土体加、卸载土工参数的区别

围绕卸荷问题研究了卸载土体抗剪强度、静止土压力系数及回弹模量等的变化规律,并就土体加、卸载状态的区别进行了分析,意在强调加、卸载土工参数的选取应有所不同.     

时间反演联合接收端人工噪声的安全传输方案

针对时间反演(time reversal, TR)技术无法较好地解决聚焦区内非法用户窃听的问题,提出了一种TR技术联合接收端人工噪声的物理层安全传输方案。首先,利用时间反演技术的空时聚焦性提高合法用户接收端的信噪比(signal to noise ratio, SNR)。其次,通过在接收端加入人工噪声来干扰非法用户对合法用户保密信息的窃听,以聚焦区内外系统安全性能为基础,推导出保密信干噪比(signal to interference plus noise ratio, SINR)、可达保密速率和误码率(bit error rate, BER)的解析表达式。最后,通过仿真分析证明了所提方案能提高系统的SINR和可达保密速率,同时还能降低合法用户的BER,使系统拥有更好的安全性能。     

A decision rule to minimize daily capital charges in forecasting value‐at‐risk

Under the Basel II Accord, banks and other authorized deposit‐taking institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of value‐at‐risk (VaR) models to measure risk. Sometimes the risk estimates communicated using these models are too high, thereby leading to large capital requirements and high capital costs. At other times, the risk estimates are too low, leading to excessive violations, so that realized losses are above the estimated risk. In this paper we analyze the profit‐maximizing problem of an ADI subject to capital requirements under the Basel II Accord as ADIs have to choose an optimal VaR reporting strategy that minimizes daily capital charges. Accordingly, we suggest a dynamic communication and forecasting strategy that responds to violations in a discrete and instantaneous manner, while adapting more slowly in periods of no violations. We apply the proposed strategy to Standard & Poor's 500 Index and show there can be substantial savings in daily capital charges, while restricting the number of violations to within the Basel II penalty limits. Copyright © 2009 John Wiley & Sons, Ltd.     

Newton and action at a distance between bodies—A response to Andrew Janiak's “Three concepts of causation in Newton”

This article responds to Professor Andrew Janiak's recent attempt to defend the proposition that Isaac Newton did not believe in action at a distance between bodies (or any other kind of substance) (Janiak, 2013). His argument rests on a distinction between “three concepts of causation in Newton”, which leads him to conclude that although Newton did not believe in action at a distance between bodies, he was able to accept that gravity was a “distant action”. I critically examine Janiak's arguments here, and the historical evidence he brings to bear upon it, and argue that Professor Janiak's latest claims do nothing to undermine the view to which he is opposed, namely, that Newton did believe in the possibility of action at a distance between bodies.     

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

This paper provides clear‐cut evidence that the out‐of‐sample VaR (value‐at‐risk) forecasting performance of alternative parametric volatility models, like EGARCH (exponential general autoregressive conditional heteroskedasticity) or GARCH, and Markov regime‐switching models, can be considerably improved if they are combined with skewed distributions of asset return innovations. The performance of these models is found to be similar to that of the EVT (extreme value theory) approach. The performance of the latter approach can also be improved if asset return innovations are assumed to be skewed distributed. The performance of the Markov regime‐switching model is considerably improved if this model allows for EGARCH effects, for all different volatility regimes considered. Copyright © 2014 John Wiley & Sons, Ltd.     

单车型确定性动态车辆调配问题

给出了单车型确定性动态车辆调配问题的定义,引入网络图描述该问题.建立了问题的线性规划模型,鉴于线性模型的缺点,利用函数逼近技术构造一个特殊的线性函数来近似目标函数中未来时段部分,从而建立起问题的时空分解模型,把问题从时间和空间上分解为多个单时段单节点问题,并根据单时段单节点问题特点设计简单的排序求解方法.最后,给出了模型的完整求解过程,从而使问题得到有效地解决.     

负顾客可服务的Geom/Geom/1离散时间排队模型

研究了一个单服务台的离散时间排队模型,正负顾客的到达服从几何分布,并且可以同时到达,正负顾客处于同等的位置．给出了两种抵消规则：抵消队尾的顾客,无论此顾客是否正在接受服务;抵消队尾的顾客,此顾客不在接受服务．负顾客到达后分别以这两种不同的抵消规则抵消系统中的正顾客;如果负顾客到达后,系统为空,则负顾客和正顾客一样,接受服务．通过求解方程组,得到这一模型的系统队长和等待队长的概率母函数以及系统队长和等待队长的稳态分布．     

B(H)上在某点处左可导映射的刻画

证明了如果为B(H)中一个非平凡投影，则从B(H)到自身的范数连续的在P处左可导映射恒为0.还证明了若δ是从B(H)到自身的范数连续的在0处左可导映射,则δ(A)=Aδ(I)，对于任意的A∈B(H).     

广东省普通高校大学生网球运动开展现状分析与对策研究

本文针对广东省普通高校大学生网球运动发展的现状，以广东省普通高校体育部主任、网球教师、网球教练、队员、学生以及有关的专家为调查对象。运用文献资料法、问卷调查法、访谈法、座谈法、观察法、数理统计法与理论分析法等对广东省普通高校大学生网球运动开展的现状进行调查研究，并提出建议，为广东省普通高校大学生网球运动的健康发展提供依据。     

两汉诗学考——以“前三史”为例

《诗经》在汉代的经学地位早已被学界公认,但是对于其在汉代的文学地位还有待于做进一步的研究。笔者从《史记》《汉书》《后汉书》这三部史传中搜集大量例证,旨在归纳汉人的诗学观点——言志说、讽喻说、发愤说,从而探讨《诗经》文学精神在两汉时期的影响。