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1.
The free Fisher information of an operator random matrix is studied. When the covariance of a random matrix is a conditional expectation, the free Fisher information of such a matrix is the double of this conditional expectation’s Watatani index.  相似文献   

2.
Smoothness and Differentiability of Orlicz spaces are of importance in applications of the approximation theory, the conditional expectation theory, probability limit theorems and the. nonlinear prediction theory as well as in other applications. They are discussed by Rao. M. M. in many parpers, but there  相似文献   

3.
Some characterizations of the conditional expectation operators on Lebesgue-Bochnerspaces L_p(μ,X)are given,where 1≤p<∞,p≠2.Also an example is given to show thatthe characterizations of the conditional expectation operators on L_p(μ,X)are differentfrom that on L_p(μ)_z Finally,a representation of the constant-preserving contractiveprojection on spaces L_p(μ,X)is got when 0相似文献   

4.
A new deterministic formulation, called the conditional expectation formulation, is proposed for dynamic stochastic programming problems in order to overcome some disadvantages of existing deterministic formulations. We then check the impact of the new deterministic formulation and other two deterministic formulations on the corresponding problem size, nonzero elements and solution time by solving some typi  相似文献   

5.
We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.  相似文献   

6.
In this paper, we analyze the global and local convergence properties of two predictor-corrector smoothing methods, which are based on the framework of the method in [1], for monotone linear complementarity problems (LCPs). The difference between the algorithm in [1] and our algorithms is that the neighborhood of smoothing central path in our paper is different to that in [1]. In addition, the difference between Algorithm 2.1 and the algorithm in [1] exists in the calculation of the predictor step. Comparing with the results in [1],the global and local convergence of the two methods can be obtained under very mild conditions. The global convergence of the two methods do not need the boundness of the inverse of the Jacobian. The superlinear convergence of Algorithm 2.1‘ is obtained under the assumption of nonsingularity of generalized Jacobian of Φ(x,y) at the limit point and Algorithm 2.1 obtains superlinear convergence under the assumption of strict complementarity at the solution. The efficiency of the two methods is tested by numerical experiments.  相似文献   

7.
The dynamic conditional correlation(DCC) model has been widely used for modeling the conditional correlation of multivariate time series by Engle(2002). However, the stationarity conditions have been established only recently and the asymptotic theory of parameter estimation for the DCC model has not yet to be fully discussed. In this paper, we propose an alternative model, namely the scalar dynamic conditional correlation(SDCC) model. Sufficient and easily-checked conditions for stationarity, geometric ergodicity, andβ-mixing with exponential-decay rates are provided. We then show the strong consistency and asymptotic normality of the quasi-maximum-likelihood estimator(QMLE) of the model parameters under regular conditions.The asymptotic results are illustrated by Monte Carlo experiments. As a real-data example, the proposed SDCC model is applied to analyzing the daily returns of the FSTE(financial times and stock exchange) 100 index and FSTE 100 futures. Our model improves the performance of the DCC model in the sense that the Li-Mc Leod statistic of the SDCC model is much smaller and the hedging efficiency is higher.  相似文献   

8.
Any weak solution u to the Navier-Stokes equations is showed to be regular under the assumption that ||u|| L 2w (0,T ;L ∞ ( R 3 )) is sufficiently small, which is a limiting case of the regularity criteria derived by Kim and Kozono. Our result gives a positive answer to the question proposed by Kim and Kozono. For the incompressible magnetohydrodynamic equations, we also show the regularity of weak solution only under the assumption that ||u|| L 2w (0,T ;L ∞ ( R 3 )) is sufficiently small.  相似文献   

9.
Flat supersymmetric space-time (x, θ) has been discussed under assumption that the Fermi variables are symplectic vectors only. We have abandoned the traditional assumption, that it must be the spinor representation of Lorentz group, which makes in the usual theory of supersymmetry.The even and odd generators of the ortho-symplectic group OS_p(414) have been calculated concretely in its dyads representation.New superfields, Lagrangian and the action integral, different from the usual theory, have been introduced in this flat case.  相似文献   

10.
This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique.  相似文献   

11.
A system-theoretic approach to cooperation, interaction and allocation is presented that simplifies, unifies and extends the results on classical cooperative games and their generalizations. In particular, a general Weber theory of linear values is obtained and a new theory for local cooperation and general interaction indices is established. The model is dynamic and based on the notion of states of cooperation that change under actions of agents. Careful distinction between “local” states of cooperation and general “system” states leads to a notion of entropy for arbitrary non-negative and efficient allocations and thus to a new information-theoretic criterion for fairness of allocation mechanisms. Shapley allocations, for instance, are exhibited as arising from random walks with maximal entropy. For a large class of cooperation systems, a characterization of game symmetries in terms of λ-values is given. A concept for cores and Weber sets is proposed and it is shown that a Weber set of a game with selection structure always contains the core.  相似文献   

12.
Secondary resonances of piezoelectric/elastic/piezoelectric sandwich beams submitted to active control are studied in this paper. The proportional and derivative nonlinear potential feedback controls via piezoelectric sensor and actuator layers are used. The dynamics of the beam is modelled by a highly nonlinear ordinary-differential equation. The method of multiple scales is applied and approximate solutions are obtained for hard excitations. Analytical frequency and phase-amplitude relationships as well as the time response are explicitly given for various super- and subharmonic resonances. Static and dynamic stability criteria are elaborated and critical displacement and excitation amplitudes associated to the resulting unstable zones are analytically given. The feedback parameters effects on the subharmonic and superharmonic resonances and on their stability are investigated.  相似文献   

13.
A degree elevation formula for multivariate simplex splines was given by Micchelli and extended to hold ]or multivariate Dirichlet splines in [8]. We report similar formulae for multivariate cone splines and box splsplines andines. To this end, we utilize a relation due to Dahmen and Micchelli that connects box cone splines and a degree reduction formulagiven by Cohen, Lyche, and Riesenfeld in [2].  相似文献   

14.
In finance, the explicit modelling of uncertainty takes on a particularly important role. The values of financial derivatives increase in the return volatility of the underlying security. This notion requires a concept of volatility and hence uncertainty. In addition, the choice between modelling in discrete and continuous time is not arbitrary, since it corresponds to a distinction between incomplete and complete markets, respectively, and this distinction matters for asset pricing, financial risk modelling, and inference. Risk and volatility are closely connected, and implied volatility, volatility forecasting, volatility in term structure models, stochastic volatility, and portfolio analysis are considered and related to a more general interplay between cross-sectional and dynamic aspects in finance. Stocks, bonds, and options are considered and placed in the context of efficiency and separation in inference.  相似文献   

15.
赵焕焕  菅利荣  刘勇 《运筹与管理》2020,29(10):190-197
复杂装备研制主体间呈现社会关系、合作关系、协调关系等网络关系,并且相互影响相互作用,其影响复杂装备研制的重要参数。为有效描述在资源环境约束下制造商和供应商的关系,探讨复杂装备研制协调机理与实现路径,本文利用超网络方法,设计了相互影响、相互作用的社会关系网络、协调网络和合作网络的复杂装备研制协调超网络,并将社会关系水平、协调度和合作水平作为超网络的3个决策变量,建立基于关系价值最大、协调成本最低、协调风险最小、合作收益最大、合作风险最小和成本最小等不同偏好下的多目标最优决策模型,构建了复杂装备研制超网络均衡模型,并利用其探讨超网络均衡和实现路径。  相似文献   

16.
Jon Barwise and Jerry Seligman introduced the category of classifications and infomorphisms to model information theoretical concepts and information flow processes. This is the dual category of the category of Chu spaces introduced by Michael Barr and Peter Chu and studied extensively by Vaughan Pratt, Gordon Plotkin and others at Stanford. It is also very closely related to the theory of institutions introduced in a different context by Joseph Goguen and Rod Burstall. Here some aspects of the theory are reviewed and some adjunctions between the category of classifications and other related categories are studied from a more abstract point of view.  相似文献   

17.
A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].  相似文献   

18.
We provide a mathematical dynamic model of athletic performance, fitness and fatigue based on the two well-known principles ‘train to failure’ and ‘use it or lose it’. The anabolic and catabolic processes are modelled with differential equations. Fitness is defined as muscle fitness. We model the work power of any muscle or set of muscles, and the muscle's maximum work power. Parameters are estimated and we present analytical and numerical results. The relationships between performance, fitness and fatigue are demonstrated for various activity scenarios. For example, the model quantifies the exact manner in which the optimal rest period can be determined to maximize the performance on a given day. The model provides realistic predictions, and constitutes a powerful tool which describes the processes by which performance, fitness and fatigue can be regulated and controlled.  相似文献   

19.
This empirical study explores the roles that Emotional Intelligence (EI) and Emotional Self-Efficacy (ESE) play in undergraduates’ mathematical literacy, and the influence of EI and ESE on students’ attitudes towards and beliefs about mathematics. A convenience sample of 93 female and 82 male first-year undergraduates completed a test of mathematical literacy, followed by an online survey designed to measure the students’ EI, ESE and factors associated with mathematical literacy. Analysis of the data revealed significant gender differences. Males attained a higher mean test score than females and out-performed the females on most of the individual questions and the associated mathematical tasks. Overall, males expressed greater confidence in their mathematical skills, although both males’ and females’ confidence outweighed their actual mathematical proficiency. Correlation analyses revealed that males and females attaining higher mathematical literacy test scores were more confident and persistent, exhibited lower levels of mathematics anxiety and possessed higher mathematics qualifications. Correlation analyses also revealed that in male students, aspects of ESE were associated with beliefs concerning the learning of mathematics (i.e. that intelligence is malleable and that persistence can facilitate success), but not with confidence or actual performance. Both EI and ESE play a greater role with regard to test performance and attitudes/beliefs regarding mathematics amongst female undergraduates; higher EI and ESE scores were associated with higher test scores, while females exhibiting higher levels of ESE were also more confident and less anxious about mathematics, believed intelligence to be malleable, were more persistent and were learning goal oriented. Moderated regression analyses confirmed mathematics anxiety as a negative predictor of test performance in males and females, but also revealed that in females EI and ESE moderate the effects of anxiety on test performance, with the relationship between anxiety and test performance linked more to emotional management (EI) than to ESE.  相似文献   

20.
Teachers involved in a Master's level course in diversity participated in virtual, synchronous, anonymized discussions around issues of ethnic and racial diversity, gender, and stereotypes that could impact their students’ participation in fields related to science, technology, engineering, and mathematics (STEM). Guided by theoretical frameworks from Social Cognitive Career Theory (SCCT) and Critical Race Theory (CRT), a convenience sample of 14 science and mathematics teachers participated in a series of virtual chats using open‐ended questioning and facilitated by two university instructors. Using conversation and critical discourse analyses, three primary themes emerged: understanding of issues related to stereotypes, encouragement of females and minorities to pursue careers in STEM, and the place for diversity discussions in science and mathematics classrooms. The teachers felt burdened by curricular and administrative constraints that inhibit their ability to participate in thought‐provoking critical conversations. The paper concludes with a discussion of ways teachers can assist in the STEM career identity development of their underrepresented females and students of color and calls for research that combines the key findings in SCCT and CRT to build confidence and capacity for teachers to effectively confront issues of racism, sexism, and stereotyping in science and mathematics classrooms.  相似文献   

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