介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

一类含有非线性传染率的传染病模型的全局稳定性

讨论了一类带有非线性传染率的SIRS型传染病模型,得到了无病平衡点和地方病平衡点存在的阈值条件,借助构造Dulac函数和Liapunov函数,找到了两类平衡点全局渐近稳定的充要条件.     

污染环境中两种群的生存阈值

本文利用积分均值法研究了伪酱油果蝇和锯形果蝇在污染环境中的数学模型。给出了两种群的生存闽值。     

岩石扩容现象与超声横波特征参数相互关系研究评述

介绍了岩石扩容现象与超声皮特征参数相互关系相关专业领域研究的现状及其应用，在用横波速度最大值（Vsmax）来分析岩石微裂纹初始扩展时的应力值（应力门槛值）新方法的基础上，建议利用主动的人工横波震源，应力门槛值、Vsmax后的横波速度值与岩石裂纹加速发展的同步减小特性，更深入地进入地震破裂丛集及前兆特征的研究，有可能建立地震和地质灾害性预报的新方法，并提出利用利用传统方法研究岩石扩容机理，应力门槛值，泊松比等的同时，进行岩石扩容现象，声发射和超声波横波等特性参相互关系研究的新思路。     

The Fundamental Experiments of Red Tide Chemical Forecast

Many food algae and red tide algae were cultivated in the f/2 medium, and the nitric oxide (NO) concentration of the medium and the cell density were determined. The experiments on algae were conducted when different concentrations of NO were added into the medium using two methods. The results show that low concentrations of NO were self-produced by marine algae during the exponential growth period and were about nmol/L level. But at the end of the period, i.e., 2 or 3 days before the cell density reaches the maximum, an NO peak appeared, with the NO concentration reaching 10 nmol/L. The NO threshold concentration exists according to the influence of exogenous NO on the marine phytoplankton growth. One type is the threshold concentration that can promote algae growth, and its value is between 10 and 1 nmol level, or even lower. The other type can inhibit the phytoplankton growth, which is about μmol level or higher. The results indicate that red tide algae are far more sensitive to NO than are food algae. The fundamental experimental outcome above may provide a new clue for red tide chemical forecast by inspecting the NO change.     

极值VaR度量的一个新方法研究

在险价值是度量市场风险的一种普遍使用的工具，是市场风险度量的基石。本文应用统计学中的极值理论与泊松过程于VaR的计算。这种新方法是VaR度量方法中最稳健的方法之一。     

激光辐照PC型HgCdTe探测器的实验研究

 分别用连续波1.319μm激光和10.6μm激光辐照PC型HgCdTe红外探测器时，得到了不同辐照光功率密度下，探测器输出的一系列实验结果。给出了在波长为1.319μm的波段内激光辐照下PC型HgCdTe探测器的饱和阈值；用波长为10.6μm的波段外CO₂激光辐照探测器时，发现了一些与波段内激光辐照探测器时大不相同的实验现象；对实验结果进行了分析。简要总结了PC型HgCdTe探测器对于波段内和波段外激光辐照的响应机制。     

Cu-MgF2复合纳米金属陶瓷薄膜的电导特性研究

用射频磁控共溅射法制备了Cu体积分数分别为 10 % ,15 % ,2 0 %和 3 0 %的Cu MgF2 复合金属陶瓷薄膜 .用x射线衍射、x射线光电子能谱和变温四引线技术对薄膜的微结构、组分及电导特性进行了测试分析 .微结构分析表明 :制备的Cu MgF2 复合薄膜由fcc Cu晶态纳米微粒镶嵌于主要为非晶态的MgF2 陶瓷基体中构成 ,Cu晶粒的平均晶粒尺寸随组分增加从 11 9nm增至 17 8nm .5 0— 3 0 0K温度范围内的电导测试结果表明 :当Cu体积分数qM 由 15 %增加到 2 0 %时 ,Cu MgF2 复合薄膜的电阻减小了 8个量级 ,得出制备的复合薄膜渗透阈qCM 应处于 15 %和 2 0 %之间 .qM 在 10 %和 15 %之间的薄膜呈介质导电状态 ,而在 2 0 %和 3 0 %之间的薄膜则呈金属导电状态 .从理论上讨论了复合薄膜中杂质电导和本征电导的激活能及其对电导的贡献 ,并讨论了Cu MgF2 复合纳米金属陶瓷薄膜的渗透阈 ,得到了和实验一致的结果     

多维门限GARCH模型的平稳遍历性

给出了多维双门限自回归GARCH模型；该模型是一维双门限自回归GARCH模型在多维情况的一种推广，并且讨论了多维双门限自回归GARCH模型存在严平稳遍历性的充分必要条件。     

Analysis of Threshold Current and Wall-Plug Efficiency of Diode Lasers with Asymmetric Facet Reflectivity

Threshold current and differential quantum efficiency of broad contact lasers with asymmetric facet reflectivity are discussed with the purpose to reveal factors essential for optimisation of the wall-plug efficiency of such lasers. Lasers with low front facet reflectivity and short cavity often exhibit behaviour difficult to explain with a classical theory. More rigorous calculation performed in this work show that differential quantum efficiency is indeed less affected by a change of the front facet reflectivity or cavity length than predicted by such theory. These findings greatly simplify criteria for optimisation of the wall-plug efficiency of broad contact lasers with coated facets.