Estimation of integrated volatility in stochastic volatility models

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.     

The semi‐iterative method applied to the hyper‐power iteration

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.     

A rigid subspace of the real line whose square is a homogeneous subspace of the plane

Working in ZFC, we give an example as indicated in the title.

     

基于PMM8731和SI-7300的步进电机驱动电路

PMM8731是日本三洋电机公司生产的步进电机脉冲分配器。而SI-7300则是日本三青公司生产的高性能步进电机集成功率放大器。它们和单片机一起可构成一种高效电机控制驱动电路。文中介绍了PMM8713与SI-7300的功能 ,给出了由它们组成的功率驱动电路及其在步进电机上的应用方法     

MATLAB/SIMULINK在电力系统仿真中的应用

介绍了Matlab／Simulink仿真工具在电力系统仿真中的应用方法．     

The Minimum PAPR Code for OFDM Systems

In this letter, a block code that minimizes the peak‐to‐average power ratio (PAPR) of orthogonal frequency division multiplexing (OFDM) signals is proposed. It is shown that peak envelope power is invariant to cyclic shift and codeword inversion. The systematic encoding rule for the proposed code is composed of searching for a seed codeword, shifting the register elements, and determining codeword inversion. This eliminates the look‐up table for one‐to‐one correspondence between the source and the coded data. Computer simulation confirms that OFDM systems with the proposed code always have the minimum PAPR.     

Polymerization behaviors of racemic and chiral amphiphilic monomers in organized bilayer membranes of lamellar liquid crystalline phase

A racemic amphiphilic monomer, n‐dodecyl glyceryl itaconate (DGI), forms bilayer membranes in water in the presence of small amount of ionic cosurfactant and shows iridescent color. A chiral DGI, S‐DGI, also shows an iridescent property, but with a rather red shift in the color, which can be ascribed to the increased packing density of the monomer in the bilayer membranes. Chrial DGI has a more compact packing density than racemic one owing to closer distance between the monomer molecules; the conversion rate, however, is slower than that of racemic one when H₂O₂ is used as an initiator. When the initiator is changed to an amphiphilic one, 4‐(2‐hydroxyethoxy) phenyl‐(2‐hydroxy‐2‐propyl) ketone (Irgacure 2959), the chiral DGI shows even a little faster conversion rate than that of racemic one. The NMR chemical shift results of protons in benzene ring show that the molecules of Irgacure 2959 insert into the bilayer membranes. The molecular weights of the corresponding polymers prove that the initiation by H₂O₂ is restricted compared to that by Irgacure 2959. It is concluded that the decelerated polymerization behavior of chiral DGI initiated by H₂O₂ is a result of limited diffusion of the initiator into the lamellar bilayer structures. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4891–4900, 2007     

Synthesis of chiral 2′,3′-pyranone(pyrrolidinone)-fused tryptamines

Chiral pyrano- and pyrrolidino-fused tryptamines were prepared by a diasteroselective trimolecular condensation between indole, Garner's aldehyde and Meldrum's acid, followed by selective functional group transformations.     

Use of a range scaling method to determine alanine/water stopping power ratios

A phantom composed of alanine dosimeter material has been constructed and depth–dose measurements made in a 10 MeV electron beam. The results have demonstrated the feasibility of using relative depth–dose measurements to determine stopping power ratios in materials of dosimetric interest. Experimental stopping power ratios for alanine dosimeter material and water agreed with the data of ICRU Report 37 within the uncertainty of the experiment (±1.2% at a 95% confidence level).     

32位MIPS微处理器中乘法器的设计和实现

在Booth算法的基础上,结合MIPS 4KC微处理器中的流水线结构和乘法器的工作过程,提出了一种改进的Booth乘法器的设计方法,并采用全制定方法实现,用这种方法实现的乘法器单元具有面积小、单元电路可重复性好、版图设计工作量小、功耗低等特点.