涉及多个函数的Hardy型积分不等式

利用权系数方法和Fubini定理,研究涉及多个函数的Hardy型积分不等式,得到若干新的结果．     

On the nullity of bicyclic graphs

The nullity of a graph is the multiplicity of the eigenvalue zero in its spectrum. In this paper, we obtain the nullity set of bicyclic graphs of order n, and determine the bicyclic graphs with maximum nullity.     

中国股市收益率分布特征的实证研究

金融数据除了具有尖峰厚尾特性以外,也表现出了尾部概率的非对称性,即偏尾特征。本文采用非对称Lap lace分布对我国沪深股市的样本收益率数据进行了实证分析,研究表明,我国股市的中长期收益率数据存在明显偏尾特征,与Compell的行为金融学解释恰恰相反,这种偏尾特征的具体表现不是左尾比右尾厚,而是右尾比左尾厚,研究还表明深市收益率偏尾特征对时间水平的灵敏度比沪市要高。     

代数体函数的一个不等式

本文推广了代数体函数第二基本定理,该推广形式在某种意义下以亚纯函数的Hayman不等式为其特例.     

Geometric ergodicity of the Gibbs sampler for the Poisson change-point model

Poisson change-point models have been widely used for modelling inhomogeneous time-series of count data. There are a number of methods available for estimating the parameters in these models using iterative techniques such as MCMC. Many of these techniques share the common problem that there does not seem to be a definitive way of knowing the number of iterations required to obtain sufficient convergence. In this paper, we show that the Gibbs sampler of the Poisson change-point model is geometrically ergodic. Establishing geometric ergodicity is crucial from a practical point of view as it implies the existence of a Markov chain central limit theorem, which can be used to obtain standard error estimates. We prove that the transition kernel is a trace-class operator, which implies geometric ergodicity of the sampler. We then provide a useful application of the sampler to a model for the quarterly driver fatality counts for the state of Victoria, Australia.     

Chaos expansion and asymptotic behavior of the Pareto distribution

We give the chaos expansion of a random variable with Pareto distribution and we analyze, by using the Malliavin calculus, the convergence in the distribution of a sequence of random variable with Pareto distribution toward the standard exponential law.     

Domain decomposition method for a system of quasivariational inequalities

We propose a domain decomposition method for a system of quasivariational inequalities related to the HJB equation. The monotone convergence of the algorithm is also established.     

两类健康评价指标的一致性研究

以我国第三次卫生服务调查中关于人群健康状况的数据为基础,研究了两类健康评价指标的一致性.一类是基于自评健康状况询问结果的主观定性数据,一类是基于包括慢性病患病率等五个指标的客观数据.一致性检验研究发现,尽管这两类指标均采用加权的方法构造,但对人群健康评价的结果却并不一致,从而提示在健康评价研究中指标选择的重要性.     

Existence of limit cycles in general planar piecewise linear systems of saddle–saddle dynamics

The existence and number of limit cycles in a class of general planar piecewise linear systems constituted by two linear subsystems with saddle–saddle dynamics are investigated. Using the Liénard-like canonical form with seven parameters, the parametric regions of the existence of limit cycles are given by constructing proper Poincaré maps. In particular, the existence of at least two limit cycles is proved and some parameter regions where two nested limit cycles exist are given.     

两服务商竞争的研发外包知识转移信息披露决策

针对两服务商竞争的研发外包知识转移,考虑两个服务商知识吸收能力、信息获取能力均不同,且信息劣势方不知道信息优势方的知识吸收能力。通过建立以企业为领导者,两个服务商为跟随者的Stackelberg主从博弈模型,研究了企业和信息优势方的知识吸收能力披露决策,以及信息劣势方的信息处理决策,并用算例对结论加以说明。研究表明:仅当知识吸收能力较弱的服务商索取的单位报酬相对较低时,企业应披露信息优势方的知识吸收能力;仅当信息优势方知识吸收能力较弱时,其应披露自身知识吸收能力;信息劣势方应始终遵循信息优势方的信息披露策略;各方信息披露决策对企业和服务商均有不同影响。