On periodic matrix-valued Weyl-Titchmarsh functions

We consider a certain class of Herglotz-Nevanlinna matrix-valued functions which can be realized as the Weyl-Titchmarsh matrix-valued function of some symmetric operator and its self-adjoint extension. New properties of Weyl-Titchmarsh matrix-valued functions as well as a new version of the functional model for such realizations are presented. In the case of periodic Herglotz-Nevanlinna matrix-valued functions, we provide a complete characterization of their realizations in terms of the corresponding functional model. We also obtain properties of a symmetric operator and its self-adjoint extension which generate a periodic Weyl-Titchmarsh matrix-valued function. We study pairs of operators (a symmetric operator and its self-adjoint extension) with constant Weyl-Titchmarsh matrix-valued functions and establish connections between such pairs of operators and representations of the canonical commutation relations for unitary groups of operators in Weyl's form. As a consequence of such an approach, we obtain the Stone-von Neumann theorem for two unitary groups of operators satisfying the commutation relations as well as some extension and refinement of the classical functional model for generators of those groups. Our examples include multiplication operators in weighted spaces, first and second order differential operators, as well as the Schrödinger operator with linear potential and its perturbation by bounded periodic potential.     

多级系统可靠性最优化的分解对策模型及其协调算法

１．引言 许多工程系统一般由众多相对独立但又相互联系的子系统所组成,而每个子系统又由低一级的相对独立且相互联系的子系统所组成,以此类推,直到不能分解或不需分解的子系统即单元为止．所谓相对独立指每个子系统有自己的目标、约束条件、设计变量;所谓相互联系指各子系统之间存在着目标、约束条件、设计变量上的耦合关系．由于存在着上述耦合联系,对每个子系统的单独优化并不能带来系统的总体优化;由于存在着子系统之间的相对独立性,又可以对每个子系统单独构造优化模型,独立求解,然后再进行协调．于是,可以把大系统的多目标…     

Tail dependence functions and vine copulas

Tail dependence and conditional tail dependence functions describe, respectively, the tail probabilities and conditional tail probabilities of a copula at various relative scales. The properties as well as the interplay of these two functions are established based upon their homogeneous structures. The extremal dependence of a copula, as described by its extreme value copulas, is shown to be completely determined by its tail dependence functions. For a vine copula built from a set of bivariate copulas, its tail dependence function can be expressed recursively by the tail dependence and conditional tail dependence functions of lower-dimensional margins. The effect of tail dependence of bivariate linking copulas on that of a vine copula is also investigated.     

有向图反能量的一个注记

有向图的反能量是指有向图的反邻接矩阵的能量.本文利用有向图的运算构造出了几类有向图,它们中的每一个都满足有向图的反能量等于其底图的能量.部分回答了Adiga等人在文[The skew energy of a digraph,Linear Algebra Appl.,2010,432:1825-1835]中提出的一个公开问题.     

Wireless random-access networks with bipartite interference graphs

We consider random-access networks where nodes represent servers with a queue and can be either active or inactive. A node deactivates at unit rate, while it activates at a rate that depends on its queue length, provided none of its neighbors is active. We consider arbitrary bipartite graphs in the limit as the initial queue lengths become large and identify the transition time between the two states where one half of the network is active and the other half is inactive. The transition path is decomposed into a succession of transitions on complete bipartite subgraphs. We formulate a randomized greedy algorithm that takes the graph as input and gives as output the set of transition paths the network is most likely to follow. Along each path we determine the mean transition time and its law on the scale of its mean. Depending on the activation rates, we identify three regimes of behavior.     

一个特殊的二元函数

欧拉常数γ是以极限形式给出的，本文由此得到一个特殊的二元函数γ（x，y），并给出它的一些性质，最后给出它在求数列极限与数项级数和方面的应用．     

Convexity and the Average Curvature of Plane Curves

The average curvature of a rectifiable closed curve in R2 is its total absolute curvature divided by its length. If a rectifiable closed curve in R2 is contained in the interior of a convex set D then its average curvature is at least as large as the average curvature of the simple closed curve D which bounds the convex set.     

有穷正级亚纯函数的T方向和Borel方向

对任意正数λ,正整数q_1和q_2,记E_1={argz=θ_j|0∣θ_1＜θ_2<…＜θ_(q1)＜2π}及E_2={axgz=φ_j|0■1＜φ2＜…＜φq2＜2π},使得E_1∩E_2=■,则(1)存在复平面上的λ级亚纯函数f(z),恰以E_1∪E_2为其T方向且恰以E_2为其Borel方向,(2)存在复平面上的级与下级均为λ的亚纯函数g(z),恰以E_1∪E_2为其Borel方向且恰以E_2为其T方向．     

Free Entropy

Free entropy is the analogue of entropy in free probabilitytheory. The paper is a survey of free entropy, its applicationsto von Neumann algebras and its connections to random matrixtheory, as well as a discussion of open problems and of a basicvariational problem, connected to random multimatrix models.     

Bilevel aggregator-prosumers' optimization problem in real-time: A convex optimization approach

This paper proposes a Real-Time Market (RTM) platform for an aggregator and its corresponding prosumers to participate in the electricity wholesale market. The proposed energy market platform is modeled as a bilevel optimization problem where the aggregator and the prosumers are considered as self-interested agents. We present a convex optimization problem which can capture a subset of the set of global optima of the bilevel problem as its optimal solution.     

Solving differential equations using modified Picard iteration

Many classes of differential equation are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and engineering and include non-linear as well as linear differential equations. Examples involving partial as well as ordinary differential equations are presented. The method is easy to implement on a computer and the solutions so obtained are essentially power series. With its conceptual clarity (differential equations are integrated directly), its uniform methodology (the overall approach is the same in all cases) and its straightforward computer implementation (the integration and iteration procedures require only standard commercial software), the modified Picard methods offer obvious benefits for the teaching of differential equations as well as presenting a basic but flexible tool-kit for the solution process itself.     

一个特殊的二元函数

欧拉常数γ是以极限形式给出的,本文由此得到一个特殊的二元函数γ(x,y),并给出它的一些性质,最后给出它在求数列极限与数项级数和方面的应用.     

Drawdowns and Rallies in a Finite Time-horizon

In this work we derive the probability that a rally of a units precedes a drawdown of equal units in a random walk model and its continuous equivalent, a Brownian motion model in the presence of a finite time-horizon. A rally is defined as the difference of the present value of the holdings of an investor and its historical minimum, while the drawdown is defined as the difference of the historical maximum and its present value. We discuss applications of these results in finance and in particular risk management.     

Clustering via minimum volume ellipsoids

We propose minimum volume ellipsoids (MVE) clustering as an alternative clustering technique to k-means for data clusters with ellipsoidal shapes and explore its value and practicality. MVE clustering allocates data points into clusters in a way that minimizes the geometric mean of the volumes of each cluster’s covering ellipsoids. Motivations for this approach include its scale-invariance, its ability to handle asymmetric and unequal clusters, and our ability to formulate it as a mixed-integer semidefinite programming problem that can be solved to global optimality. We present some preliminary empirical results that illustrate MVE clustering as an appropriate method for clustering data from mixtures of “ellipsoidal” distributions and compare its performance with the k-means clustering algorithm as well as the MCLUST algorithm (which is based on a maximum likelihood EM algorithm) available in the statistical package R. Research of the first author was supported in part by a Discovery Grant from NSERC and a research grant from Faculty of Mathematics, University of Waterloo. Research of the second author was supported in part by a Discovery Grant from NSERC and a PREA from Ontario, Canada.     

磁轴承失灵后坠落转子瞬态振动灾变机理研究

研究一个带磁轴承的转子系统,在磁轴承失灵后转子坠入备用轴承引起的非线性瞬态振动。通过严格建立运动方程和数值仿真计算,详尽地分析了坠落转子转动角速度变化和轴颈与备用轴承接触点法向力变化的时间历程及备用轴承振动位移的频谱,发现系统发生灾变破坏的原因是由于高速不平衡阻尼转子减速通过临界速度时引起的强烈非稳态受迫弯曲振动加上轴颈与备用轴承接触点碰摩的非线性引起的高频颤振。     

A Poisson bridge between fractional Brownian motion and stable Lévy motion

We study a non-Gaussian and non-stable process arising as the limit of sums of rescaled renewal processes under the condition of intermediate growth. The process has been characterized earlier by the cumulant generating function of its finite-dimensional distributions. Here, we derive a more tractable representation for it as a stochastic integral of a deterministic function with respect to a compensated Poisson random measure. Employing the representation we show that the process is locally and globally asymptotically self-similar with fractional Brownian motion and stable Lévy motion as its tangent limits.     

关于李群胚的几点讨论

文章讨论了李群胚作为丛的一些性质,得出李群胚的内子群胚是主丛的结论;研究了李群胚在其内子群胚上的作用,并证明了李群胚上的Maurer-cartan形式在其任意左不变向量场上作用的结果为常数.文末推广了关于李代数胚态射的一个结论.     

An advertising game with multiplicative interference

Two competing manufacturers provide a homogeneous market with substitutable products and want to maximize their profits. Each firm may advertise its brand, with a positive effect on its own brand and negative on the competitor's one. Moreover, each firm may choose an advertising medium to use among several available media. We assume that the advertising effect on demand is mediated by the goodwill variable and that a competitor's interference may be represented as a proportional reduction of the virtual goodwill. We model the manufacturers' problem as a noncooperative game under complete information and discuss the existence and features of its Nash equilibria.     

向量值有理插值存在性的一种判别方法

对于向量值有理插值的计算,目前已经有多种求解算法.但其存在性的判别方法及其证明在现有的文献中还没有见到.这里利用标量有理插值函数插值存在性的思想,引入Newton基函数,给出并证明了向量值有理插值存在性的一种判别方法.同时给出有理插值函数的分子和分母的显式表达式,最后的实例说明了它的有效性.