谈短跑技术专门性练习

短跑技术的发展,已变"后蹬型"为"摆动型"跑法,加快前摆的速度,充分地利用塑胶跑道弹性,是当代短跑技术的主要特征.     

分数Brown运动的Hausdorff维数及其重点数的估计

本文在已知 N,m 的条件下,对(N,m,2α)过程即 m 维分数 Brown 运动 x(t)(t∈R~N)中的指数α进行了估计,从而得到 x(t)的 Hausdorff 维数和重点数的估计值,给出了重点数错判概率的上限,对估计量的一些性质和重点数错判概率的收敛问题进行了讨论,得到后者收敛到零的结果.     

平面双质体自同步振动机的同步理论

本文研究了不带任何约束的6个自由度的平面双质体自同步振动系统的同步理论,给出了该种振动系统的同步性条件及同步状态稳定性条件。这一理论的正确性在双质体调速式振动放矿机的试制中得到了证明。     

The generalized fluctuation test: A unifying view

In this paper, a general principle of constructing tests for parameter constancy without assuming a specific alternative is introduced. A unified asymptotic result is established to analyze this class of tests. As applications, tests based on the range of recursive and moving estimates are considered, and their asymptotic distributions are characterized analytically. Our simulations show that different tests have quite different behavior under various alternatives and that no test uniformly dominates the other tests.     

Exponential models,brownian motion,and independence

Some examples of steep, reproductive exponential models are considered. These models are shown to possess a τ-parallel foliation in the terminology of Barndorff-Nielsen and Blaesild. The independence of certain functions follows directly from the foliation. Suppose X(t) is a Wiener process with drift where X(t) = W(t) + ct, 0 < t < T. Furthermore let Y = max [X(s), 0 < s < T]. The joint density of Y and X = X(T), the end value, is studied within the framework of an exponential model, and it is shown that Y(Y – X) is independent of X. It is further shown that Y(Y – X) suitably scaled has an exponential distribution. Further examples are considered by randomizing on T.     

Model selection for stock prices data

The geometric Brownian motion (GBM) is very popular in modeling the dynamics of stock prices. However, the constant volatility assumption is questionable and many models with nonconstant volatility have been developed. In the papers [7 M.L. Esquível and P.P. Mota, On some auto-induced regime switching double-threshold glued diffusions, J. Stat. Theory Pract. 8 (2014), pp. 760–771. doi: 10.1080/15598608.2013.854184.[Taylor &; Francis Online] , [Google Scholar],12 P. P. Mota and M.L. Esquível, On a continuous time stock price model with regime switching, delay, and threshold, Quant. Financ. 14 (2014), pp. 1479–1488. doi: 10.1080/14697688.2013.879990.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] the authors introduce a regime switching process where in each regime the process is driven by GBM and the change in regime is defined by the crossing of a threshold. In this paper we used Akaike's and Bayesian information criteria to show that the GBM with regimes provides a better fit than the GBM. We also perform a forecasting comparison of the models for two selected companies.     

气垫导轨实验的拓展

针对传统的气垫导轨实验起点低,过于简单这一缺憾,提出了一种新的实验原理及实验方法,使其内容得以拓展.     

试分析武术套路运动损伤的机制

对主套路运动中常见且危害性较大的损伤机制进行分析,为防治损伤及科学化教学与训练提供依据。     

跳跃分形过程下欧式汇率期权的定价

假设汇率变化过程服从带跳跃的分形布朗运动,建立跳跃分形的汇率期权市场模型,利用分形Girsanov公式和自融资策略,推导出跳跃分形汇率市场中欧式未定权益在任意时刻的定价公式。然后,根据汇率期权定价原理得出跳跃分形过程下欧式汇率期权的定价公式。最后选取欧元/美元汇率期权进行实证分析,通过比较不同定价模型的结果说明了汇率市场兼具跳跃和分形的特性。     

汉语位移事件参照及其格标

位移体空间运动的参照,由"处所词"充当,按语义特征可分为"起点"、"经过点"和"终点"等.由介词标引的处所词,部分可以位于动词前,部分可以位于动词后,但有些介词结构位于动词前和动词后时,表义上往往不同.表示"起点"的处所词可以用介词结构置于动词前,表示"终点"的都不能用介词结构王于动词前,而可以由趋向词标引用于动词后.处所宾语语序基本遵循"起点在动词前,终点在动词后"的时空像似性,体现了人类普遍的"终端焦点化"的认知倾向.