化学镀非晶态Ni—P层的初期沉积过程研究

化学镀非晶态Ｎｉ－Ｐ镀层初期沉积过程和沉积层状态是影响结合强度的决定性因素．对不同基体材料初期沉积的观察发现，有些非晶态镀层的初期沉积中含有微晶．微晶的产生与否与基体材料以及镀层材料晶格的错配度有关，当镀层与基体材料点阵常数相差不大，镀层的初期沉积沿基体晶格外延生长出现微晶层，反之，点阵常数相差较大时，初期沉积物中未发现微晶．     

The preparation of thick-film glass capillary columns

A detailed method for the routine preparation of glass capillary columns is presented. The method consists of coating a glass tube with quartz powder prior to pulling the tube into a capillary. The inner surface of the capillary consists of an even distribution of quartz particles fused to the walls. This surface has been found readily deactivated by standard procedures and ideal for the preparation of thick-film glass capillary columns. The method has been thoroughly tested in two independent laboratories to ensure that the procedures described are reproducible.     

On the Integration by Parts and Characterization of a Fractional Diffusion Process北大核心CSCD

本文研究分数扩散过程和其分部积分公式的关系.首先利用Bismut方法给出拉回公式,进而得到分数扩散过程的分部积分公式。反过来,证明了分数扩散过程可由其分部积分公式唯一刻画.     

The Discrete Approximation of Continuous-state Nonlinear Branching Processes in Lévy Random Environments北大核心CSCD

In this paper, we establish the discrete approximation of continuous-state nonlinear branching processes in Lévy random environments by using tightness and convergence sequence in infinite dimensional product space via stochastic differential equations. Taking α-stable branching as an example, the conditions which are given to discretize continuous-state nonlinear branching processes in Lévy random environments are verified. © 2022 Chinese Academy of Sciences. All rights reserved.     

Range-Renewal Processes: SLLNs and Power Laws*

Given n samples(viewed as an n-tuple) of a γ-regular discrete distribution π,in this article the authors concern with the weighted and unweighted graphs induced by the n samples. They first prove a series of SLLN results(of Dvoretzky-Erd¨os’ type). Then they show that the vertex weights of the graphs under investigation obey asymptotically power law distributions with exponent 1 + γ. They also give a conjecture that the degrees of unweighted graphs would exhibit asymptotically power law distribu...     

基于不确定指数O-U过程带有浮动利率模型的亚式期权定价

不确定金融是不确定理论在现代金融领域的一种应用,在解决金融问题中发挥着越来越重要的作用。而利率是一个重要的经济指标,经常受到一些不确定因素的影响,在研究期权定价时,有必要考虑浮动利率。本文提出了一种新的不确定指数Ornstein-Uhlenbeck过程模型,假设利率服从不确定均值回复过程,研究了期权定价问题,运用α-轨道方法,分别推导了亚式看涨期权和看跌期权定价公式。最后,设计了计算期权价格的数值算法,并给出数值算例。     

Efficient simulation of general stochastic hybrid systems

General Stochastic Hybrid System (SHS) are characterised by Stochastic Differential Equations (SDEs) with discontinuities and Poisson jump processes. SHS are useful in model based design of Cyber-Physical System (CPS) controllers under uncertainty. Industry standard model based design tools such as Simulink/Stateflow® are inefficient when simulating, testing, and validating SHS, because of dependence on fixed-step Euler–Maruyama (EM) integration and discontinuity detection. We present a novel efficient adaptive step-size simulation/integration technique for general SHSs modelled as a network of Stochastic Hybrid Automatons (SHAs). We propose a simulation algorithm where each SHA in the network executes synchronously with the other, at an integration step-size computed using adaptive step-size integration. Ito’ multi-dimensional lemma and the inverse sampling theorem are leveraged to compute the integration step-size by making the SDEs and Poisson jump rate integration dependent upon discontinuities. Existence and convergence analysis along with experimental results show that the proposed technique is substantially faster than Simulink/Stateflow®when simulating general SHSs.     

Asymptotic behavior of basic contact process with rapid stirring

In this paper we consider the basic contact process with infection rate λ and stirring rateD. We study the asymptotic behavior of the critical value and survival probability asD→∞.     

Covering with blocks in the non-symmetric case

Considering an infinite string of i.i.d. random letters drawn from a finite alphabet we define the cover timeW _n as the number of random letters needed until each pattern of lenghtn appears at least once as a substring. Sharp weak and a.s. limit results onW _n are known in the symmetric case, i.e., when the random letters are uniformly distributed over the alphabet. In this paper we determine the limit distribution ofW _n in the nonsymmetric case asn. Generalizations in terms of point processes are also proved.Dedicated to Endre Csáki on his 60th birthday.     

Stochastic phase lockings in a relaxation oscillator forced by a periodic input with additive noise: A first-passage-time approach

Noise effects on phase lockings in a system consisting of a piecewise-linear van der Pol relaxation oscillator driven by a periodic input are studied. The problem of finding the period of the oscillator is reduced to the first-passage-time problem of the Ornstein-Uhlenbeck process with time-varying boundary. The probability density functions of the first-passage time are used to define the operator which governs a transition of an input phase density after one cycle of the oscillator. Phase lockings in a stochastic sense are investigated on the basis of the density evolution by the operator.