Quantifying the risk using copulae with nonparametric marginals

We show that copulae and kernel estimation can be mixed to estimate the risk of an economic loss. We analyze the properties of the Sarmanov copula. We find that the maximum pseudo-likelihood estimation of the dependence parameter associated with the copula with double transformed kernel estimation to estimate marginal cumulative distribution functions is a useful method for approximating the risk of extreme dependent losses when we have large data sets. We use a bivariate sample of losses from a real database of auto insurance claims.     

Ultraviolet detection of amino acids based on their on-column conjugation with cupric cation using a disposable electrophoresis microdevice

A method for fast sensitive ultraviolet detection of amino acids was developed with a disposable electrophoresis microdevice. The microdevice was conveniently constructed by fixing a fused-silica capillary with a sampling fracture to a printed circuit board. During the separation process, the on-column conjugation of amino acids with cupric cation led to the ultraviolet absorption at 232 nm that could be directly used for fast analysis of amino acids. Using 20 mM boric acid (pH 5.3) containing 5 mM cupric cation and 0.015% Tween 20 as running buffer, this method could completely separate lysine, glutamine and serine at a sampling time of 2 s at +210 V and a separation voltage of +1800 V (240 V/cm). The theoretical plate numbers were from 140,000 to 205,000 plates/m. The linear ranges were from 10 to 500 μM for lysine, 20-1000 μM for glutamine and serine. The novel protocol had been successfully used to detect amino acids in beverage samples with recovery more than 85.0%, indicating its advantages and potential analytical application in different fields.     

EAST快速极紫外光谱仪绝对强度的原位标定

磁约束等离子体中杂质(特别是高Z杂质)的存在将大大增强等离子体辐射功率损失，破坏等离子体的约束性能。杂质行为的定量研究首先要求对杂质测量的光谱诊断系统进行绝对强度标定，获得灵敏度响应曲线。介绍了EAST托卡马克上的快速极紫外光谱仪系统绝对强度的原位标定方法。在波长范围20～150Å内，通过对比极紫外(EUV)波段连续轫致辐射强度的计算值和测量值得到光谱仪的绝对强度标定。在此过程中，首先由(523±1) nm范围内可见连续轫致辐射强度的绝对测量值计算出有效电荷数Z_eff，进而结合电子温度和密度分布计算EUV波段连续轫致辐射强度；EUV波段连续轫致辐射强度的测量值即为不同波长处探测器的连续本底计数扣除背景噪声计数值。对于较长波段范围130～280Å，通过对比等离子体中类锂杂质离子(Fe23+，Cr21+，Ar15+)和类钠杂质离子(Mo31+，Fe15+)发出的共振谱线对(跃迁分别为1s22s 2S_1/2-1s22p 2P_{1/2, 3/2}及2p63s 2S_1/2-2p63p 2P_{1/2, 3/2})强度比的理论和实验值进行相对强度标定。其中共振谱线对强度比的理论值由辐射碰撞模型计算得到，模型中处在各个能级的离子数主要由电子碰撞激发，去激发以及辐射衰变三个过程决定。两种方法相结合，实现了光谱仪20～280Å范围的绝对强度标定。考虑轫致辐射、电子温度及电子密度的测量误差，绝对标定误差约为30%。在绝对标定的基础上，我们对杂质特征谱线强度进行绝对测量，并将测量结果与杂质输运程序结合ADAS(Atomic Data and Analysis Structure)原子数据库计算得到的模拟值进行比较，进而估算等离子体中的杂质浓度。     

Classes of analytic functions subordinate to convex functions and extreme points

In this paper we prove two sufficient conditions for an analytic function f to be an extreme point of the set of functions subordinate to a given convex mapping F when the image of the unit disk under F is a convex domain other than a half-plane, a strip or an infinite wedge.     

Some Geometrical Aspects of Efficient Points in Vector Optimization

We study efficient point sets in terms of extreme points, positive support points and strongly positive exposed points. In the case when the ordering cone has a bounded base, we prove that the efficient point set of a weakly compact convex set is contained in the closed convex hull of its strongly positive exposed points, thereby extending the Phelps theorem. We study also the density of positive proper efficient point sets. This research was supported by a Central Research Grant of Hong Kong Polytechnic University, Grant G-T 507. Research of the first author was also supported by the National Natural Science Foundation of P.R. China, Grant 10361008, and the Natural Science Foundation of Yunnan Province, China, Grant 2003A002M. Research of the second author was also supported by the Natural Science Foundation of Chongqing. Research of the third author was supported by a research grant from Australian Research Counsil.     

Asymptotic distribution of maximal autoregressive process with weight tending to 1

The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1.     

一类拟平稳序列极值的极限律

Ｋ．Ｆ．Ｔｕｒｋｍａｎ讨论了一类拟平稳序列最大值的渐近分布。本文利用点过程收全党一理得到水平超出点过程的收敛定理和第ｒ个最大值的渐近分布及前ｒ个最大值的联合渐近分布。     

Means of unitaries, conjugations, and the Friedrichs operator

If C is a conjugation (an isometric, conjugate-linear involution) on a separable complex Hilbert space H, then T∈B(H) is called C-symmetric if T=CT^∗C. In this note we prove that each C-symmetric contraction T is the mean of two C-symmetric unitary operators. We discuss several corollaries and an application to the Friedrichs operator of a planar domain.     

紫外-可见光谱法研究细胞色素C活性中心金属离子与硫酸铜的相互作用

应用紫外－可见吸收光谱法研究细胞色素C（Fecyt-C)活性中心铁离在pH7.1的磷酸缓冲液中与无机CuSO4的直接相互作用。结果发现：CuSO4中的Cu（Ⅱ）与Fecyt-C中的Fe(Ⅱ）有交换作用，形成部分的Cucyt-C，并且随着外加CuSO4量的增加，这种相互作用增强，首次证实了细胞色素C这种直接相互作用的存在。