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     

A convenient strategy of dimerization by microwave heating and using 2,5-diketopiperazine as scaffold

A novel and convenient microwave-assisted dimerization of an active peptide compound using the DKPs as scaffold is described. The key reaction giving rise to the diketopiperazine scaffold is the intermolecular coupling. No epimerization was detected in the reactions used. Conventional and microwave heating of the reactions are compared. Synthesis by microwave irradiation gave the desired compounds in higher yields and in shorter reaction times than those obtained by conventional heating.     

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．     

甲基对硫磷的快速测定及电化学性质

研究了杀虫剂甲基对硫磷的电化学性质。在pH10．38的Bdtton—Robinson缓冲溶液中，采用微分脉冲溶出伏安法在悬汞电极上得到一个还原峰，峰电位为-0．5V(vs．Ag/AgCl)，本工作对实验条件进行了深入的研究，结合线性扫描伏安法等手段。研究了体系的电化学行为。实验表明，甲基对硫磷在汞电极上具有吸附性，电极反应具有不可逆性。该法用于水果及水样中甲基对硫磷残余量的测定，结果满意。     

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.     

HLS直线加速器调制器系统设计与改造

介绍了合肥同步辐射光源速调管调制器改造项目.在新的设计中采用了开关型恒流PFN充电电源,计算了充电参数,建立了主放电回路的仿真模型,重点分析了电路中反向电压问题,依据仿真结果及分析设计了反向保护电路.给出了运行中的主要波形.最后介绍了新的调制器控制系统.     

单光子态的产生与测量

报道了通过自发参量下转换产生单光子态的实验研究,使用中心波长425 nm的飞秒脉冲泵浦Ⅰ类非共线相位匹配的BBO晶体,在实验上得到单光子计数率为2.978×10-4,并分析了实验中的相关问题.