弱1—凸对策及其解的性质

本文提出了一类特殊的ｎ人合作对策模型─—弱１—凸对策，研究了弱１—凸对策的解的性质，并证明弱１—凸对策的解满足所有常见的公理化特征．     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

η-Invariant and Flat Vector Bundles

Abstract We present an alternate definition of the mod Z component of the Atiyah-Patodi-Singer η invariant associated to (not necessary unitary) flat vector bundles, which identifies explicitly its real and imaginary parts. This is done by combining a deformation of flat connections introduced in a previous paper with the analytic continuation procedure appearing in the original article of Atiyah, Patodi and Singer. * Project supported by the Cheung-Kong Scholarship of the Ministry of Education of China and the 973 Project of the Ministry of Science and Technology of China. (Dedicated to the memory of Shiing-Shen Chern)     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

物质纯重力场部分的能量-动量张量研究

认为物质的质量(能量)存在形式可分为两部分，一部分是以纯物质形式存在的，另一部分是以纯重力场形式存在的.物质质量(能量)这两种形式各自对应着相应的能量 动量张量，物质总的能量-动量张量可表示为Tμν=T(Ⅰ)μν+T(Ⅱ)μν,这里，T(Ⅰ)μν，T（Ⅱ）μν分别代表物质纯物质部分和纯重力场部分的能量-动量张量.通过类比电磁理论，定义：ωμ≡-c2gμ0/g00,并引入一个反对称张量Dμν=ωμ/xν-ων/xμ，则物质纯重力场部分的能量-动量张量为T(Ⅱ)μν=(DμρDρν-gμνDαβDαβ/4 关键词： 能量-动量张量 纯重力场 重力场方程 标量重力势 矢量重力势     

Investigation of Scale Exponents of Complete and Incomplete Aggregation-Annihilation Processes

The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained.