the marginal distributions of the interarrivai times constant, we build a particular transition matrix for the underlying Markov chain depending on a single parameter,p. This Markov renewal process is used in the Patuwo et al. [14] problem so as to investigate the behavior of the mean queue length and mean waiting time on a correlation measure depending only onp. As constructed, the interarrival time distributions do not depend onp so that the effects we find depend only on correlation in the arrival process.As a result of this latter construction, we find that the mean queue length is always larger in the case where correlations are non-zero than they are in the more usual case of renewal arrivals (i.e., where the correlations are zero). The implications of our results are clear.     

地理权重回归模型在甲状腺肿大中的应用

为解决空间数据存在的空间自相关性或空间异质性,利用地理权重回归模型对四川省2000年碘缺乏病资料进行分析。结果表明地理权重回归模型中的参数估计在各区域并不是完全相等的,而且甲状腺肿大率较高的区域主要位于四川盆地中部及南部的山区和丘陵地带。     

Itinerant to relocalized transition of f electrons in the Kondo insulator CeRu4Sn6

The three-dimensional electronic structure and the nature of Ce 4f electrons of the Kondo insulator CeRu₄Sn₆ are investigated by angle-resolved photoemission spectroscopy, utilizing tunable photon energies. Our results reveal (i) the three-dimensional k-space nature of the Fermi surface, (ii) the localized-to-itinerant transition of f electrons occurs at a much high temperature than the hybridization gap opening temperature, and (iii) the “relocalization” of itinerant f-electrons below 25 K, which could be the precursor to the establishment of magnetic order.