工件带到达时间的两阶段柔性流水作业的近似算法

研究了工件带到时间的两阶段柔性流水作业的排序问题,基于求解流水作业和平行机问题的算法思想,提出两个相应的近似算法H(R)和H(MR(?)),证明了这两个算法的最坏情况性能比分别为3-1/m和2/5-1/m,讨论了界的紧性,并利用数值模拟以分析算法与最优值的近似性能比.     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

200MW非再热双抽供热机组变工况计算及工况图的绘制

工况图在热电厂的设计和运行中具有广泛的用途。本文根据引进型双抽非再热200MW供热机组的技术特点，通过编程在纯凝汽工况、单抽工业抽汽工况、单抽采暖抽汽工况和双抽供热等典型变工况计算的基础上，完成了当新蒸汽负荷、工业抽汽负荷和采暖抽汽负荷发生改变时的变工况计算，并绘制了该机组的运行工况图．     

二阶系统性能参数的研究

系统地总结了二阶系统动力学方程、传递函数、状态方程、时间响应及各种性能指标，并对其进行了详细的讨论，同时揭示了各种方法之间的内在联系及应用中注意的问题。     

Tests of ordered hypotheses in linkage in heredity

The asymptotic null distribution of the likelihood ratio test for two cases of ordered hypotheses in a particular genetic model is considered. A simple iterative process is proposed in order to get the restricted estimates. It is shown that both tests have asymptotically a chi-bar squared distribution and the same size. A simulation study is also conducted in order to compare the usual unrestricted test with the corresponding one of ordered hypotheses. Finally, the results are extended to some special cases.     

总延误问题顺时安排法的性能比

给定一组工件的加工时间与工期，要求确定这些工件在一台机器上的加．工排列，使相应的总延误达到最小，这就是总延误问题．该问题在近年已被证明是NP困难的．由Wilkermn和Irwin（1971），林勋（1983）等所研究的顺时安排法能得到相邻交换意义下的局部解．在本文中，我们进一步证明该算法能得到前移邻域意义下的局部解，并确定了该算法的性能比．     

A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative

For testing the equality of normal variances with an increasing alternative, under the null hypothesis the likelihood ratio test statistic is asymptotically distributed as a mixture of chi-squared distributions. In this paper a Bartlett-type adjustment is proposed to improve the approximation of the null distribution of the likelihood ratio test statistic with an ordered alternative.     

关于瑞利判据的光强关系

根据瑞利判据，具体计算了夫琅和费单缝衍射、光栅衍射、国孔衍射的合成强度的光强关系。