l*y
发帖数: 21010 | 1 【 以下文字转载自 Military 讨论区 】
发信人: ldy (我不是老大爷), 信区: Military
标 题: This song is for Sun Wei! I hope you are found! You will be! There's no escape!
发信站: BBS 未名空间站 (Mon Apr 22 19:25:53 2013, 美东)
http://www.youtube.com/watch?feature=player_embedded&v=g7WGYkbT
I found a way to the sun
and I'm on fire
something strange has begun
and spinning higher
I could almost touch the clouds
but spinning higher
with my head up in the clouds
but it's all too good to be true
I don't know just what I should do
I love e... 阅读全帖 |
|
l*y
发帖数: 21010 | 2 【 以下文字转载自 Military 讨论区 】
发信人: ldy (我不是老大爷), 信区: Military
标 题: This song is for Sun Wei! I hope you are found! You will be! There's no escape!
发信站: BBS 未名空间站 (Mon Apr 22 19:25:53 2013, 美东)
http://www.youtube.com/watch?feature=player_embedded&v=g7WGYkbT
I found a way to the sun
and I'm on fire
something strange has begun
and spinning higher
I could almost touch the clouds
but spinning higher
with my head up in the clouds
but it's all too good to be true
I don't know just what I should do
I love e... 阅读全帖 |
|
l******m
发帖数: 31446 | 3 【 以下文字转载自 LeisureTime 讨论区 】
发信人: bos (Bart), 信区: LeisureTime
标 题: TGIF
发信站: BBS 未名空间站 (Fri Aug 2 10:36:03 2013, 美东)
A seasoned navigator of the ocean of humanity, I surfed the waves of the
Friday morning rush hour with confident agility, dexterity, and maybe some
gusto as well. I passed several clueless tourists, some sales reps with
oversized luggage, and an innocent-looking Jersey girl.
Ascended from the track level, I reached the main concourse. Near the west
side, I heard familiar tunes: t... 阅读全帖 |
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w***n
发帖数: 2474 | 4 [From Yahoo News]
Boat sinks, Texas man survives 30 hours in Gulf
HOUSTON (AP) — For hours after their boat sank, Ken Henderson and Ed Coen
treaded water in the Gulf of Mexico, talking about life and death while
struggling to survive. For more than 30 hours, it worked.
Then Henderson was forced to make a decision that would save his life, but
not his best friend's.
"This is the last-ditch effort, but I'm going to go for help or you're not
going to make it," Henderson told Coen, just before cutti... 阅读全帖 |
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g***j
发帖数: 40861 | 5 【 以下文字转载自 Military 讨论区 】
发信人: gshjj (各输己键), 信区: Military
标 题: Science and religion aren't friends zz
发信站: BBS 未名空间站 (Thu Oct 14 16:37:26 2010, 美东)
By Jerry A. Coyne
Religion in America is on the defensive.
Atheist books such as The God Delusion and The End of Faith have, by
exposing the dangers of faith and the lack of evidence for the God of
Abraham, become best-sellers. Science nibbles at religion from the other end
, relentlessly consuming divine explanations and replacing them with
material... 阅读全帖 |
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c*g
发帖数: 1980 | 6 Olemiss
(To Chang Maomao, incarnated March, 1997; quit the earth December, 2010. He
was one of a cat.)
* The dark side of the night *
I thought I was very tired. But when I walked out of the Inn and into the
warm September night, I was healed. It had rained in the afternoon, the
Alumni Drive was wet reflecting the bright street lights. I walked towards
the dark.
I followed a runner wearing a white T-shirt for half-of-a-minute. He was
young and energetic; soon he disappeared from my sight. A ... 阅读全帖 |
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L****o
发帖数: 1642 | 7 Into The Night Sky
The sun hangs himself
on the horizon so he can
resurrect in the next morning.
Evening opens the starry page
of night, spreads a beige
darkness over the ceiling.
I moor my lamp to the wall
in the room, light up
the night, and drift outside.
Against a dark background,
the moon and the stars
show their glory.
In other's darkness
we made our light,
never saw how electrons run.
What's behind those hazy eyes?
Are they merely the bores of the sky
through which we can have
a previe... 阅读全帖 |
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c****t
发帖数: 19049 | 8 LETTERS FROM ZEDELGHEM
CHATEAU ZEDELGHEM,
NEERBEKE,
WEST VLAANDEREN
29TH-VI-1993
Sixsmith,
Dreamt I stood in a china shop so crowded from floor to far-off ceiling with
shelves of
porcelain antiquities etc. that moving a muscle would cause several to fall
and smash to bits.
Exactly what happened, but instead of a crashing noise, an august chord rang
out, half-cello,
half-celeste, D major (?), held for four beats. My wrist knocked a Ming vase
affair off its
pedestal—E-flat, whole string section, g... 阅读全帖 |
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c****t
发帖数: 19049 | 9 THE GHASTLY ORDEAL OF TIMOTHY CAVENDISH
One bright dusk, four, five, no, my God, six summers ago, I strolled along a
Greenwich
avenue of mature chestnuts and mock oranges in a state of grace. Those
Regency residences
number among London’s costliest properties, but should you ever inherit one
, dear Reader, sell
it, don’t live in it. Houses like these secrete some dark sorcery that
transforms their owners into
fruitcakes. One such victim, an ex-chief of Rhodesian police, had, on the
evening in qu... 阅读全帖 |
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y**********o
发帖数: 7947 | 10 http://www.nytimes.com/2012/07/08/fashion/forgoing-a-shortcut-o
Welcomed With Open Arms in MumbaiBy MAY JEONG
THE weekend I turned 24, I fell in love with a man I would write home about.
I was traveling through India, the kind of trip you take in your early 20s
when you are full of questions and have no answers. I was sure that love was
a social construct and that the future would remain a question mark. I had
convinced myself that if only I could drift along the backwaters of Kerala,
all would ... 阅读全帖 |
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h*w
发帖数: 1182 | 11 抛砖引玉，pogoplug上面可以装很多东西。
本人新手，这个安装说明算是一个备份吧，如果要重新安装可以看看，也可以给新新手
参考。也请高手指点。
为什么没有装arch或者debian是因为看到有人说pogoplug自带的ntfs驱动比ntfs-3g性
能好，就想用原系统加装optware来安装samba共享。而且如果还想用my.pogoplug.com
也可以直接用。还没有实验过到底是自带的ntfs驱动快还是ntfs-3g快，就当瞎折腾了
，呵呵。
本说明基于POGO-E02，不保证在其他版本的pogoplug上也工作。对于使用本安装说明引
起的任何损失概不负责。
------------------------------
1. Find your Pogoplug ip address in your router.
2. Log into your Pogoplug online account that you created during the initial
setup of the POGO. Go into the advanced tab / Security.... 阅读全帖 |
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h*w
发帖数: 1182 | 12 抛砖引玉，pogoplug上面可以装很多东西。
本人新手，这个安装说明算是一个备份吧，如果要重新安装可以看看，也可以给新新手
参考。也请高手指点。
为什么没有装arch或者debian是因为看到有人说pogoplug自带的ntfs驱动比ntfs-3g性
能好，就想用原系统加装optware来安装samba共享。而且如果还想用my.pogoplug.com
也可以直接用。还没有实验过到底是自带的ntfs驱动快还是ntfs-3g快，就当瞎折腾了
，呵呵。这个主要是给家里只有windowns电脑的用，要是有linux的机器，还是用ext3或
ext4最快。
本说明基于POGO-E02，不保证在其他版本的pogoplug上也工作。对于使用本安装说明引
起的任何损失概不负责。
------------------------------
1. Find your Pogoplug ip address in your router.
2. Log into your Pogoplug online account that you created during the initial
setup... 阅读全帖 |
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S*A
发帖数: 7142 | 13 can you grep tsc in your dmesg.
TSC some times can be unreliable. Random drifting.
Very often cause by the SMI interrupt. Apple boot camp
for example has very bad tsc drifting. So the kernel
might decide tsc is so bad that the kernel don't want
to use it. |
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s********n
发帖数: 2939 | 14 个人看法，neutral drift可以在很多条件下产生，但需要通过selection来显示作用，
两者密不可分。
for
affect
drift |
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d********a
发帖数: 53 | 15 This is totally non-sense. Let us define coefficient s as selective
coefficient.
when s =0, it is neutral drift,
s >0, positive Darwinian selection,
s <0, purifying selection.
drift and selection and mutually exclusive. |
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A********2
发帖数: 107 | 16 很有意思的问题。如果从经典的mutation-selection分析，mutation可以分为
deleterious，neutral，和benefical，当然一个mutation会造成怎样的phenotype是取
决于环境的，deleteriou mutations被淘汰的可能性大，beneficial mutatons被选择
的可能性大，而neutral mutations能不能留下来就是随机了（genetic drift），但让
genetic drift也可以让deleterious mutations在种群中固定，去决议bottle neck的
大小和具体的fitness，楼主所说的问题我觉得实际上是由于Homo Sapiens这个species
的特殊性，有能力影响自身进化的fitness landscape，也就是说降低了那些
deleterious mutations的fitness cost，甚至使其面位neutral muations，实际上人
类对其他动物也做着同样地事情，比如各种各样cute的小狗，比如大熊猫，这些
mutants如果不人为保护早就挂了。对于人... 阅读全帖 |
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d*******w
发帖数: 45 | 17 看到大家说的这么热烈，对这个领域的一些东西有点了解，补充几句。
cheng的发迹主要得益于最新的camera，DDD，K2系列。cheng属于前几批和这个仪器打
交到的组了，貌似是因为开发这个camera的公司需要UCSF有人帮他们测试这个仪器。
DDD这种camera的精度和敏感性都比现在通常采用的CCD要高了不知道多少楼。通俗来说
，CCD可能需要1-2秒左右的曝光时间才能得到比较好的图像，但是DDD可以一秒内得到
40-50张的图像。Cheng之前在Nature methods上发了一篇文章就是关于用DDD可以提高
质量的文章。之前，在用cryo－EM照相的时候，人们对于电子光束是否会导致物体的
drift是很有争议的。DDD出来以后，cheng和一个MRC的组就发现了，电子光束确实能够
导致drift，他们通过把一定时间内同一区域的照片进行修正，发现能够在很大程度上
提高图像的质量。在DDD出现之前，主要是通过CCD来收集相片，然后从中挑出几万个蛋
白particle进行平均，得到3D，这种方法极其枯燥，也非常耗时。但是DDD出现后，得
出一个3D就只需要几千个particle... 阅读全帖 |
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v*******e
发帖数: 11604 | 18 你确实不是学生物的，而且不是学理科的。你学了进化论的简介却没学遗传学。小种群
drift常有的事。比如一个种群就两个男人，高个子的有天不小心被老虎吃了，这个种
群的后代都是矮个子那个人的。你能说矮个子比高个子有优势吗？这就是个偶然发生的
事情，这个叫做drifting。 |
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s*******c
发帖数: 179 | 19 Remove TFA from both mobile A and B to see if you still have the same
baseline drift. TFA-water-ACN is known for baseline drift and mixing issue.
If removing TFA helps for the baseline, you can add 0.115% TFA in water and
0.1% TFA in ACN to match the absorbance.
TFA
因。 |
|
d********y
发帖数: 1141 | 20 1)
Given soil site class : D
Seismic design catergory: D
Sds=0.49
W = known
T=0.04
What is V?
2) given occupancy classification
Ss=1.5
S1=1
Site classification: B
W is known
T=1
Min CBC seismic design load force=?
3) CBC requires special inspection of the 2 story includes the additional
inspection of the concrete placement of?
4) interior steel
Fv
deflection 8"
An exterior wall system
What is the drift?
5) initial structure damage is ?
7) most common failure pre1970 is what?
8) snow load
Wind l... 阅读全帖 |
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f*****0
发帖数: 489 | 21 most opamp will have no problem handling that, including the TDA. you just
don't need the input/output capacitors.
now, if you are very particular about output DC drifting, you should stay
with voltage feedback opamps (most opamps are like that). current feedback
opamps tend to have serious DC drifting issues.
if you look for speed of a current feedback opamp but the DC performance of
a voltage feedback opamp, look into ths4012 from TI. |
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e***b
发帖数: 53 | 22 I never saw anyone directly uses a bandgap as power supply.
You will always need a buffer.
Actually, you are talking about a voltage regulator now.
Yes, the buffer output voltage will drift with temperature due to buffer offset drift, unless you use chopper or autozero technique. why do you have to have constant supply voltage? It is not a problem for me if supply voltage changes .Typicallly, the buffer is in feedback operation. the close loop output
impedance is much less than its open loop ou |
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s**********r
发帖数: 178 | 23 我觉得right PPRF损伤也会有一个drift to left.
First Aid, Page 381, PPRF lesion---eyes look away from side of lesion,
frontal eye fields lesion---eyes look toward lesion. 也就是说，right PPRF or
left frontal eye field受损,双眼都会drift to left。 |
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b****y
发帖数: 44 | 24 你的这个坑的roughness大概多少阿,坑的直径呢？
你的这个1nm的厚度变化是在整个坑表面均匀的么?不是均匀的，可以减少你的扫描范围
，尽控制得比较小。看看能不能看到表面的一下morphology变化，随着时间。你可以大
概测试以下你的AFM的drift是多少？有些AFM软件可以补偿Drift。
你这个表面变化以后，有没有一些机械特性变化啊？可以看看能不能用Force -
distance曲线看看可能性。
um |
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m********r
发帖数: 811 | 25 Consider a 90 degree homogeneous bending magnet of bending radius 1 m that
is preceeded by a drift of length 1.2 m. It is followed by a drift of length
L such that the system is imaging in the horizontal plane. Determine L. |
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r*****t
发帖数: 286 | 26 ☆─────────────────────────────────────☆
thinkme (thinkme) 于 (Wed Feb 7 22:03:20 2007) 提到:
In Black-Schole's formula, the rate of drift of the stock does not
matter. This is rather counter-intuitive. If I'm a client and I
insist that the option should have higher price with higher drifting
rate, how would you explain it to me?
☆─────────────────────────────────────☆
cuyang (cuyang) 于 (Wed Feb 7 22:20:08 2007) 提到:
risk－neutral
☆─────────────────────────────────────☆
thinkme (thinkm |
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K******r
发帖数: 152 | 27 In BSM, only risk neutral drift r appears. Mu does not appear in BSM.
When you derive BSM using risk neutral pricing, you have already changed the
measure, so Mu becomes r.
When you derive BSM using perfectly hedging, you need to change the measure
at the beginning or later, and then Mu becomes r.
The only difference is, if you use Mu as the real world drift, then you need
to use proper discount rate to calculate the PV (but you never know what
the rate is.) But if you use r as the risk neutral |
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b******w
发帖数: 52 | 28 The drift of L is specified by the vol. Under some measure, one libor is
martingale with 0 drift, others are recursively related.
达式
用P
可是 |
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r*******s
发帖数: 303 | 29
what'
d(w^n) = drift dt + xxx dw,
drift =0 ==> n=0, or 1
rho,
不知道， 如果三个都一样，就是 \rho =1
如果三个都在二维平面上，就是-1/2
其他。。。
depend on interest rate, probability measure, strike.
exp(-rt)*E(max(S(T)-K)) |
|
T******r
发帖数: 257 | 30 这是不确切的,正theta不是原因,真正根本原因是underlying的正drift.
正theta和optimal to exercise都是正drift(和put的payoff)的结果.
dividends will have positive theta. That's also the reason why it can be |
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s******r
发帖数: 58 | 31 Suppose that x is a Brownian motion with no drift and unit variance, i.e. dx
= dz. If x starts at 0, what is the probability that x hits 3 before
hitting -5?
what if the drift is m, i.e.
dx = m dt + dz?
Anybody knows the solution? |
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p***i
发帖数: 96 | 32 我问的问题和risk neutral measure没什么关系吧？我又不是在做什么pricing...
市场本来就是有drift,有风险补偿的。市场就是drift向上的，从S0点涨1%和跌1%的概
率就是不一样的！也就是说St/S0是lognormal dist'n，不是normal的。
我说的那句话有错吗？ |
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d*j
发帖数: 13780 | 33 和下面那个差不多， 类似的问题
直接上 ito lemma 看看有没有 drift
zero drift=-> martingale |
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z****i
发帖数: 406 | 34 你前一道题假设了the first flip is a tail.
你可以想像成带drift的brownian motion.
你前一道题，这个过程从-1开始，因为drift是正的，所以能在有限时间内到达0；
后一道题，过程从0开始，回到0点的expected time 是infinity.
number |
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T*****w
发帖数: 802 | 35 如果Stock price follow mean reversion process， Option price如何受影響？
發現不同地方有不同的解答，
1） mean reversion process actually reduce the volatility , therefor option
price is cheaper;
2) in the risk neutral world, the drift of stock become rdt no matter what
's real drift, therefor
option price doesn't change.
到底哪個對阿?，
個人覺得 1）是對的， 畢竟第二個沒有考慮volatility （除非明確 assuming
volatility constant)...
多謝 |
|
z****i
发帖数: 406 | 36 个人觉得是2。 “in the risk neutral world, the drift of stock become rdt no
matter what's real drift, therefore option price doesn't change.”这句话找
不出问题来啊。而且即使不谈risk-neutral，就按照dynamic hedging, 把方程推出来
，也看不出什么地方会用到mean-reverting的部分，所以option price应该就是BS
price.
是不是说，虽然mean-reversion brings down volatility, 但是它bring down的是S_t
在t时间的分布的variance, 但是instantaneous vol 没有改变，还是BS model里面的
sigma. 而在BS world下，真正影响价格的是那个instantaneous vol, 所以mean
version 不造成影响。
呼唤大牛出来讲解下。。。 |
|
j********t
发帖数: 97 | 37 10. I think a process with zero drift term is just necessary condition of
martingale, but not sufficient condition. For example,
X(t) = cosh(aW(t))exp(-a^2 t/2) has zero drift in SDE notation but isn't a
martingale according to martingale definition.
18.
E(X^2 | X+Y=1)
= E(X^2, X+Y=1) / E(X^2) By conditional expectation definition,
= E(X^2,Y=1-X) / E(X^2)
= E(X^2)E(1-X) / E(X^2) since X,Y are indepedent
= 1- E(X) = 0.5
Var(X | X+Y=1) = 0.5 - 0.5^2 = 0.25 |
|
m***s
发帖数: 605 | 38 我觉得这个换算是对的。因为现在的dw在原来的measure下是下行的。抵消那个drift
但是我有一个更简单的问题搞不懂
ds=d(s^2/s) 不是在s的measure下应该是martingale么？ 不应该有drift啊。这肯定是
错了。错在哪里呢？ |
|
p******e
发帖数: 756 | 39 如果是gbm，是不是应该取决于drift的大小和方向，pay2块的最后ITM的概率不一定超过
50%吧。还是说assume r=0，那么drift就是负的
另外这个题用reflection principle感觉不合适吧，因为s（0）〉90，所以不一定找到
一个时刻，hit到90吧。即使是BM，option2的payoff 1 with prob 1，而option 1的pa
yoff with prob 〉50%，correct me if i am wrong， thx |
|
j********t
发帖数: 97 | 40 是不是可以考虑\mu的不同情况。
\mu =0, S_t/\sigma = B_t is a standard BM， C2 = 2*C1.
\mu <0, S_t/\sigma is a BM with negative drift， C2 > 2*C1.
\mu >0, S_t/\sigma is a BM with positive drift， C2 < 2*C1. |
|
l*******1
发帖数: 113 | 41 use ito on s^2
for the drift, you get
d(s^2) = 2s ds + ds^2
d(s^2) / (s^2) = (2r+sigma^2)dt + 2sigma*dw
this is only tradable ie no arbitrage if 2r+sigma^2 = r
or r+sigma^2=0
which cannot happen unless s has a negative drift |
|
A*****s
发帖数: 13748 | 42 你说的这事情不会发生，因为efficient market下，drift和volatility是成比例的
一个underlying的drift高了，那一定是compensate volatility的
所以如果BS的assumption都hold，也就是constant r/vol, GBM
那BS算出来是多少，investor的意见也就是多少
不存在BS算一个值，investor一致觉得价格应该更高的情况
如果有这个情况，那么underlying就存在arbitrage了
RN概率说白了就是一种convenience，在efficient market下能简化计算的
而不存在说因为引入了RN概率，就引入了另外一套pricing rationale的道理
现实生活中举一个最简单但是不太妥当的例子：
按照real world的概率，任何人都不要买飞行保险，因为expected loss太低了，永远
低于你支付的保险钱。然而人们决定是否买飞行保险的时候，用的却不是real world概
率，而是不自觉的用了RN概率，也就是说考虑了loss的严重性，相应提高了出险的概率
从而justify了... 阅读全帖 |
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a**n
发帖数: 3801 | 43 那你想想 在B-S 世界里
假如有俩股票 volatility一样 一个drift是正的，一个drift是负的
为啥他们的call 和 put option价格都是一样的
jump |
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A*****s
发帖数: 13748 | 44 数学上都不是不严谨的问题，咱觉得有些简直就是错误
比如第七版618页下面那俩公式，从real world measure到Q measure，GBM的变化
人家直接就把drift给改了，Brownian Motion头上都不带给打个tilde的。。。
几年前我看到这儿，就很不明白这是什么magic？为什么换个measure就可以随便改
drift然后其他都不变。。。然后就很纠结。。。现在再回头看。。。唉。。。这能赖
我么。。。
反正当时看Hull的书看了半天，都没明白一个道理：不同measure下的BM其实不是一个
东西。。。难怪有时候云里雾里。。。因为在Hull的书里统统用dZ表示了。。。 |
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s********r
发帖数: 529 | 45 如果是BS假设，利率又是0，那么股票是一个几何布朗运动并且没有drift，在这样的情
况下将来的股票价格是一个exponential normal，并且有负的drift，所以达到100的概
率未必是1，因为如果股票价格先到了0的话，就会停在那里不动了，也就不会到达100了
payoff |
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A*****s
发帖数: 13748 | 46
Discounted portfolio value, given there is no cost/benifit of carry, follows
a martingale too UNDER the Q measure. B-S derivation uses this fact.
Derivative price is the expected discounted payoff UNDER the Q measure. You
are right if this is what you mean by "use".
When there is a cost/benifit to carry, the drift of the security is no
longer risk free rate under Q measure. It should be r-q+c where q is benifit
rate and c is cost rate. Think of cost as an example, if the drift under RN
does not... 阅读全帖 |
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r**a
发帖数: 536 | 47 我也觉得有问题。最后的方程少了一个drift。
假设real prob is Q_p, the two martingale measures are Q_f, Q_d. According to
the equations of likelihood process, we have
dQ_d/dQ_p=L_d and dQ_f/dQ_p=L_f
So L_f/L_d=dQ_f/dQ_d, this implies that there exists a kernel \phi(t) such
that under the measure Q_d, we have
d(L_f/L_d)=(L_f/L_d)*\phi(t)*dW_d
Now if we change the measure Q_d to Q_p, the dW_d should be replaced by (dW_
p-u_d*dt).Thus there is a drift term appearing in the final result.
Another way to think about this is... 阅读全帖 |
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a*******e
发帖数: 60 | 48 an option pays 1 if S_1>S_2, 0 otherwise at expiry time T.If the vol of S_1
increases, what happens to the value of the option?
the solution says that if S_1(0)>S_2(0),then under the risk neutral density,
the probability that S_1(T)
decrease.
(If stock follows GBM, the drift (r-1/2 sigma_1^2) will decrease while the
volatility term increase,the argument makes sense)
the solution also says that if S_1(0)
volatility als... 阅读全帖 |
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m******2
发帖数: 564 | 49 还是有个问题啊
就是那种Mean-Reversion的过程怎么去drift
比如
u=(A-Wt)h
这种过程还能用Girsanov去掉随时因Wt变化的drift吗？
Shreve的证明很形式化，但是没有触及到这种本质问题。
比如一个股票几乎永远在10-14元波动，它的期权就一定和同方差的另一支股票一样吗
？Girsanov定理的也适用这种吗？
至少按照probability乘法法则，这种是不适用的，因为dX之间不independent |
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D********n
发帖数: 978 | 50 这个drift是一回事吗？
或者说，如果drift不是0, 容易mean revert吗？
may |
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