BA模型的数学基础——纪念李国平院士吴新谋教授诞辰100周年

该文基于马氏链的概念和技巧, 给出了BA无标度网络模型稳态度分布存在性的严格证明, 并且从数学上重新推导了度分布的精确解析表达式. 此处所用的方法具有一定的普适性, 适用于更一般的无标度型复杂网络模型.     

数据流的非平稳性度量——纪念李国平院士吴新谋教授诞辰100周年

该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为$0$和$1$之间的实数,平稳性较好的数据流的非平稳性度量较小. 作者将数据流的非平稳性度量应用到模型选择问题中,提出残差序列非平稳性度量最小化的模型选择标准. 作者用数值试验检验了该文提出的数据流非平稳性度量的近似算法, 并检验了其作为模型选择标准的能力.数值试验的结果表明, 非平稳性度量是衡量数据流非平稳程度的一个合理指标, 可以很好地区分趋势平稳数据和差分平稳数据, 区分独立同分布序列、白噪声序列和鞅差序列.     

一类链状图的枚举特征——纪念李国平院士吴新谋教授诞辰100周年

在并发程序复杂性度量研究中, 作者曾定义了所谓B图, 用以作为 Ada 并发程序中一种会合关系的模型. 该文研究B 图的一种特殊情况---BB图, 一类链状图.n节点 BB 图是在n个节点、高为n-1的有向树上再添加若干条边,其约束条件是: 每个节点的入度不大于二, 每个节点的出度也不大于二. 该文给出BB 图图的若干若干枚举特征,并指出这些特征同第二类Stirling数的密切关系.     

布朗运动数学研究中的若干进展——纪念李国平院士吴新谋教授诞辰100周年

该文综述布朗运动数学研究中的若干新进展, 主要讨论高维布朗运动首中与末离的分布; 趋于无穷远的行为; 以及多参数无穷维布朗运动的一些性质.     

弱型空间的鞅不等式及其应用——纪念李国平院士吴新谋教授诞辰100周年

弱型空间是近年来调和分析与鞅论中倍受关注的研究方向, 该文就以下几方面介绍有关弱型鞅空间的研究工作:(1) Lorentz鞅空间的原子分解;(2) Orlicz鞅空间的强弱型加权不等式; (3) 弱Orlicz鞅空间与拟范数不等式; (4) 在Banach空间理论与二进域调和分析中的应用.     

亚纯函数的一个基本不等式——纪念李国平院士吴新谋教授诞辰100周年

该文, 欲求在含有原点的区域D内亚纯函数之囿界, 其中使用熊庆来教授, 李国平教授的方法. 所得结果较熊庆来教授的结果更一般些, 因此较Valiron教授, Mllilloux教授的结果更一般些与精确些.     

Lorentz变换的四元数表示——纪念李国平院士吴新谋教授诞辰100周年

为一般Lorentz变换给出了一种新的形式简单的四元数表示. 其特点是所用四元数的分量要么是实数, 要么是纯虚数. 与以往的向量-张量表示和八元数表示(双四元数)相比, 有其明显的优点.     

深切缅怀李国平院士——纪念李国平院士诞辰100周年

2010年11月15日, 是我们的恩师李国平院士诞辰100周年纪念日. 我们师从李先生凡数十年每聆教诲, 获益良多, 春风化雨, 受用终身. 今距李先生仙逝, 又过去了十四年, 先生的音容笑貌与人格魅力仍时时浮现于眼前. 值此先生百年诞辰之际谨以此文深切缅怀敬爱的李老师.     

模糊环境下带交易费用的权证定价模型——纪念李国平院士吴新谋教授诞辰100周年

该文综合考虑我国证券市场中广泛存在的隐性交易费用, 建立了模糊环境下带交易费用的权证定价模型. 在假设交易费用率为三角型模糊数的前提下导出了新的权证价格区间, 并通过引入模糊期望的概念, 将区间数转化为与投资者主观判断无关的准确数. 基于此模型, 对模型中三角型模糊数的关键参数进行了灵敏度分析和投资策略分析.     

关于随机环境中的马尔可夫过程的简介——纪念李国平院士吴新谋教授诞辰100周年

该文系统地介绍随机环境中的马尔可夫过程. 共4章, 第一章介绍依时的随机环境中的马尔可夫链(MCTRE), 包括MCTRE的存在性及等价描述; 状态分类; 遍历理论及不变测度; p-θ 链的中心极限定理和不变原理. 第二章介绍依时的随机环境中的马尔可夫过程(MPTRE), 包括MPTRE的基本概念; 随机环境中的q -过程存在唯一性; 时齐的q -过程;MPTRE的构造及等价性定理.第三章介绍依时的随机环境中的分枝链(MBCRE), 包括有限维的和无穷维的MBCRE的模型和基本概念; 它们的灭绝概念;两极分化; 增殖率等.第四章介绍依时依空的随机环境中的马尔可夫链(MCSTRE), 包括MCSTRE的基本概念、构造; 依时依空的随机环境中的随机徘徊(RWSTRE)的中心极限定理、不变原理.     

不完全信息随机截尾广义线性模型的极大似然估计

该文在回归子给定和随机两种情形下,分别定义了不完全信息随机截尾广义线性模型.在一定的条件下,讨论了这两种模型参数向量的似然方程解的存在性和唯一性,获得并证明了这两种模型的极大似然估计(MLE)的相合性与渐近正态性.     

Cost allocation in asymmetric trees

Agents are connected each other through a tree. Each link of the tree has an associated cost and the total cost of the tree must be divided among the agents. In this paper we assume that agents are asymmetric (think on countries that use aqueducts to bring water from the rainy regions to the dry regions, for example). We suppose that each agent is entitled with a production and demand of a good that can be sent through the tree. This heterogeneity implies that the links are not equally important for all the agents. In this work we propose, and characterize axiomatically, two rules for sharing the cost of the tree when asymmetries apply.     

Monotonicity in asymmetric first-price auctions with affiliation

I study monotonicity of equilibrium strategies in first-price auctions with asymmetric bidders, risk aversion, affiliated types, and interdependent values. Every mixed-strategy equilibrium is shown to be outcome-equivalent to a monotone pure-strategy equilibrium under the “priority rule” for breaking ties. This provides a missing link to establish uniqueness in the “general symmetric model” of Milgrom and Weber (Econometrica 50:1089–1122, 1982). Non-monotone equilibria can exist under the “coin-flip rule” but they are distinguishable: all non-monotone equilibria have positive probability of ties whereas all monotone equilibria have zero probability of ties. This provides a justification for the standard empirical practice of restricting attention to monotone strategies. Hendricks et al. (2003) provide an overview of recent empirical work. For a survey of experimental work, see Kagel and Levin (2002).     

Modeling the asymmetry in traffic flow (a): Microscopic approach

The asymmetric characteristic of a vehicle’s ability in deceleration and acceleration, as well as its impact to micro- and macroscopic traffic flow has caused increased attention from both theoretical and practical sides. However, how to realistically model this property remains a challenge to researchers. This paper is one of the two studies on this topic, which is focused on the modeling at the microscopic level from the investigation of car-following behavior. The second part of the study [H. Liu, H. Xu, H. Gong, Modeling the asymmetry in traffic flow (b): macroscopic approach, Appl. Math. Model. (submitted for publication)] is focused on the modeling of this asymmetric property from the macroscopic scale. In this paper, we first present an asymmetric full velocity difference car-following approach, in which a higher order differential equation is developed to take into account the effect of asymmetric acceleration and deceleration in car-following. Then, efforts are dedicated to calibrate the sensitivity coefficients from field data to complete the theoretical approach. Using the data recorded from the main lane traffic and ramp traffic of a segment of the US101 freeway, the two sensitivity coefficients have been successfully calibrated from both congested and light traffic environments. The experimental study reveals that in the studied traffic flow, the intensity of positive velocity difference term is significantly higher than the negative velocity difference term, which agrees well with the results from studies on vehicle mechanics.     

Modelling the role of cell-cell adhesion in the growth and development of carcinomas

In this paper, a mathematical model is presented to describe the evolution of an avascular solid tumour in response to an externally-supplied nutrient. The growth of the tumour depends on the balance between expansive forces caused by cell proliferation and cell-cell adhesion forces which exist to maintain the tumour's compactness. Cell-cell adhesion is incorporated into the model using the Gibbs-Thomson relation which relates the change in nutrient concentration across the tumour boundary to the local curvature, this energy being used to preserve the cell-cell adhesion forces.

Our analysis focuses on the existence and uniqueness of steady, radially-symmetric solutions to the model, and also their stability to time-dependent and asymmetric perturbations. In particular, our analysis suggests that if the energy needed to preserve the bonds of adhesion is large then the radially-symmetric configuration is stable with respect to all asymmetric perturbations, and the tumour maintains a radially-symmetric structure—this corresponds to the growth of a benign tumour. As the energy needed to maintain the tumour's compactness diminishes so the number of modes to which the underlying radially-symmetric solution is unstable increases—this corresponds to the invasive growth of a carcinoma. The strength of the cell-cell bonds of adhesion may at some stage provide clinicians with a useful index of the invasive potential of a tumour.     

Unboundedness of the large solutions of an asymmetric oscillator

In this paper, we consider the unboundedness problem of solutions for the following asymmetric oscillator:

(φp(x^′)^)′+(p−1)[αφp(x⁺)−βφp(x⁻)]=f(x,x^′,t),     

All in good time

Why is issue-by-issue bargaining a common phenomenon, even though it disallows the beneficial trade-offs across issues that are possible when negotiating a global solution? We show that under asymmetric information, issue-by-issue bargaining has two attractive features. First, it avoids bundling a good deal on one issue with a bad deal on another issue, when the lack of gains to agreement on the latter is not a priori common knowledge. Second, it avoids the imposition of the asymmetric information inefficiency of “harder” issues on issues which turn to be “easier” to solve. That’s why when the agenda is not imposed on the parties but is rather left for them to determine when negotiating, they may very well opt for issue-by-issue bargaining. We demonstrate this in a natural game where bargainers communicate, whenever they choose to do so, their willingness to discuss or make offers either on one of the issues or on a bundle of issues.