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.     

超临界流体触媒作用下石墨-金刚石转变

 研究了超临界流体CO₂在石墨-金刚石转变中的触媒作用。实验中，采用Ag₂O作为流体触媒的先驱材料，在7.7 GPa压力下，Ag₂O在1 200 ℃分解成Ag和O₂，O₂与石墨套管在高温高压下反应形成CO₂超临界流体。研究结果表明，在7.7 GPa和1 500 ℃以上温度条件下，石墨在CO₂流体触媒的作用下可转变为金刚石晶体，在1 500～1 700 ℃温度范围内合成出的金刚石具有完好的八面体形貌，与天然金刚石的生长特征非常相似。     

Theory of high temperature superconductivity in YBa2Cu3O7_δ

A theory of high temperature superconductivity in YBa₂Cu₃O₇__δ compound has been developed on the basis of the momentum pairing of electrons through the relativistic Darwin interaction. The transport behaviour of electrons is explained in terms of a mechanism of correlated electron transfer arising from the electron-phonon coupling. A model Hamiltonian has been developed to describe the superconducting properties of the system. This gives an energy gap which is higher than the BCS value. Attempts have been made to explain the absence of isotope effect, the linear dependence of specific heat, the presence of larger temperature-independent paramagnetism in the normal phase and the softening of some of the optic phonon modes observed in this system.     

红外热像仪参数的双黑体测量装置

对红外热像仪参数双黑体测量装置的工作原理进行了介绍。装置采用双黑体及反射型靶标为温差辐射源，可实现黑体温度温差准直辐射的定期校准和红外热像仪参数测量量值的溯源，也可实现红外热像仪参数的可控性，以及对它进行稳定的、可复现的精确测量。推导出利用红外热像仪参数双黑体测量装置测量信号传递函数SiTF数学模型，分析了红外热像仪参数测量装置的客观因素——仪器常数，针对仪器常数对SiTF测量的影响进行了试验。试验结果表明，仪器常数对红外热像仪SiTF参数测量精度影响较大，并同时影响时域与空域NETD及3D噪声的准确测量。     

Irregularities of distribution with respect to strips

Summary A lower bound is established for the strip discrepancy of a broad class of point distributions. The bound implies unbounded strip discrepancy for equally weighted point distributions under favorable conditions. The methods of proof use notions from integral geometry.     

来自磁光阱中冷原子团的荧光干涉条纹及其应用

实验观察来自磁光阱中冷原子团的荧光经真空系统窗口的平板玻璃反射产生的干涉条纹，理论分析表明从从荧光干涉条纹的强度分布可获得关于俘获原子总数以及密度分布的信息。采用该方法实测了俘获原子总数，并模拟得到了不同密度分布时条纹的对比度变化。     

A priori tests of a stochastic mode reduction strategy

Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear systems with many degrees of freedom and a large collection of unresolved variables. While the above approach is mathematically rigorous in the limit when the ratio of correlation times between the resolved and the unresolved variables is arbitrary small, it is shown here on a systematic hierarchy of models that this ratio can be surprisingly big. Typically, the systematic reduced stochastic modeling yields quantitatively realistic dynamics for ratios as large as 1/2. The examples studied here vary from instructive stochastic triad models to prototype complex systems with many degrees of freedom utilizing the truncated Burgers–Hopf equations as a nonlinear heat bath. Systematic quantitative tests for the stochastic modeling procedure are developed here which involve the stationary distribution and the two-time correlations for the second and fourth moments including the resolved variables and the energy in the resolved variables. In an important illustrative example presented here, the nonlinear original system involves 102 degrees of freedom and the reduced stochastic model predicted by the theory for two resolved variables involves both nonlinear interaction and multiplicative noises. Even for large value of the correlation time ratio of the order of 1/2, the reduced stochastic model with two degrees of freedom captures the essentially nonlinear and non-Gaussian statistics of the original nonlinear systems with 102 modes extremely well. Furthermore, it is shown here that the standard regression fitting of the second-order correlations alone fails to reproduce the nonlinear stochastic dynamics in this example.     

一种可能的简并谱NNS分布

利用随机矩阵理论,通过对一特殊情形的简并谱展开研究,得到了简并谱一种可能的最小相邻间距NNS分布函数．研究表明,由于简并的存在,简并谱不仅可分解成随机谱和规则谱两个子谱,同时还影响其规则谱,使规则谱的能级斥力减少．     

Comparison of growth stress measurements with modelling in thin iron oxide films

High temperature oxidation of metals leads to residual stresses both in the metal and in the growing oxide. In this work, the evolution of this residual stresses is theoretically predicted in the growing oxide layers. The origin of these stresses is based on a microstructural model. Using experimental results providing from the oxidation kinetics, and an analysis proposed to describe the growth strain occurring in the thin layers, a set of equations is established allowing determining the stresses evolution with oxidation time. Then, the model is compared with experimental results obtained on both α-Fe and phosphated α-Fe, oxidised at different temperatures. Numerical data are extracted from experiments either with an asymptotic formulation or with an inverse method. These two methods give good agreement with experiments and allow extracting the model parameters.     

a-C:F薄膜的热稳定性与光学带隙的关联

以CF4和C6H6的混合气体作为气源,在微波电子回旋共振化学气相沉积(ECRCVD)装置中制备了氟化非晶碳薄膜(aC:F),并在N2气氛中作了退火处理以考察其热稳定性.通过傅里叶变换红外吸收谱和紫外可见光谱获得了薄膜中CC双键的相对含量和光学带隙,发现膜中CC键含量与光学带隙之间存在着密切的关联,在高微波功率下沉积的氟化非晶碳膜具有低的光学带隙和较好的热稳定性. 关键词： 氟化非晶碳膜 光学带隙 退火温度 热稳定性