基于小波分形理论的股价指数信息量测度研究

本把小波分析和分形理论引入到股价指数时间序列的分析中，给出了股价指数波动复杂性的信息量测度方法——信息熵和分形维方法。通过对上证综指和深证成指1994年1月3日至2002年3月4日期间的数据进行的实证分析显示，两种方法均能刻画股价指数波动的复杂程度，这对初步了解我国股市场的波动规律有一定的实际意义。     

半参数回归模型中小波估计的随机加权逼近速度

把小波光滑方法和随机加权方法结合在一起，获得了半参数回归模型中参数分量的小波估计的随机加权逼近速度为σ(n^-1/2)。因此，从大样本意义上说，小波光滑方法和随机加权方法对半参数回归模型是可用的。     

Wavelet subspaces invariant under groups of translation operators

We study the action of translation operators on wavelet subspaces. This action gives rise to an equivalence relation on the set of all wavelets. We show by explicit construction that each of the associated equivalence classes is non-empty.     

A fast modified sine transform for solving block-tridiagonal systems with Toeplitz blocks

In this report we consider block-tridiagonal systems with Toeplitz blocks. Each block is of sizen×n consisting ofn _c×n _c matrices as entries, and there arem×m blocks in the system. The solution of those systems consists of 2n _c m modified sine transforms and an intermediate solution ofn block-tridiagonal systems. Symmetries in the data vectors are exploited such that one modified sine transform can be computed in terms of one Fourier transform of half the length of the original one, hence requiringO(2.5nlog₂ n) operations. Similarly, we only have to solve (n+1)/2 of the intermediate systems due to symmetry.This work was supported by the Swedish National Board for Industrial and Technical Development, NUTEK, under contract No. 89-02539 P.     

一种构造正交小波基的新方法

本文给出了构造正交小波基的一种新的方法,主要是通过改造钟形函数来构造有具体表达式的小波母函数,在光滑性,局部性等性质上优于一般的构造方法,其收敛于零的阶数可达到O(|t|~(-N)),N≥4。而且更进一步在S空间上构造出收敛更快的小波母函数。     

沿高阶单调曲线的Hilbert变换和极大算子的L^p估计

设γ:[-1,1]→R~n是R~n中的曲线,沿曲线的γ的Hilbert变换是如下定义的主值积分: Hf(x)=P.V.integral -1 to 1 f(x-γ(t))dt/t,相应的极大算子定义为: Mf(x)=sup 1/h| integral O to h f(x-γ(t))dt|. 对高阶单调曲线本文证明了相应的算子M和H都是L~p(R~n)有界的,从而改进了Nestlerode的结果。     

Cramér theorem on symmetric spaces of noncompact type

We prove the Cramér theorem forK-invariant Gaussian measures on irreducible symmetric spacesX=G/K withG semisimple noncompact. To do this we use a kind of Abel transform ofK-invariant measures onX.This research is supported by KBN Grant.     

Characterization of measures by potentials

Let μ be a measure in a Banach spaceE, f be an even function onR. We consider the potentialg(a)=f _E f(‖x?a‖)dμ(x). The question is as follows: For whichf does the potentialg determine μ uniquely? In this article we give answers in the cases whereE=l _∞ ⁿ and wheref(t)=|t| ^p andE is a finite dimensional Banach space with symmetric analytic norm. Calculating the Fourier transform of the functionf(‖x‖ _∞) we give a new proof of the J. Misiewicz's result that the functionf(‖x‖ _∞) is positive definite only iff is a constant function.     

THE NBELC AND NWELC CLASSES OF LIFE DISTRIBUTIONS

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角锥棱镜谐振腔激光模式模拟研究

为了探究角锥棱镜谐振腔激光模式,以角锥-平面镜腔为例,将角锥棱镜等效为衍射光栅,考虑角锥镜棱宽在谐振腔中的衍射效应以及二面角误差引起的附加相位分布对谐振腔激光模式的影响,在光学谐振腔理论的基础上,建立了求解本征模式的理论分析模型.采用快速傅里叶法数值模拟不同腔长、角锥镜棱宽和二面角误差情况下该无源谐振腔激光输出模式分布情况.结果表明,在腔长30 cm、角锥镜棱宽小于75μm、二面角误差在-10′~5′之间时,可实现光斑完整的圆形分布输出模式,且有较好的光束质量;棱宽不小于0.4 mm,二面角误差在-40′~10′之间时,光斑为TEM 03阶横模,光场呈六瓣分布;当角锥镜棱宽为0.4 mm、二面角误差为3′,腔长从30~90 cm范围内增加时,该谐振腔输出的激光模式从TEM 03转换成TEM 10.