激光产生的铝、硅、氧、铜、硒等离子体X光谱

利用长晶格的OHM晶体谱仪,从激光等离子体中获得丰富的铜、硒类氖、类氟、类钠离子的二、三、四级软X射线衍射光谱和铝、氧、硅的类氢、类氦、类锂离子一到四级谱,波长在14～40(?)之间,在此基础上,本文较为细仔地分析了各光谱结构.     

图像稳定技术中的像运动描述及其处理分析

随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。     

Nuclear Quadrupole Coupling Constants of Chlorine and Microwave Spectrum, Structure, and ab Initio Calculation of 1-Chloro-1,1,2-trifluoroethane

The microwave spectrum of the ³⁵Cl and ³⁷Cl isotopic species of 1-chloro-1,1,2-trifluoroethane (HCFC-133b) has been investigated in the frequency region 10 to 50 GHz using a Stark modulation microwave spectrometer. A pulsed jet Fourier transform microwave spectrometer was also used for the measurement of hyperfine splittings. A least-squares analysis of the observed b-type Q- and R-branch transition frequencies gave rotational and centrifugal distortion constants and components of the chlorine nuclear quadrupole coupling constant tensors in the principal axes system as follows: A=4625.161 (3) MHz, B=2004.127 (2) MHz, C=1875.813 (2) MHz, Δ_J=0.144 (9) kHz, Δ_JK=1.0748 (8) kHz, Δ_K=1.57 (1) kHz, δ_J=0.01376 (4) kHz, δ_K=−0.146 (4) kHz, χ_aa=−57.958 (10) MHz, χ_bb=21.231 (11) MHz, and χ_cc=36.727 (11) MHz for ³⁵ClCF₂CH₂F species, and A=4607.684 (6) MHz, B=1960.565 (2) MHz, C=1834.823 (2) MHz, Δ_J=0.106 (7) kHz, Δ_JK=1.022 (3) kHz, Δ_K=1.48 (1) kHz, δ_J=0.0142 (2) kHz, δ_K=−0.18 (2) kHz, χ_aa=−46.268 (11) MHz, χ_bb=17.319 (13) MHz, and χ_cc=28.950 (13) MHz for ³⁷ClCF₂CH₂F species. The structural parameters are calculated from the observed six rotational constants by assuming the partial structure of ab initio calculation. The electronic properties of the C-Cl bond are evaluated from the observed nuclear quadrupole constants of chlorine. These molecular properties are compared with those of other related molecules.     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

Energy Spectrum Width and Nonequilibrium Energy of Rayleigh Waves Scattered on a Two-Dimensional Near-Surface Electron Layer

We obtain expressions for the energy spectrum widths of Rayleigh waves corresponding to their deformational coupling to Fermi and Boltzmann electrons in a two-dimensional layer near the surface of a semibounded solid. We evaluate the nonequilibrium energy of Rayleigh waves that depends on these widths and is caused by the same coupling to the corresponding hot electrons. We show that this energy is independent of the degeneracy degree of the electrons and is given by the mean energy of free Rayleigh waves heated up to temperature of the electrons. We find conditions under which the thermodynamics is determined by this nonequilibrium energy of Rayleigh waves in films of a certain thickness with Fermi electrons near the surface and by the equilibrium energy of bulk phonons in thicker samples. All the results are obtained using the Keldysh diagram technique applied to the case of semibounded media.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data

In this work the Cauchy problem for the one-dimensional heat equation is considered. In contrast to existing literature it is assumed that the initial state f is unknown and that information regarding f is obtained by some process of measurement. To enhance realism, both measurement errors and missing data are allowed for. Under assumptions on f in the Fourier-domain first an approximation to f is derived from the data by means of a novel uncertainty principle. Then, it is studied how this perturbation in the initial state propagates with time.      

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.