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851.
852.
A fluid queue with ON periods arriving according to a Poisson process and having a long-tailed distribution has long range dependence. As a result, its performance deteriorates. The extent of this performance deterioration depends on a quantity determined by the average values of the system parameters. In the case when the the performance deterioration is the most extreme, we quantify it by studying the time until the amount of work in the system causes an overflow of a large buffer. This turns out to be strongly related to the tail behavior of the increase in the buffer content during a busy period of the M/G/∞ queue feeding the buffer. A large deviation approach provides a powerful method of studying such tail behavior. This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
853.
A sharp almost sure bound is derived for limit points of average sum of weakly dependent random variables, which ensures strong laws of large numbers for and -mixing random variables, without assumptions on rate of tending to zero of and -mixing parameters n and n. 相似文献
854.
Winfried Sickel Frauke Sprengel 《Journal of Computational Analysis and Applications》1999,1(3):263-288
We investigate the order of convergence of periodic interpolation on sparse grids (blending interpolation) in the framework of tensor products of Nikol'skij–Besov spaces. To this end, we make use of the uniformity of the considered tensor norms and provide a unified approach to error estimates for the interpolation of univariate periodic functions from Nikol'skij–Besov spaces. 相似文献
855.
Pavle Mladenovic´ 《Extremes》1999,2(4):405-419
Let X
n1
*
, ... X
nn
*
be a sequence of n independent random variables which have a geometric distribution with the parameter p
n = 1/n, and M
n
*
= \max\{X
n1
*
, ... X
nn
*
}. Let Z
1, Z2, Z3, ... be a sequence of independent random variables with the uniform distribution over the set N
n = {1, 2, ... n}. For each j N
n let us denote X
nj = min{k : Zk = j}, M
n = max{Xn1, ... Xnn}, and let S
n be the 2nd largest among X
n1, Xn2, ... Xnn. Using the methodology of verifying D(un) and D'(un) mixing conditions we prove herein that the maximum M
n has the same type I limiting distribution as the maximum M
n
*
and estimate the rate of convergence. The limiting bivariate distribution of (Sn, Mn) is also obtained. Let
n, n Nn,
,
and T
n = min{M(An), M(Bn)}. We determine herein the limiting distribution of random variable T
n in the case
n ,
n/n > 0, as n . 相似文献
856.
857.
Almost-Sure Results for a Class of Dependent Random Variables 总被引:17,自引:0,他引:17
The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by
d
+
—the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes. 相似文献
858.
There exists a considerable debate in the literature about the applicability of -stable distributions as they appear in Lévy"s central limit theorems. A serious drawback of Lévy"s approach is that, in practice, one can never know whether the underlying distribution is heavy tailed, or just has a long but truncated tail. Limit theorems for stable laws are not robust with respect to truncation of the tail or with respect to any change from 'light" to 'heavy" tail, or conversely. In this talk we provide a new 'pre-limiting" approach that helps overcome this drawback of Lévy-type central limit theorems. 相似文献
859.
Tatjana Petek 《Linear algebra and its applications》1999,290(1-3):167-191
The general form of a continuous mapping φ acting on the real vector space of all n × n complex Hermitian or real symmetric matrices, and preserving spectrum and commutativity, is derived. It turns out that φ is either linear or its image forms a commutative set. 相似文献
860.
Basis- and partition identification for quadratic programming and linear complementarity problems 总被引:1,自引:0,他引:1
Arjan B. Berkelaar Benjamin Jansen Kees Roos Tamás Terlaky 《Mathematical Programming》1999,86(2):261-282
Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide
maximally complementary solutions. Maximally complementary solutions can be characterized by optimal partitions. On the other
hand, the solutions provided by simplex–based pivot algorithms are given in terms of complementary bases. A basis identification
algorithm is an algorithm which generates a complementary basis, starting from any complementary solution. A partition identification
algorithm is an algorithm which generates a maximally complementary solution (and its corresponding partition), starting from
any complementary solution. In linear programming such algorithms were respectively proposed by Megiddo in 1991 and Balinski
and Tucker in 1969. In this paper we will present identification algorithms for quadratic programming and linear complementarity
problems with sufficient matrices. The presented algorithms are based on the principal pivot transform and the orthogonality
property of basis tableaus.
Received April 9, 1996 / Revised version received April 27, 1998?
Published online May 12, 1999 相似文献