Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Gain competition effect in dual-wavelength dye lasers

In this paper, we present a theoretical model for the gain competition in dual-wavelength dye lasers. For this purpose the rate equations under the steady-state conditions have been used. The degree of the gain competition is shown to depend on the polarization of the two laser beams. The dependence of the gain competition on various working parameters such as pumping power, dye concentration and the reorientation rate of the molecules or solvent viscosity is studied for two different cases of parallel and orthogonal polarizations. The results of our model show dramatically different behaviors in the two proposed cases.     

FexNi100−x nanometric films deposited by laser ablation on SiO2/Si substrates

Fe_xNi_100−x nanometric films were deposited on SiO₂/Si substrates at room temperature using the pulsed laser deposition technique. The targets were Fe-Ni amorphous magnetic foils with composition Fe₅₀Ni₅₀, Fe₃₅Ni₆₅ and Fe₂₂Ni₇₈. Morphological and structural properties of the deposited films were investigated using scanning electron microscopy, Rutherford backscattering spectrometry, grazing incidence X-ray diffraction, and X-ray reflectivity. Electrical and magnetic characteristics of the films were investigated by using the four-point probe and the magneto-optic Kerr effect techniques, respectively. The film properties are strictly dependent on the Fe-Ni compositional ratio.     

重力场与静电场特点的比较

“场”是一种客观存在的物质，但由于“场”具有不易直接感受的特殊存在形态，同学们对“场”的物质性的理解不够深刻，解决“场”的相关问题时也感到棘手．笔者就高中阶段最典型的两种场——“重力场”和“静电场”的力学性质与能量特点进行比较，使同学们对“场”的概念有更深刻的认识．     

Anomalies in the Absorption and Reflection of a High-Power Ultrashort Laser Pulse by a Plasma with a Solid-State Density

The patterns of absorption and reflection of an ultrashort laser pulse by a plasma with a solid-state density, which are realized in the mode of the normal skin effect, are studied. It is shown that a decrease in low-power pulse duration shorter than the period corresponding to the fundamental frequency of radiation leads to an increase in the absorption coefficient. If the pulse power is so high as to provide electron heating during a time shorter than the reciprocal fundamental frequency, nonlinear suppression of absorption takes place and the spectrum of the reflected radiation contains odd harmonics of the fundamental frequency.     

Laser Annealing of Thin-Film Ferroelectric Heterostructures

Preliminary experiments on laser annealing of ferroelectric samples by ultraviolet radiation of a KrF laser are carried out. In principle, laser annealing allows one to reduce appreciably the duration of thermal action, minimize the size of the samples treated, and control the crystallization processes in the samples. A special focussing system was employed to provide homogeneous irradiation of the spot with dimensions of ~1×1 cm² within a broad energy range from 0.1 to 10~J per pulse. The range of energy densities leading to phase transitions in thin films is determined.     

Renormalization Effects in the Spectrum of a Coherently Driven Exciton–Biexciton System

Starting from the total Hamiltonian of an excited exciton–biexciton system, nonresonant renormalizations in the electronic spectrum of a coherently driven direct semiconductor are considered. Stringent group-theoretical inclusion of the particle spin in the Hamiltonian allows one to account for the dependence of different renormalization effects on polarizations of the incident laser fields. On the example of circularly polarized driving and probing pulses it is shown that the kind of observed renormalization is defined by the pump-and-probe polarization geometry. Thus, the exciton optical Stark effect must appear in the case of co-circular pump-and-probe, whereas a mixing of the polariton and biexciton spectra is possible only in the case of counter-circular pump-and-probe. The polariton--biexciton dispersion renormalization may manifest itself as synchronous splittings of the exciton--polariton and biexciton spectra under resonant pumping at a frequency of the polariton--biexciton transition, or in their shifts in opposite directions under near-resonant pumping. The mechanisms of both kinds of renormalization effects are analyzed, and the dependence of their characteristics on the pump parameters and microscopic parameters of the exciton–biexciton–photon system is established. An evaluation of the characteristics shows that the effect of polariton–biexciton dispersion renormalization dominates in the spectra of semiconductors with stable biexciton formation. Results of the theoretical study provide an adequate explanation of available experimental data.     

A DC excited waveguide multibeam CO2 laser using high frequency pre-ionization technique

High power industrial multibeam CO₂ lasers consist of a large number of closely packed parallel glass discharge tubes sharing a common plane parallel resonator. Every discharge tube forms an independent resonator. When discharge tubes of smaller diameter are used and the Fresnel numberN ≪ 1 for all resonators, they operate in waveguide mode. Waveguide modes have excellent discrimination of higher order modes. A DC excited waveguide multibeam CO₂ laser is reported having six glass discharge tubes. Simultaneous excitation of DC discharge in all sections is achieved by producing pre-ionization using an auxiliary high frequency pulsed discharge along with its other advantages. Maximum 170 W output power is obtained with all beams operating in EH₁₁ waveguide mode. The specific power of 28 W/m is much higher as compared to similar AC excited waveguide multibeam CO₂ lasers. Theoretical analysis shows that all resonators of this laser will support only EH₁₁ mode. This laser is successfully used for woodcutting     

毛细管放电X光激光中的预脉冲研究

 为研究毛细管放电X光激光中预脉冲放电对增益的影响，用简化的XDCH程序，模拟计算了聚乙烯毛细管充Ar气、2μs脉宽的预脉冲放电过程，把预放电之后的等离子体温度、密度和电离度作为初始条件，输入XDCH程序，进行40kA典型主脉冲放电的计算模拟，给出了一些典型预放电幅度下的增益和电子密度分布情况。比较分析的结果发现，对2μs脉宽的预脉冲，100A的电流将得到较好的增益，并且预言激光线时间谱可能出现双峰结构，空间谱会出现环状结构。     

机械结构因素对光电跟踪伺服系统性能的影响

为克服机械结构因素对光电跟踪伺服系统性能的不良影响,分析了转动惯量、结构谐振频率、摩擦力矩等伺服机械结构因素与伺服系统性能的关系,包括分析转动惯量与伺服系统性能的关系、结构谐振频率与伺服系统性能的关系、摩擦力矩与伺服系统性能的关系,探讨了消除或减小机械谐振的措施.该分析方法可应用于设计和制造响应速度快、跟踪精度高的光电跟踪伺服系统.