Tail Behavior of a Threshold Autoregressive Stochastic Volatility Model

We consider a threshold autoregressive stochastic volatility model where the driving noises are sequences of iid regularly random variables. We prove that both the right and the left tails of the marginal distribution of the log-volatility process (α_t)_t are regularly varying with tail exponent −α with α > 0. We also determine the exact values of the coefficients in the tail behaviour of the process (α_t)_t. AMS 2000 Subject Classification. Primary—62G32, 62PO5     

多层介质膜脉冲宽度压缩光栅与超短脉冲作用时的性能分析

基于啁啾脉冲放大技术的超短脉冲激光系统是提供超快、超强激光的重要途径，具有良好输出波形和高损伤阈值的多层介质膜脉冲宽度压缩光栅是获得高峰值功率脉冲激光的关键. 基于傅里叶谱变换方法和严格模式理论，分析了多层介质膜光栅(MDG)在超短脉冲作用下的光学特性. 结果表明，当MDG的反射带宽小于具有高斯分布的入射脉冲的频谱宽度时，-1级反射脉冲呈非对称高斯分布，其前沿出现振荡，并且-1级反射脉冲能量开始剧烈下降. 讨论了MDG结构参数对其反射带宽的影响. 分析了MDG与超短脉冲作用时的近场光分布，对提高其抗激光损 关键词： 脉冲压缩光栅 傅里叶谱变换 模式理论 损伤阈值     

基于时变阈值过程神经网络的太阳黑子数预测

太阳黑子活动直接影响着外层空间环境的变化，为保证航天飞行任务的安全必须对其进行有效预测.为此，提出了一种基于时变阈值过程神经网络的时间序列预测模型.为简化模型的计算复杂度，开发了一种基于正交基函数展开的学习算法.文中分析了模型的泛函逼近能力，并以Mackey-Glass时间序列预测为例验证了所提模型及其学习算法的有效性.最后，将该预测模型用于太阳活动第23周太阳黑子数平滑月均值预测，取得了满意的结果，应用结果同时表明：所提预测方法与其他传统预测方法相比预测精度有所提高，具有一定的理论和实用价值. 关键词： 太阳黑子数 时变阈值过程神经网络 时间序列预测 泛函逼近     

液芯光纤中溶液吸收和荧光的性质对CS2受激拉曼散射阈值的影响

利用液芯光纤技术研究了不同浓度的β-Carotene的CS₂溶液的吸收与荧光的特性对CS₂的一、二阶Stokes谱线阈值的影响.实验发现随溶液浓度(10^-8—10^-6 mol/L)增加，CS₂的一阶Stokes谱线的激发阈值相对变高；并且与纯CS₂芯液的受激拉曼散射相比较，在低抽运能量激发下，就观察到CS₂的二阶Stokes谱线.这主要是由于在CS₂的受激拉曼谱线产生的过程中，β-Carotene的CS₂溶液的吸收和荧光共同影响了CS₂的一、二阶Stokes谱线的阈值.我们进行了理论上的拟合与分析，其结果与实验符合很好. 关键词： 2受激拉曼散射阈值')" href="#">CS₂受激拉曼散射阈值 液芯光纤 吸收与荧光     

二维孔隙裂隙双重介质逾渗规律研究

在孔隙介质逾渗理论的基础上，将另外一个非常重要的渗透通道——裂隙引入到介质的逾渗研究中，提出了更为普遍的孔隙裂隙双重介质的逾渗研究方法.通过对二维平面孔隙裂隙双重介质的数值计算，得到了孔隙裂隙双重介质三个重要参数：孔隙率，裂隙分形维数、裂隙数量分布初值与逾渗概率的关系，给出了孔隙裂隙双重介质逾渗阈值的数学表达式，揭示了孔隙裂隙双重介质的逾渗规律. 关键词： 孔隙 裂隙 双重介质 逾渗 逾渗阈值     

Trends in microdisk laser research and linear optical modelling

Research into microdisk lasers demonstrates new achievements both in the technology and in the associated physical effects and applications. Melting and rounding of the disk edge boosts the Q-factors due to improved surface smoothness. In-plane cavity shape is widely used as a design instrument. Optimal shaping of pumped area lowers the threshold power. Photonic molecules made of several microdisks as “photonic atoms” show lasing at several closely spaced frequencies. A microdisk with a single quantum dot as an active region is considered as the most promising system for realisation of a single photon emitter necessary for quantum computing. These new effects and devices can be simulated with accurate numerical techniques, developed recently for “warm-cavity” linear modelling, that are able to bring a new vision of the physics of lasing.     

单个飞秒激光作用下熔融石英的微爆阈值研究

对飞秒激光脉冲在透明介质中产生微爆的物理机制进行了研究,比较了长短激光脉冲的光击穿机制,基于Fokker-Planck方程建立了飞秒激光微爆模型,给出了飞秒激光脉冲在透明介质中产生微爆的阈值解析表达式.针对飞秒激光脉冲在熔石英介质中的微爆阈值进行了计算,得到的结果与实验结果基本相符.     

ns激光辐照ZrO2薄膜剥落的理论研究

在ns激光辐照光学薄膜温度分布的基础上，利用最大剪应力理论建立了光学薄膜发生迎光剥落的理论模型，得到了发生损伤相应的应力分布和膜层剥落半径与入射激光能量关系．通过数值分析，验证了理论模型与实验结果基本保持一致，膜层临界损伤阈值与实验结论在数量级上保持一致；剥落半径与入射能量关系曲线与实验结果基本吻合．指出薄膜的损伤形态与其附着力强度有着密切关系，只有当附着力强度小于某一定值（～9．4×10^4N／cm^2）时，才会发生剥落．     

A comparison of algainas and InGaAsP-based 1.3 μm semiconductor lasers using high pressure

Abstract

We have compared the effect of hydrostatic pressure on the threshold current, I_th, and lasing energy, E_lase, of 1.3 pm quantum-well devices based upon AlGaInAs and InGaAsP. Whilst we observe a very similar dependence of E_lase on pressure for the two materials, we measure strikingly different variations of I_th. By applying pressure to 1.3 μm InGaAsP lasers, I_th typically decreases by ～ 10% over 1 GPa consistent with the reduction of Auger recombination, which forms ～ 50% of I_th at room temperature. However, for the 1.3 μm AlGaInAs-based lasers, we observe an increase in I_th by ～ 8% over the same pressure range. From these results we conclude that non-radiative recombination accounts for only ～ 20% of I_th in AlGaInAs-based devices. This is in good agreement with previous temperature dependence measurements and shows why AlGaInAs-based devices exhibit a reduced temperature sensitivity of I_th which is very important for telecommunications applications.     

Asymmetric response and interaction of U.S. and local news in financial markets

This paper examines the extent to which financial returns on market indices exhibit mean and volatility asymmetries, as a response to past information from both the U.S. market and the local market itself. In particular, we wish to assess the asymmetric effect of a combination of local and U.S. market news on volatility. To the best of the authors knowledge, this joint effect has not been considered previously. We propose a double threshold non‐linear heteroscedastic model, combined with a GJR‐GARCH effect in the conditional volatility equation, to capture jointly both mean and volatility asymmetric behaviours and the interactive effect of U.S. and local market news. In an application to five major international market indices, clear evidence of threshold non‐linearity is discovered, supporting the hypothesis of an uneven mean‐reverting pattern and volatility asymmetry, both in reaction to U.S. market news and news from the local market itself. Significant, but somewhat different, interactive effects between local and U.S. news are observed in all markets. An asymmetric pattern in the exogenous relationship between the local market and the U.S. market is also found. Copyright © 2005 John Wiley & Sons, Ltd.