(伪)单调集值映射拟均衡问题

主要讨论G-凸上的广义向量拟均衡问题,推广W.O ettli,D.Sch l ger,Q.H.A nsari,I.V.K onnov,和J.C.Y ao的一些主要结果.     

股价最简微分方程,其解及与Black-Scholes模型的假设的相互关系

在系数的某种等价关系条件下,股价的两类数学表达式,一类是基于明确型描述的由类似固体力学方法导出的最简微分方程(S.D.E.)的解,另一类是基于不确定型描述(即统计理论)的Black-Scholes模型的假设(A.B-S.M.),即股价密度函数服从对数正态分布,可以是完全相同的.S.D.E.的解仅适用于股市的常规情形(无利好或利空消息,等),因此,A.B-S.M.的适用范围也相同.     

POLES OF ZETA FUNCTIONS OF COMPLETE INTERSECTIONS

51.IntroductionLetF.beafinitefieldofqele~swithcharederisticp.LetXbeanThdilnensionalalgebraicsetdeadedoverF..ThezetafunctionofX/F.isdennedbywhereXOdenotesthesetofclosedpointsOfX/F.and#X(F.d)denotesthenUInberof.F.d-rationalpointsonX.ItiseasytoseethatZ(X,T)isapowerserieswithintegercoefficients.Dwork'srationalltytheoremIg]showsthatthezetafunctionZ(X,T)isrationalinT.ThuS,therearealgebraicintegerspll'.3Pr,pl,'3basuchthatThereisagoodreasonthatwemoantheabovezetafunctionbythepower(--1)"-…     

名人名著谈统计学

W.E.Denting(1940),Discussion of Professor Hottelling's Paper "The Teaching of Statistics"(Ann.Math.Stat.Vol.11,457-470): Above all,a statistician must be a scientist. 最重要的是,统计学家应该是科学家.     

β混合随机变量序列加权和的收敛性

本文研究了混合随机变量序列加权和的收敛性.利用Utev, S.和Peligrad, M不等式得到了混合随机变量序列加权和的收敛性定理及Hajeck-Rènyi型不等式,推广和改进了W.F,Stout,吴群英,J.Hajeck和A.Rènyi.的相应结论.     

CONTINUOUS L-DOMAINS

61.IntroductionConiinuousDCPOisoneofthemostimportantstructuresin-domaintheory.Unfor-tunatelythecategoryofcolltinuousDCPOandtheScottcontinuousfunctionsfailstobeCartesianclosed,soitisaverysignificantproblemtofinditsmakimalCartesianclosedfullsubcategories.ThecategoryofL-domain'swasdiscoveredbyA.JungwhilesolvingtheproblemoffindingmtalmalCartesianclosedcategoriesofalgebraicDCPO's[1l,andrecentworksbyA.JungandG.Gund.r[2]showsthatthecategoryofL-domain'sisaninterestingcategoryOntheotherhand,i…     

实数

中考要求一、实数1.了解平方根、算术平方根、立方根的概念,会用根号表示数的平方根、立方根.2.了解乘方与开方互为逆运算,会用平方运算求百.以内整数的平方根,会用立方运算求百以内整数(对应的负整数)的立方根,会用计算器求平方根和立方根.3.了解无理数和实数的概念,了解实数与数轴上的点一一对应.会求实数的相反数与绝对值.     

正态总体方差的最短区间估计与最佳双边检验

用传统方法得到的正态总体的方差的置信区间显然不是最短的 ,因而在这个意义上说也不是最佳的 .对从 3到 45的 n及α=0 .2 5 ,0 .2 0 ,0 .1 5 ,0 .1 0 ,0 .0 5 ,0 .0 1 ,0 .0 0 5 ,我们得到了附表一 ,由此可以查出相应的最短置信区间 .同样 ,在对正态总体的方差进行双边检验时 ,传统的方法给出的临界值也不是最佳的 .对如下的 n和 α我们得到了附表二 ,由此可以查出最佳的临界值 .进行计算所需的程序由我们自己编写     

中学生中存在的24种不良学习习惯

良好的学习习惯是有效提高学业成绩的保障,不良的学习习惯影响、制约着广大学生的学习效率.现列举24种当代中学生不良学习习惯,愿广大学生、家长对照参考,矫正不足,养成良好习惯,提高学习水平.1.学习、生活、作息不规律,无计划.2.学习用品乱堆乱放,用时又找不到.3.审题不清,随意下笔.4.课堂上不主动回答老师提出的问题.     

解数学题不应是公式、规则的演绎游戏

高考题和数学竞赛题,在高中数学教学中有着引领的作用.这些题目的好坏影响很大.构建一道好的题目也十分不易.显然,绝大多数的高考题和竞赛题是不错的.有些题目还十分精彩.而且从近几年看,题目出的越来越好.但也不可否认确实有个别题目出的不好,对高中数学教学造成不好的影响.也引起学生和家长的不满.     

Creep of polymer concrete in the nonlinear region

Two polyester-based polymer concretes with various volume content of diabase as an extender and aggregate are tested in creep under compression at different stress levels. The phenomenological and structural approaches are both used to analyze the experimental data. Common features of changes in the instantaneous and creep compliances are clarified, and a phenomenological creep model which accounts for the changes in the instantaneous compliance and in the retardation spectrum depending on the stress level is developed. It is shown that the model can be used to describe the experimental results of stress relaxation and creep under repeated loading. Modeling of the composite structure and subsequent solution of the optimization problem confirm the possibility of the existence of an interphase layer more compliant than the binder. A direct correlation between the interphase volume content and the instantaneous compliance of the composite is revealed. It is found that the distinction in nonlinearity of the viscoelastic behavior of the two polymer concretes under investigation can be due to the difference in their porosity. Submitted to the 11th International Conference on Mechanics of Composite Materials (Riga, June 11–15, 2000.) Translated from Mekhanika Kompozitnykh Materialov, Vol. 36, No. 2, pp. 147–164, 2000.     

A model for predicting the shear bearing capacity of FRP-strengthened beams

The shear failure of reinforced concrete beams needs more attention than the bending failure since no or only small warning precedes the failure. For this reason, it is of utmost importance to understand the shear bearing capacity and also to be able to undertake significant rehabilitation work if necessary. In this paper, a design model for the shear strengthening of concrete beams by using fiber-reinforced polymers (FRP) is presented, and the limitations of the truss model analogy are highlighted. The fracture mechanics approach is used in analyzing the bond behavior between the FRP composites and concrete. The fracture energy of concrete and the axial rigidity of the FRP are considered to be the most important parameters. The effective strain in the FRP when the debonding occurs is determined. The limitations of the anchorage length over the cross section are analyzed. A simple iterative design method for the shear debonding is finally proposed. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 44, No. 3, pp. 357–372, May–June, 2008.     

Gaussian Versus Optimal Integration of Analytic Functions

We consider error estimates for optimal and Gaussian quadrature formulas if the integrand is analytic and bounded in a certain complex region. First, a simple technique for the derivation of lower bounds for the optimal error constants is presented. This method is applied to Szeg?-type weight functions and ellipses as regions of analyticity. In this situation, the error constants for the Gaussian formulas are close to the obtained lower bounds, which proves the quality of the Gaussian formulas and also of the lower bounds. In the sequel, different regions of analyticity are investigated. It turns out that almost exclusively for ellipses, the Gaussian formulas are near-optimal. For classes of simply connected regions of analyticity, which are additionally symmetric to the real axis, the asymptotic of the worst ratio between the error constants of the Gaussian formulas and the optimal error constants is calculated. As a by-product, we prove explicit lower bounds for the Christoffel-function for the constant weight function and arguments outside the interval of integration. September 7, 1995. Date revised: October 25, 1996.     

Dynamical Spin Susceptibility in the t–J Model in the Superconducting Phase

Dynamical spin susceptibility is calculated for the t–J model in the superconducting phase using the memory function method in terms of the Hubbard operators. The self-consistent system of equations for the memory function is obtained within the mode-coupling approximation. Both itinerant hole excitations and localized spin fluctuations contribute to the memory function. Moreover, the itinerant contribution itself consists of two parts, i.e., the contribution of Bogoliubov quasiparticles and that of Cooper pairs. The spin dynamics is diffusive in the hydrodynamic limit, but the itinerant part does not contribute to the spin diffusion. In the high frequency region, spin–wave-like excitations continue to exist. We discuss our analytic results in the light of neutron scattering experiments performed on the cuprate superconductors.     

Worst-case robust Omega ratio

The Omega ratio is a recent performance measure proposed to overcome the known shortcomings of the Sharpe ratio. Until recently, the Omega ratio was thought to be computationally intractable, and research was focused on heuristic optimization procedures. We have shown elsewhere that the Omega ratio optimization is equivalent to a linear program and hence can be solved exactly in polynomial time. This permits the investigation of more complex and realistic variants of the problem. The standard formulation of the Omega ratio requires perfect information for the probability distribution of the asset returns. In this paper, we investigate the problem arising from the probability distribution of the asset returns being only partially known. We introduce the robust variant of the conventional Omega ratio that hedges against uncertainty in the probability distribution. We examine the worst-case Omega ratio optimization problem under three types of uncertainty – mixture distribution, box and ellipsoidal uncertainty – and show that the problem remains tractable.     

The distributional dimension of fractals

In the book [1] H.Triebel introduces the distributional dimension of fractals in an analytical form and proves that： for Г as a non-empty set in R^n with Lebesgue measure ｜Г｜ = 0, one has dimH Г = dimD Г, where dimD Г and dimH Г are the Hausdorff dimension and distributional dimension, respectively. Thus we might say that the distributional dimension is an analytical definition for Hausdorff dimension. Therefore we can study Hausdorff dimension through the distributional dimension analytically. By discussing the distributional dimension, this paper intends to set up a criterion for estimating the upper and lower bounds of Hausdorff dimension analytically. Examples illustrating the criterion are included in the end.     

The Cauchy problem for ut=Δu+|∇u|

With q a positive real number, the nonlinear partial differential equation in the title of the paper arises in the study of the growth of surfaces. In that context it is known as the generalized deterministic KPZ equation. The paper is concerned with the initial-value problem for the equation under the assumption that the initial-data function is bounded and continuous. Results on the existence, uniqueness, and regularity of solutions are obtained.     

基于VAR风险指标的投资组合模糊优化

在二目标有价证券选择基础上 ,引入目前流行的风险指标 VAR,以收益率与风险损失为目标 ,将模糊概念运用于有价证券组合选择 ,按投资者给定的期望目标及容差 ,讨论了 S型隶属函数模型 .通过 VAR的给定 ,将投资者所能承受的最大损失锁定 ,更好地反映出投资者对目标值的取值意图 .依据深圳股票市场9只股票收益率数据 ,采用进化规划进行优化计算 ,并验证模型的有效性 .     

Strategic defense and attack for series and parallel reliability systems

A system of independent components is defended by a strategic defender and attacked by a strategic attacker. The reliability of each component depends on how strongly it is defended and attacked, and on the intensity of the contest. In a series system, the attacker benefits from a substitution effect since attacker benefits flow from attacking any of the components, while the defender needs to defend all components. Even for a series system, when the attacker is sufficiently disadvantaged with high attack inefficiencies, and the intensity of the contest is sufficiently high, the defender earns maximum utility and the attacker earns zero utility. The results for the defender (attacker) in a parallel system are equivalent to the results for the attacker (defender) in a series system. Hence, the defender benefits from the substitution effect in parallel systems. With budget constraints the ratio of the investments for each component, and the contest success function for each component, are the same as without budget constraints when replacing the system values for the defender and attacker with their respective budget constraints.     

基于偏序集的PROMETHEE方法优化研究

尽管PROMETHEE是当前最受欢迎的多准则决策方法之一,但在实践应用过程中,模型的应用范围与质量依然受制于指标权重问题。一些常用的赋权方法,不仅没有解决不确定权重问题,反而增加了决策风险。在偏序集相关定理的基础上,给出权重的定性信息即权重次序,由流出矩阵、流入矩阵和净流矩阵等定义,得到了PROMETHEE的偏序集表达形式。当流入和流出之和为常数时,证明了模型存在对偶性质。根据对偶性质,简化了PROMETHEE方法的分析步骤,删减模型冗余信息。应用偏序集表示的PROMETHEE,突破了模型没有具体权重便无法应用的思维定势,解决了模型赋权困难,增强了模型的鲁棒性,拓展了模型处理数据类型的范围。