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101.
Let {Xk}k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Yk=Xg(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Yk} is studied when Xk has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Yk} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
102.
During the course of our investigation of the electron transfer properties of some redox species through highly hydrophobic
long chain alkanethiol molecules on gold in aqueous and non-aqueous solvents, we obtained some intriguing results such as
unusually low interfacial capacitance, very high values of impedance and film resistance, all of which pointed to the possible
existence of a nanometer size interfacial gap between the hydrophobic monolayer and aqueous electrolyte. We explain this phenomenon
by a model for the alkanethiol monolayer—aqueous electrolyte interface, in which the extremely hydrophobic alkanethiol film
repels water molecules adjacent to it and in the process creates a shield between the monolayer film and water. This effectively
increases the overall thickness of the dielectric layer that is manifested as an abnormally low value of interfacial capacitance.
This behaviour is very much akin to the ‘drying transition’ proposed by Lum, Chandler and Weeks in their theory of length
scale dependent hydrophobicity. For small hydrophobic units consisting of apolar solutes, the water molecules can reorganize
around them without sacrificing their hydrogen bonds. Since for an extended hydrophobic unit, the existence of hydrogen bonded
water structure close to it is geometrically unfavourable, there is a net depletion of water molecules in the vicinity leading
to the possible creation of a hydrophobic interfacial gap. 相似文献
103.
A. Khrennikov 《Annalen der Physik》2003,12(10):575-585
We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations. 相似文献
104.
We investigate the dynamics of the Λ system driven by two resonant laser fields in presence of dissipation for coupling strengths where the rotating‐wave approximation starts to break down. This regime is characterised by Rabi frequencies being approximately equal or smaller than the field frequencies. A systematic procedure to obtain an expansion for the solution of the Bloch evolution equations of the system is presented. The lowest contribution results to be the well‐known rotating‐wave approximation. The method is based on a semi‐classical treatment of the problem, and its predictions are interpreted fully quantum mechanically. The theory is illustrated by a detailed study of the disappearance of coherent population trapping as the intensities of the fields increase. 相似文献
105.
A (w,r) cover‐free family is a family of subsets of a finite set such that no intersection of w members of the family is covered by a union of r others. A (w,r) superimposed code is the incidence matrix of such a family. Such a family also arises in cryptography as the concept of key distribution pattern. In the present paper, we give some new results on superimposed codes. First we construct superimposed codes from super‐simple designs which give us results better than superimposed codes constructed by other known methods. Next we prove the uniqueness of the (1,2) superimposed code of size 9 × 12, the (2,2) superimposed code of size 14 × 8, and the (2,3) superimposed code of size 30 × 10. Finally, we improve numerical values of upper bounds for the asymptotic rate of some (w,r) superimposed codes. © 2004 Wiley Periodicals, Inc. 相似文献
106.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
107.
The semi‐iterative method (SIM) is applied to the hyper‐power (HP) iteration, and necessary and sufficient conditions are given for the convergence of the semi‐iterative–hyper‐power (SIM–HP) iteration. The root convergence rate is computed for both the HP and SIM–HP methods, and the quotient convergence rate is given for the HP iteration. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
108.
109.
A graph G is N2‐locally connected if for every vertex ν in G, the edges not incident with ν but having at least one end adjacent to ν in G induce a connected graph. In 1990, Ryjá?ek conjectured that every 3‐connected N2‐locally connected claw‐free graph is Hamiltonian. This conjecture is proved in this note. © 2004 Wiley Periodicals, Inc. J Graph Theory 48: 142–146, 2005 相似文献
110.
FJZ-250型高速分幅相机时间测量不确定度分析 总被引:2,自引:1,他引:1
FJZ-250型高速转镜分幅相机因转镜速度的不可重复性,光机结构的构造原理和控制系统各路高压触发时间的漂移,导致了时间测量的不确定度。为此,须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果,则相机的时间测量合成小确定度将达1%,对名义周期值和名义幅间间隔时间值进行修正后,则可降至0.3%。 相似文献