X-ray emission for Ar11+ ions impacting on various targets in the collisions near the Bohr velocity

X-ray emission from the collisions of 3 MeV Ar¹¹⁺ ions with V, Fe, Co, Ni, Cu, and Zn is investigated. Both the x-rays of the target atom and projectile are observed simultaneously. The x-ray yield is extracted from the original count. The inner-shell ionization cross section is estimated by the binary encounter approximation model and compared with the experimental result. The remarkable result is that the Ar K-shell x-ray yield is diminished with the target atomic number increasing, which is completely opposite to the theoretical calculation. That is interpreted by the competitive consumption of the energy loss for the ionization of inner-shell electrons between the projectile and target atom.     

A maximum-efficiency-first multi-path route selection strategy for optical burst switching networks

In this paper, the impact of a path selection on other existing paths in optical burst switching (OBS) networks is studied by analyzing the contention among different traffic streams and the interaction between the route selection and traffic load balance. The results show that there exists a mutual reinforcement interaction among the traffic load of a path, the path burst loss ratio and the contention ability of the path when burst loss ratio based multi-path selection strategies are adopted, which may increase the unbalance of traffic and lead to severe congestion further. A maximum-efficiency-first multi-path selection strategy, which considers the performance of the burst flows and the impact of a path selection on existing OBS paths at the same time by a combined metric of route efficiency, is proposed to maximize the utility of the burst flows and minimize the increment of lost throughput on the path. The performance of the proposed multi-path selection strategy is evaluated through simulation. The results show that the presented strategy obviously outperforms the least burst loss ratio strategy and shortest path first strategy in terms of the burst loss ratio in the practical unbalanced background traffic, especially when the network is heavily loaded.     

Recent advances of ultrasonic testing of cement based materials at early ages

To summarize some of the most important findings in the field of ultrasonic (US) testing of early age hydration and formation of structure of different cement based materials (CBMs), a review of literature with focus on US P-wave transmission and S-wave reflection methods is presented in this paper. The review shows a great ability of both US techniques to observe setting phenomena and to determine different milestones during the early age formation of CBM’s microstructure. Clear physical basis, high accuracy, and non-destructive nature of the method indicate that US methods could become standardized in the near future.     

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

多种分布下选择后变量显著性分析及其在CEPS数据中的应用

在使用变量选择方法选出模型后,如何评价模型中变量系数的显著性是统计学重点关注的前沿问题之一.文章从适应性Lasso变量选择方法的选择结果出发,在考虑实践中误差分布多样性的前提下,基于选择事件构造了模型保留变量系数的条件检验统计量,并给出了该统计量的一致收敛性质的证明过程.模拟研究显示,在多种误差分布下所提方法均可进一步优化变量选择结果,有较强的实用价值.应用此方法对CEPS学生数据进行了实证分析,最终选取了学生认知能力等10个变量作为影响中学生成绩的主要因素,为相关研究提供了有益的参考.