苏云金杆菌库斯塔变种(HD-1)对菜青虫杀虫效果的研究

通过实验室饲料感染方法和大田喷杀对比试验研究，表明发酵培养基中添加花生饼可以提高HD—1的杀虫效果，且添加浓度与HD—1菌株毒力呈正相关，用添加了花生饼的固体浅盘发酵培养液比市售工业化生产的同类杀虫剂杀虫效果要高得多。     

平面2n+1次系统极限环的唯一性

讨论了微分方程组 dx/dt=-y(1 -ax2 n) +bx-cx2 n+ 1,dy/dt=x(1 -ax2 n) ,并且给出了其极限环存在唯一的条件 .     

Radical copolymerization of 2‐trifluoromethylacrylic monomers. II. Kinetics,monomer reactivities,and penultimate effect in their copolymerization with norbornenes and vinyl ethers

Radical copolymerizations of electron‐deficient 2‐trifluoromethylacrylic (TFMA) monomers, such as 2‐trifluoromethylacrylic acid and t‐butyl 2‐trifluoromethylacrylate (TBTFMA), with electron‐rich norbornene derivatives and vinyl ethers with 2,2′‐azobisisobutyronitrile as the initiator were investigated in detail through the analysis of the kinetics in situ with ¹H NMR and through the determination of the monomer reactivity ratios. The norbornene derivatives used in this study included bicyclo[2.2.1]hept‐2‐ene (norbornene) and 5‐(2‐trifluoromethyl‐1,1,1‐trifluoro‐2‐hydroxylpropyl)‐2‐norbornene. The vinyl ether monomers were ethyl vinyl ether, t‐butyl vinyl ether, and 3,4‐dihydro‐2‐H‐pyran. Vinylene carbonate was found to copolymerize with TBTFMA. Although none of the monomers underwent radical homopolymerization under normal conditions, they copolymerized readily, producing a copolymer containing 60–70 mol % TFMA. The copolymerization of the TFMA monomer with norbornenes and vinyl ethers deviated from the terminal model and could be described by the penultimate model. The copolymers of TFMA reported in this article were evaluated as chemical amplification resist polymers for the emerging field of 157‐nm lithography. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 1478–1505, 2004     

一种新的$1/f$过程小波模型

给出了一种新的二进小波1/f过程模型,从理论上证明了一类谱指数为H的近似1/f过程可通过一簇平稳随机过程产生.由于所提方法利用了1/f过程小波系数的相关性,因而有效地减少了合成1/f过程的谱误差.数值实验结果表明,新模型很好地改进了已有模型.     

Energy crisis or a new soliton in the noncommutative CP(1) model?

The non-commutative (NC) CP(1) model is studied from field theory perspective. Our formalism and definition of the NC CP(1) model differs crucially from the existing one [Phys. Lett. B 498 (2001) 277, hep-th/0203125, hep-th/0303090].

Due to the U(1) gauge invariance, the Seiberg–Witten map is used to convert the NC action to an action in terms of ordinary spacetime degrees of freedom and the subsequent theory is studied. The NC effects appear as (NC parameter) θ-dependent interaction terms. The expressions for static energy, obtained from both the symmetric and canonical forms of the energy momentum tensor, are identical, when only spatial noncommutativity is present. Bogomolny analysis reveals a lower bound in the energy in an unambiguous way, suggesting the presence of a new soliton. However, the BPS equations saturating the bound are not compatible to the full variational equation of motion. This indicates that the definitions of the energy momentum tensor for this particular NC theory (the NC theory is otherwise consistent and well defined), are inadequate, thus leading to the “energy crisis”.

A collective coordinate analysis corroborates the above observations. It also shows that the above mentioned mismatch between the BPS equations and the variational equation of motion is small.     

On the successive supersymmetric rank‐1 decomposition of higher‐order supersymmetric tensors

In this paper, a successive supersymmetric rank‐1 decomposition of a real higher‐order supersymmetric tensor is considered. To obtain such a decomposition, we design a greedy method based on iteratively computing the best supersymmetric rank‐1 approximation of the residual tensors. We further show that a supersymmetric canonical decomposition could be obtained when the method is applied to an orthogonally diagonalizable supersymmetric tensor, and in particular, when the order is 2, this method generates the eigenvalue decomposition for symmetric matrices. Details of the algorithm designed and the numerical results are reported in this paper. Copyright © 2007 John Wiley & Sons, Ltd.     

Tail asymptotics for the fundamental period in the MAP/G/1 queue

This paper studies the tail behavior of the fundamental period in the MAP/G/1 queue. We prove that if the service time distribution has a regularly varying tail, then the fundamental period distribution in the MAP/G/1 queue has also regularly varying tail, and vice versa, by finding an explicit expression for the asymptotics of the tail of the fundamental period in terms of the tail of the service time distribution. Our main result with the matrix analytic proof is a natural extension of the result in (de Meyer and Teugels, J. Appl. Probab. 17: 802–813, 1980) on the M/G/1 queue where techniques rely heavily on analytic expressions of relevant functions. I.-S. Wee’s research was supported by the Korea Research Foundation Grant KRF 2003-070-00008.     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.