Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

Conditional expectation of integrands and random sets

The conditional expectation of integrands and random sets is the main tool of stochastic optimization. This work wishes to make up for the lack of real synthesis about this subject. We improve the existing hypothesis and simplify the corresponding proofs. In the convex case we especially study the problem of the exchange of conditional expectation and subdifferential operators.     

超重核266Hs形成截面的入射道依赖

计算和比较了²⁶Mg+²⁴⁴Cm, ²⁷Al+²⁴³Am和³²S+²³⁸U3个反应系统的俘获截面和复合核²⁷⁰Hs形成截面. 在俘获截面计算中, 考虑了靶核形变效应. 穿越库仑势垒后, 反应系统由熔合谷进入不对称裂变谷. 只有越过不对称裂变谷中的条件鞍点的事件才进入复合核组态. 我们用考虑中子流动和径向运动的二参量Smoluchowski扩散方程来处理中间阶段的动力学过程. 此外, 还计算了经4n蒸发形成超重核²⁶⁶Hs的截面. 研究表明, 入射道的势垒分布, 中间阶段的条件鞍点高度对俘获截面, 复合核形成几率, 以及最终的超重核形成截面有显著影响.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

IPv4/IPv6翻译网关的研究

In this paper, a model of translation gateway is proposed. The communications between IPv4 network and IPv6 network are realized by using the Microsoft intermediate driver technology in environment of Windows 2000.     

Discrete-time GI/Geo/1 queue with multiple working vacations

Consider the discrete time GI/Geo/1 queue with working vacations under EAS and LAS schemes. The server takes the original work at the lower rate rather than completely stopping during the vacation period. Using the matrix-geometric solution method, we obtain the steady-state distribution of the number of customers in the system and present the stochastic decomposition property of the queue length. Furthermore, we find and verify the closed property of conditional probability for negative binomial distributions. Using such property, we obtain the specific expression for the steady-state distribution of the waiting time and explain its two conditional stochastic decomposition structures. Finally, two special models are presented.      

On characterizing the bivariate exponential and geometric distributions

In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properities of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhy Ser. A, 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution.     

Characterizations based on conditional expectations of the doubled truncated distribution

The expression of the continuous distribution function F(x) is obtained whenever % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaerbhv2BYDwAHbacfiGaa8xBaiaabIcacaWG4bGaaiilaiaadMha% caqGPaGaa8hiaiaab2dacaWFGaGaa8xraiaa-HcacaWFybGaa8hiai% aa-XhacaWFGaGaa8hEaiaa-bcacqGHKjYOcaWFGaGaa8hwaiaa-bca% cqGHKjYOcaWFGaGaa8xEaiaa-Lcaaaa!53EE!\[m{\rm{(}}x,y{\rm{)}} {\rm{ = }} E(X | x \le X \le y)\]is known. Moreover, we obtain the necessary and sufficient conditions so that any function m: ² is the conditional expectation % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGOaGaamiwaerbhv2BYDwAHbacfiGaa8hiaiaacYha% caWFGaGaa8hEaiaa-bcacqGHKjYOcaWFGaGaa8hwaiaa-bcacqGHKj% YOcaWFGaGaa8xEaiaacMcaaaa!4D0D!\[E(X | x \le X \le y)\]of a random variable X with continuous distribution function. Furthermore, we relate m(x,y) to order statistics.     

A characterization of certain discrete exponential families

For independent random variables X and Y, define % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabofaruWrL9MCNLwyaGqbciaa-bcacqGHHjIUcaWFGaGaa8hw% aiaa-TcacaWFzbaaaa!4551!\[{\rm{S}} \equiv X + Y\]. When the conditional expectations % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbqefCuzVj3zPfgaiuGajaaqcaWFNbGccaGGOaGa% amiwaiaacMcacaGG8bGaam4uaiaac2facqGHHjIUcaWGHbGaaiikai% aadofacaGGPaaaaa!4BC4!\[E[g(X)|S] \equiv a(S)\]and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaadweacaGGBbGaamiAaiaacIcacaWGybGaaiykaiaacYhacaWG% tbGaaiyxaiabggMi6kaadkgacaGGOaGaam4uaiaacMcaaaa!4894!\[E[h(X)|S] \equiv b(S)\]are given, then under certain assumptions, the density function of X has the form of u(x)k()e^ax, where u(x) is uniquely determined by the functions a(·) and b(·).     

Speciation of mercury in salmon egg cell cytoplasm in relation with metallomics research

Speciation of mercury in salmon egg cell cytoplasm was investigated by surfactant-mediated high-performance liquid chromatography/inductively coupled plasma mass spectrometry (HPLC/ICP-MS), where an ODS (octadecylsilica) column coated with a bile acid derivative, CHAPS (3-[(3-cholamidopropyl)-dimethylammonio]-1-propane sulfonate), was used for species separation. Prior to the speciation analysis, total Hg in the cell cytoplasm was determined by ICP-MS at m/z 202 in a flow injection mode. For the precise measurement, salmon egg cell cytoplasm was diluted five-fold with 0.1 M Tris (Tris(hydroxymethyl)aminomethane)-HNO₃ buffer solution, and the standard addition method was employed. Thus, the total concentration of Hg in cell cytoplasm was estimated to be 12.4 ng g⁻¹ on the wet weight basis. Next, the cell cytoplasm diluted five-fold with 0.1 M Tris-HNO₃ buffer solution was analyzed by surfactant-mediated HPLC with the dual detection system of a UV absorption detector and an ICP-MS instrument. Two peaks corresponding to some proteins and small molecules were mainly observed in those chromatograms. When salmon egg cell cytoplasm was diluted five-fold with 0.01 M Tris buffer solution or pure water, some precipitates appeared probably because of precipitation of hydrophobic proteins in cytoplasm. After the precipitates were eliminated with a membrane filter, the filtrate was subjected to the analysis by surfactant-mediated HPLC/UV/ICP-MS. As a result, the peaks for small molecular species of Hg were clearly observed at the retention time near 4.0 min (corresponding to low-molecular weight zone) in the chromatograms with UV absorption detection as well as with Hg- and S-specific ICP-MS detections. The small molecule bound with Hg was identified as cysteine through the cysteine-spiked experiment. In addition, the protein fraction on the chromatogram obtained by using the CHAPS-coated ODS column was further analyzed by SEC (size exclusion chromatography). Consequently, several protein peaks with molecular weight of 300, 50 and 12 kDa were observed in all the detections of UV absorption, Hg and Se, although two peaks among them were coincident in the case of S. These results indicate that Hg in salmon egg cell cytoplasm binds with proteins containing selenocysteine and/or cysteine residues in proteins.