Series of tail distributions of finitely inhomogeneous random walks

Let Sn=X₁+?+Xn be a random walk, where the steps Xn are independent random variables having a finite number of possible distributions, and consider general series of the form

(∗)     

A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach

Credit risk measurement and management are important and current issues in the modern finance world from both the theoretical and practical perspectives. There are two major schools of thought for credit risk analysis, namely the structural models based on the asset value model originally proposed by Merton and the intensity‐based reduced form models. One of the popular credit risk models used in practice is the Binomial Expansion Technique (BET) introduced by Moody's. However, its one‐period static nature and the independence assumption for credit entities' defaults are two shortcomings for the use of BET in practical situations. Davis and Lo provided elegant ways to ease the two shortcomings of BET with their default infection and dynamic continuous‐time intensity‐based approaches. This paper first proposes a discrete‐time dynamic extension to the BET in order to incorporate the time‐dependent and time‐varying behaviour of default probabilities for measuring the risk of a credit risky portfolio. In reality, the ‘true’ default probabilities are unobservable to credit analysts and traders. Here, the uncertainties of ‘true’ default probabilities are incorporated in the context of a dynamic Bayesian paradigm. Numerical studies of the proposed model are provided.     

Empirical,Semi-Empirical and Experimental Determination of K X-Ray Fluorescence Parameters of Some Elements in the Atomic Range 21 ≤ Z ≤ 30

In this study, the semi-empirical and empirical calculations of K X-ray intensity ratios, K-shell fluorescence yields, and vacancy transfer probabilities have been performed for 3d transition elements. Also, σ_Kα, σ_Kβ production cross-sections, K_β/K_α intensity ratios, ω_K fluorescence yields, and η_KL vacancy transfer probabilities of 3d transition elements have been measured. The samples were excited by 59.5 keV γ-rays from a ²⁴¹Am annular radioactive source. K X-rays emitted by samples were counted by an Ultra-LEGe detector with a resolution of 150 eV at 5.9 keV.     

Subluminal and superluminal propagation in Er<Superscript>3+</Superscript> doped fiber Bragg grating

The method to pump the FBG written into an Er³⁺-doped optical fiber is proposed to decrease or increase the group velocity of a probing pulse based on the fact that a pump-induced process changes the refractive index and dispersion associated with the ⁴I_15/2-⁴I_13/2 transition in Er³⁺-doped optical fiber. The system equations are derived. The group velocity modification is numerically demonstrated and discussed with the effects of an optical pump power, fiber Bragg grating length, doping concentration of Er³⁺ ions, and modulation amplitude of the grating.     

Electric dipole transitions for highly excited states in helium-like sulphur

We have calculated relativistic energies, weighted oscillator strengths and transition probabilities for electric dipole (E1) transitions among the terms belonging to 1snl (n?9, l?3) configurations in helium-like sulphur. The calculations are based upon the multiconfiguration Hartree-Fock method within the framework of Breit-Pauli relativistic corrections. Our calculated values are also compared with other experimental and theoretical results.     

Low frequency in situ metrology of absorption and dispersion of sound absorbing porous materials based on high power ultrasonic non-linearly demodulated waves

The present work is related to acoustic in situ free-field measurements of sound absorption in porous materials, such as cellular plastic foams, glass-wool or recycled felt materials. The emphasis is given towards fine metrology of absorption in view of potential industrial applications. A powerful ultrasonic array working at 40 kHz is used. It enables to measure absorption acoustical data down to 100 Hz due to the exploitation of the non-linear ultrasonic demodulation phenomenon in air. Fine measurements of acoustic absorption are compared to numerical predictions based on the “equivalent-fluid” model (when the squeleton frame is motionless), and to some measurements performed on a Brüel and Kjaer impedance tube. Dispersion curves are also measured and compared to the numerical predictions for some automotive felt materials which are compressed at various ratios. Data obtained with a dedicated portable instrument are also discussed for the same type of materials and configurations.     

蜂窝结构吸波材料等效电磁参数和吸波特性研究

根据强扰动理论,在长波长近似条件下推导出蜂窝结构吸波材料等效介电常数和等效磁导率的计算公式.电磁参数计算结果表明,蜂窝结构吸波材料等效介电常数和等效磁导率均小于吸收层的介电常数和磁导率,但等效介电常数的降幅更大,从而使等效介电常数更接近于等效磁导率,这正是吸波材料波阻抗匹配设计所需要的.反射率计算结果表明,不同的蜂窝高度,吸收层对应一最优厚度,使蜂窝结构吸波材料的反射率最低.这些结果对于蜂窝结构吸波材料设计具有一定的意义. 关键词： 蜂窝结构吸波材料 等效介电常数 等效磁导率 反射率