Time vs. ensemble averages for nonstationary time series

We analyze whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the increment x(t,T)=x(t+T)−x(t), e.g. x(t,T)=ln(p(t+T)/p(t)) in finance and economics, where p(t) is a price, and the assumption is that the increment is distributed independently of t. We apply Tchebychev’s Theorem to the construction of statistical ensembles, and then show that the convergence in probability condition is not satisfied when applied to time averages of functions of stationary increments. We further show that Tchebychev’s Theorem provides the basis for constructing approximate ensemble averages and densities from a single, historic time series where, as in FX markets, the series shows a definite ‘statistical periodicity’. The convergence condition is not satisfied strongly enough for densities and certain averages, but is well-satisfied by specific averages of direct interest. Rates of convergence cannot be established independently of specific models, however. Our analysis shows how to decide which empirical averages to avoid, and which ones to construct.     

A Class of Weakly Self-Avoiding Walks

We define a class of weakly self-avoiding walks on the integers by conditioning a simple random walk of length n to have a p-fold self-intersection local time smaller than n ^β , where 1<β<(p+1)/2. We show that the conditioned paths grow of order n ^α , where α=(p−β)/(p−1), and also prove a coarse large deviation principle for the order of growth.     

Effective Fresnel number and focal shifts for focused cylindrical spherical aberrated beams

We define the effective Fresnel number of a focused cylindrical spherical aberrated beam. Based on the effective Fresnel number, a simple analytical expression for evaluating the relative focal shift is presented. It is shown that the relative focal shift is determined by the effective Fresnel number, which is dependent on the spherical aberration and Fresnel number of the focused system. To illustrate the approach, a comparison between the results obtained by this new method and the numerical integral calculation is made. The results indicate that the relative focal shift can be simply and exactly evaluated using this new method. A special case is discussed, in which the effective Fresnel number turns out to be a pure imaginary number, and the corresponding relative focal shift is positive.     

Cascaded Fresnel holographic image encryption scheme based on a constrained optimization algorithm and Henon map

We propose an image encryption scheme using chaotic phase masks and cascaded Fresnel transform holography based on a constrained optimization algorithm. In the proposed encryption scheme, the chaotic phase masks are generated by Henon map, and the initial conditions and parameters of Henon map serve as the main secret keys during the encryption and decryption process. With the help of multiple chaotic phase masks, the original image can be encrypted into the form of a hologram. The constrained optimization algorithm makes it possible to retrieve the original image from only single frame hologram. The use of chaotic phase masks makes the key management and transmission become very convenient. In addition, the geometric parameters of optical system serve as the additional keys, which can improve the security level of the proposed scheme. Comprehensive security analysis performed on the proposed encryption scheme demonstrates that the scheme has high resistance against various potential attacks. Moreover, the proposed encryption scheme can be used to encrypt video information. And simulations performed on a video in AVI format have also verified the feasibility of the scheme for video encryption.     

来自分形粗糙面球面波近场散射特性

本文研究粗糙面球面波近场散射效应,分析计算了理想条件下由于路径相关引起的干涉效应;用带限分形函数来模拟二维粗糙表面,从动态和静态角度,揭示在许多不同条件下粗糙面单站近场散射的物理机理。     

菲涅耳直边衍射的边界波处理

本文运用边界波理论对菲涅耳边衍射问题进行了研究。分别对Ｅ偏振和Ｈ偏振情况下应用的场分布用边界波理论进行了分析和计算,并将它们与严格的电磁理论作了比较。结果表明,边界波处理方法中的基尔霍夫和瑞利－索末菲理论,分别与直边衍射的严格电磁理论解中的电场分布和磁场分布符合较好,前两者在远场时一致,而在近场衍射存在差别。同时也表明,边界波处理方法具有物理图像清晰,计算简洁的特点。     

正多边形和狭缝的等效菲涅耳数

以正边形的内切圆半径和狭缝的半宽度为特性尺度,给出了匀幅平面波入射时正多边形和狭缝的等效菲涅耳数。     

平顶多高斯光束与平顶高斯光束的一致性研究

对描述平顶光束的两种数学物理模型,即平顶多高斯光束(FMGB)和平顶高斯光束(FGB)作了比较,给出了数值计算结果并作了物理分析。研究表明,具有相同M2因子的两个平顶多高斯光束和平顶高斯光束,无论其束腰宽度是否相等,在广义菲涅耳数相等处都具有相似的光强分布。这一结论对实际工作有应用意义。     

直立码头前船波浪力耦合计算模型

建立了外域用Boussinesq方程、内域用刚体运动方程的直立码头前二维船剖面波浪力的时 域计算耦合模型,内域与外域在交界面的匹配条件是流量连续和压力相等. 进行了相关模型 实验,并把计算结果与实验结果进行了对比. 推导了船体与水底和直立码头之间间隙内流体 运动的自振频率,研究了间隙内流体运动的共振现象.     

对影响1/4波片使用精度因素的理论研究

为了探究1/4波片在使用过程中产生误差的原因,以石英1/4波片的实验结果为基础,分别从材料的双折射特性、实验调节误差以及温度变化的影响等三个方面,对波片产生误差的原因进行了理论分析,提出了提高1/4波片使用精度的方法.从分析结果可以看出;温度变化的影响是产生误差的最主要的因素,但双折射特性和实验操作误差的影响也不可忽略.