Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Infra-red free-carrier absorption due to impurity scattering in semiconducting quantum well structures

The theory of free-carrier absorption (FCA) is developed, in the extreme quantum limit when the carriers are assumed to populate only the lowest quantized energy level, for quasi-two and one-dimensional semiconducting quantum well structures where the carriers are scattered by ionized impurities. The radiation field is assumed to be polarized in the plane of the layer in the quasi-two-dimensional case and along the length of the wire in the quasi-one-dimensional case. Expressions for FCA are obtained for the cases where the impurities are either in the well (background impurities) or outside the well (remote impurities). Variation of FCA is numerically studied with photon frequency and well width.     

Sharp estimates in terms of moduli of smoothness for compound cubature rules

Summary In 1980 Dahmen-DeVore-Scherer introduced a modulus of continuity which turns out to reflect invariance properties of compound cubature rules effectively. Accordingly, sharp error bounds are derived, the existence of relevant counterexamples being a consequence of a quantitative resonance principle, established previously.     

A comparative study of the structure and crystallization of bulk metallic amorphous rod Pr60Ni30Al10 and melt-spun metallic amorphous ribbon Al87Ni10Pr3

Pr-based bulk metallic amorphous （BMA） rods （Pr60Ni30Al10） and Al-based amorphous ribbons （Al87Ni10Pr3） have been prepared by using copper mould casting and single roller melt-spun techniques, respectively. Thermal parameters deduced from differential scanning calorimeter （DSC） indicate that the glass-forming ability （GFA） of Pr60Ni30Al10 BMA rod is far higher than that of Al87Ni10Pr3 ribbon. A comparative study about the differences in structure between the two kinds of glass-forming alloys, superheated viscosity and crystallization are also made. Compared with the amorphous alloy Al87Ni10Pr3, the BMA alloy Pr60Ni30Al10 shows high thermal stability and large viscosity, small diffusivity at the same superheated temperatures. The results of x-Ray diffraction （XRD） and transmission electron microscope （TEM） show the pronounced difference in structure between the two amorphous alloys. Together with crystallization results, the main structure compositions of the amorphous samples are confirmed. It seems that the higher the GFA, the more topological type clusters in the Pr-Ni-Al amorphous alloys, the GFAs of the present glass-forming alloys are closely related to their structures.     

双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

Time evolution of non-Hermitian quantum systems and generalized master equations

We inquire into the time evolution of quantum systems associated with pseudo-or quasi-Hermitian Hamiltonians. We obtain, in the pseudo-Hermitian case, a generalized Liouville-von Neumann equation for closed systems. We show that quantum systems with quasi-Hermitian Hamiltonians admit the proper interpretation in terms of open quantum system and derive a generalized Lindblad-Kossakowski equation. Finally, we extend such formalism to the study of decaying systems. Partially supported by PRIN “Sintesi”.     

Electron spin resonance of diluted solid solutions of MnO2 in Y2O3

Electron spin resonance spectra of Mn²⁺ in diluted solid solutions of MnO₂ in Y₂O₃ have been studied at room temperature for Mn concentrations between 0.20 and 2.00 mol%. Isolated Mn²⁺ ions in sites with two different symmetries were observed, as well as Mn²⁺ ions coupled by the exchange interaction. The relative concentration of isolated to coupled Mn²⁺ ions decreases with increasing manganese concentration. The results are consistent with the assumption that the manganese ions occupy preferentially the C₂ symmetry sites. A theoretical calculation based on this model yields an effective range of the exchange interaction between Mn²⁺ ions of 0.53 nm, of the same order as that of Mn²⁺ ions in CaO.     

CsI(Tl)晶体中反冲Cs和I核Quenching?Factor的测量

许多实验对用CsI(Tl)闪烁晶体作为探测器来寻找和探测暗物质的可行性进行了研究.本工作利用8MeV单能中子轰击CsI(Tl)晶体探测器来研究Cs核和I核的QuenchingFactor.在数据处理中,运用脉冲形状甄别(PSD)方法来分辨反冲核信号和本底信号.实验结果表明,在7keV到132keV的能区中,Quench ingFactor随着反冲核能量的减少而增加.在探测暗物质的实验中,这一性质对于CsI(Tl)晶体探测器获得较低的能量阈值是很有利的.     

Generic entangling through quantum indistinguishability

We present a general scheme for entangling any degree of freedom of two uncorrelated identical particles from independent sources by a combination of two-particle interferometry and which-way detection. We show that this entanglement generation procedure works for completely random initial states of the variable to be entangled. We also demonstrate a curious complementarity exhibited by our scheme and its applications in estimating the generated entanglement as a function of wave packet overlap at the beamsplitter.     

Charge transport in a polypeptide chain

Charge transport is one important example of signal transduction in a protein which is responsible for action at a distance, and is a fundamental process in biochemical action. A model is presented in which electronic effects interact with motional processes to combine into a bifunctional model. This model is investigated with new detailed molecular dynamics calculations and successfully explains such action at a distance. Received 1st February 2002 / Received in final form 26 May 2002 Published online 13 September 2002