中国股市长记忆的修正R/S分析

本文在比较各种长记忆检验方法优缺点的基础上,采用修正的R/S分析检验我国沪深两股市日收益和日绝对收益序列的长记忆性。结果表明在0.05的显著水平下,两股市的日收益序列均无长记忆,但深圳成指日收益序列的记忆长度比上证综指日收益序列的记忆长度长;以日绝对收益序列为代表的波动序列具有较强的长记忆性。     

Upper bounds on correlation decay for one-dimensional long-range spin-glass models

Some recent results on one-dimensional spin-glass models with polynomially decreasing interactions are described.     

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通过对托卡马克中模拟积分器积分误差的分析,设计了一种由数字信号处理部件动态抑制这些误差的斩波式积分器,并在实验中获得了长时间、低漂移的积分效果。     

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/∞ system revisited: finiteness,summability, long range dependence,and reverse engineering

We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated. We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied to various examples, including ones with infinite queues and non-summable workloads. AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10     

长光路光度法测定中药材中痕量硒

本文研究了用长光路光度法测定痕量硒。在酸性溶液中，Ｓｅ（Ⅳ）催化ＫＣｌＯ３氧化苯肼成偶氮离子，继而与变色酸生成红色偶氮化合物。硒含量在１．０×１０－９～２．０×１０－７ｇ／ｍＬ范围内遵守比尔定律。巯基棉分离后，测定中药材中总硒，获得满意结果。     

光谱电化学法研究亚甲基蓝的电还原反应

用极谱法研究亚甲基蓝(MB)的电极吸附过程早有报道.近几年,用光谱电化学法研究其电化学行为又引起了许多人的兴趣.但在光透薄层电极上,由于光程太短,测试溶液浓度较高,导致亚甲基蓝发生聚合,影响实验结果的准确测定.为此本文利用特制的比色皿型长光程薄层光谱电化学池,在低浓度条件下研究其在SnO_2镀膜玻璃电极上的电还原反应.     

Electrochemically Induced Iron Release of Adsorbed Horse Spleen Ferritin: Quantitation of Iron Using Long Optical Path Length Thin‐Layer Spectroelectrochemistry

In this work, long optical path length thin‐layer electrochemical cell was constructed using indium‐tin oxide on glass as the electrode material. Iron release from ferritin adsorbed on the electrode was induced by applying a negative potential sweep in the presence of 1,10‐phenanthroline. The usefulness of spectroelectrochemistry as a means of determining the quantity of iron released from an adsorbed layer of ferritin is demonstrated.     

Highly sensitive bend sensor with hybrid long-period and tilted fiber Bragg grating

We demonstrate a new type of fiber optic bend sensor with a hybrid structure made up of a long period grating (LPG) and a tilted fiber Bragg grating (TFBG). The sensing mechanism is based on the spectrum of power transfers between the core and cladding modes from a TFBG located downstream from a LPG. We show that the curvature of a beam can be determined by the reflected power difference between the core mode and the recoupled cladding modes. We further provide design rules for the LPG and TFBG to optimize and linearize the sensor response. In addition, the temperature cross-sensitivities of this configuration are also investigated for two different types of fiber.     

长链支化聚丙烯的非线性流变行为

通过大幅振荡剪切试验方法, 研究了长链支化聚丙烯的非线性流变学行为, 揭示了长链支化结构与非线性黏弹响应的关系. 利用傅里叶变换流变学方法得到试样的三次倍频相对振幅I_3/1与应变的标度关系, 用于界定线性聚丙烯和长链支化聚丙烯非线性流变行为的差异, 并定义了非线性系数来量度长链支化程度. 在高应变下, I_3/1与应变的变化关系可以进一步描述长链支化在非线性流场下的特性, 并得到了长链支化程度与其非线性响应之间的变化关系. 通过应力波的Lissajous曲线分解, 发现了环内和环间黏弹性的差异, 长链支化结构在大应变流场下的非线性黏弹性响应弱于线性结构, 支化程度越高非线性响应越弱.