小波变换在金融数据分析中的应用

市场上的数据,从本质上讲都是一种时间序列。它和小波分析中的信号具有相同的特性。因此,完全可以将这些经济时间序列看成信号,应用小波变换进行分析和预测。     

Schrödinger Uncertainty Relations and Physical Features of Correlated-Coherent States

We show that the difference between the Schrödinger uncertainty relations (UR) and the Heisenberg UR is fundamental. We propose a modified version of stochastic mechanics that allows clearly demonstrating that the contributions from the anticommutator and the commutator to the Schrödinger UR are equally important. A classification of quantum states minimizing the Schrödinger UR at an arbitrary instant is proposed. We show that the correlation of the coordinate and momentum fluctuations in such correlated-coherent states (CCS) is largely determined by the contributions from not only the commutator but also the anticommutator of the corresponding operators. We demonstrate that the character of this correlation changes qualitatively in time from the antiphase correlation typical for the Heisenberg UR to the inphase correlation for which the contribution from the anticommutator is decisive. We comparatively analyze properties of a free microparticle and a quantum oscillator in CCS and show that the CCS correspond to traveling-standing de Broglie waves in both models.     

非光滑非凸多目标规划解的充分条件

Kuhn-Tucker型条件的充分性一直是最优化理论中引人注意的一个问题.本文对非光滑函数提出了几个非凸概念,然后,讨论了非光滑非凸多目标规划中Kuhn-Tucker型条件和Fritz John型条件的充分性,在很弱的条件下,建立了一系列充分条件.     

On one generalization of a DiPerna and Majda theorem

The weak limits of sequences {f(u^ν)}_ν∈? where u^ν's are vector‐valued µ‐measurable functions defined on a compact set Ω and f is (possibly) discontinuous are investigated. As shown by the author (J. Conv. Anal. (to appear)), they are described in terms of integral formulae involving parametrized measures independent of f, similarly as in the classical theorem by Young and its generalization due to DiPerna and Majda. In the present paper we describe the supports of the involved parametrized measures. Copyright © 2006 John Wiley & Sons, Ltd.     

Highly accurate calculation of radial spheroidal functions

A new method for calculating the radial spheroidal functions of the first kind is proposed for the arguments that are greater than unity in modulus. A well-known representation of these functions is refined and used for this purpose. The constructs and the software implementation proposed in the paper provide an efficient tool for the calculation of the functions with a desired accuracy in a wide range of parameters.     

(e, 3e) test on e-e correlations in helium

The angular variations of the five-fold differential cross section obtained by using different wave functions of helium are compared with experimental data. It is found that in the coplanar geometry two kinematical arrangements, (i) equal energy sharing between the two ejected electrons with one of them ejected along the momentum transfer direction and the other along varying direction and (ii) the Bethe ridge condition with fixed sum of ejected electron energies and varying angle between them, are very sensitive to e-e correlations contained in the target wave function. This comparison has been used to show that open-shell class of wave functions better incorporate e-e correlations than the closed-shell class.     

有限时滞微分系统依照双测度的实际稳定性

本文对具有有限时滞的泛函微分方程建立了关于依照两种测度的实际稳定性的Razumikhin型判定定理，其中未采用通常的辅助函数，且可运用多个含有状态变量x的部分变元的Lyapunov函数，得出部分变远实际稳定性的判定定理，从而改进了已有的结果。     

On a result of Ozawa concerning uniqueness of meromorphic functions

In this paper we prove a uniqueness theorem for meromorphic functions sharing three values with some weight which improves some known results.     

Laguerre expansion on the Heisenberg group and Fourier-Bessel transform on C~n Dedicated to Professor Sheng GONG on the occasion of his 75th birthday

Given a principal value convolution on the Heisenberg group Hn = Cn×R, we study the relation between its Laguerre expansion and the Fourier-Bessel expansion of its limit on Cn. We also calculate the Dirichlet kernel for the Laguerre expansion on the group Hn.     

Non‐empirical calculations of NMR indirect carbon–carbon coupling constants. Part 4: Bicycloalkanes

A systematic study of the one‐bond and long‐range J(C,C), J(C,H) and J(H,H) in the series of nine bicycloalkanes was performed at the SOPPA level with special emphasis on the coupling transmission mechanisms at bridgeheads. Many unknown couplings were predicted with high reliability. Further refinement of SOPPA computational scheme adjusted for better performance was carried out using bicyclo[1.1.1]pentane as a benchmark to investigate the influence of geometry, basis set and electronic correlation. The calculations performed demonstrated that classical ab initio SOPPA applied with the locally dense Dunning's sets augmented with inner core s‐functions used for coupled carbons and Sauer's sets augmented with tight s‐functions used for coupled hydrogens performs perfectly well in reproducing experimental values of different types of coupling constants (the estimated reliability is ca 1–2 Hz) in relatively large organic molecules of up to 11 carbon atoms. Additive coupling increments were derived for J(C,C), J(C,H) and J(H,H) based on the calculated values of coupling constants within SOPPA in the model bicycloalkanes, in reasonably good agreement with the known values obtained earlier on pure empirical grounds. Most of the bridgehead couplings in all but one bicycloalkane appeared to be essentially additive within ca 2–3 Hz while bicyclo[1.1.1]pentane demonstrated dramatic non‐additivity of ?14.5 Hz for J(C,C), +16.6 Hz for J(H,H) and ?5.5 Hz for J(C,H), in line with previous findings. Non‐additivity effects in the latter compound established at the SOPPA level should be attributed to the through‐space non‐bonded interactions at bridgeheads due to the essential overlapping of the bridgehead rear lobes which provides an additional and effective non‐bonding coupling path for the bridgehead carbons and their protons in the bicyclopentane framework. Copyright © 2003 John Wiley & Sons, Ltd.