Decomposition of ideals into pseudo-irreducible ideals

A proper ideal of a commutative ring is called pseudo-irreducible if it cannot be written as a product of two comaximal proper ideals. In this paper, we give a necessary and su?cient condition for every proper ideal of a commutative ring to be a product of pairwise comaximal pseudo-irreducible ideals. Examples of such rings include Laskerian rings, or more generally J-Noetherian rings and ZD-rings. We study when certain classes of rings satisfy this condition.     

Evaluation and default time for companies with uncertain cash flows

In this study, we propose a modelling framework for evaluating companies financed by random liabilities, such as insurance companies or commercial banks. In this approach, earnings and costs are driven by double exponential jump–diffusion processes and bankruptcy is declared when the income falls below a default threshold, which is proportional to the charges. A change of numeraire, under the Esscher risk neutral measure, is used to reduce the dimension. A closed form expression for the value of equity is obtained in terms of the expected present value operators, with and without disinvestment delay. In both cases, we determine the default threshold that maximizes the shareholder’s equity. Subsequently, the probabilities of default are obtained by inverting the Laplace transform of the bankruptcy time. In numerical applications of the proposed model, we apply a procedure for calibration based on market and accounting data to explain the behaviour of shares for two real-world examples of insurance companies.     

An alternating projected gradient algorithm for nonnegative matrix factorization

Due to the extensive applications of nonnegative matrix factorizations (NMFs) of nonnegative matrices, such as in image processing, text mining, spectral data analysis, speech processing, etc., algorithms for NMF have been studied for years. In this paper, we propose a new algorithm for NMF, which is based on an alternating projected gradient (APG) approach. In particular, no zero entries appear in denominators in our algorithm which implies no breakdown occurs, and even if some zero entries appear in numerators new updates can always be improved in our algorithm. It is shown that the effect of our algorithm is better than that of Lee and Seung’s algorithm when we do numerical experiments on two known facial databases and one iris database.     

On the threshold dividend strategy for a generalized jump-diffusion risk model

In this paper, we generalize the Cramér-Lundberg risk model perturbed by diffusion to incorporate jumps due to surplus fluctuation and to relax the positive loading condition. Assuming that the surplus process has exponential upward and arbitrary downward jumps, we analyze the expected discounted penalty (EDP) function of Gerber and Shiu (1998) under the threshold dividend strategy. An integral equation for the EDP function is derived using the Wiener-Hopf factorization. As a result, an explicit analytical expression is obtained for the EDP function by solving the integral equation. Finally, phase-type downward jumps are considered and a matrix representation of the EDP function is presented.     

Local asymptotics of a Markov modulated random walk with heavy-tailed increments

In this paper, we obtain sufficient and necessary conditions for local asymptotics for the maximum of a Markov modulated random walk with long-tailed increments and negative drifts, where the local asymptotics means asymptotic behaviour of P(· ∈ (x, x + z]) for each z > 0, as x→∞. Our results extend and improve the existing ones in the literature.     

Fundamental groupoids for simplicial objects in Mal'tsev categories

We show that the category of internal groupoids in an exact Mal'tsev category is reflective, and, moreover, a Birkhoff subcategory of the category of simplicial objects. We then characterize the central extensions of the corresponding Galois structure, and show that regular epimorphisms admit a relative monotone-light factorization system in the sense of Chikhladze. We also draw some comparison with Kan complexes. By comparing the reflections of simplicial objects and reflexive graphs into groupoids, we exhibit a connection with weighted commutators (as defined by Gran, Janelidze and Ursini).     

工件的释放时间和加工时间具有一致性的单机在线排序问题研究

工件的释放时间和加工时间具有一致性, 是指释放时间大的工件其加工时间不小于释放时间小的工件的加工时间, 即若$r_{i}\geq r_{j}$, 则$p_{i}\geq p_{j}$。本文在该一致性约束下, 研究最小化最大加权完工时间单机在线排序问题, 和最小化总加权完工时间单机在线排序问题, 并分别设计出$\frac{\sqrt{5}+1}{2}$-竞争的最好可能在线算法。     

On the Product and Factorization of Lattice Implication Algebras

In this paper,the concepts of product and factorization of lattice implication algebra areproposed,the relation between lattice implication product algebra and its factors and some properties oflattice implication product algebras are discussed.     

Two body non-leptonic decaysB →Dπ with heavy quark and chiral symmetry

We have analysed the two body non-leptonic charmed-meson decays of heavyB meson based on the factorization assumption. The transition matrix elements and the corresponding decay widths are calculated in the heavy quark and chiral symmetry limit and the Isgur-Wise function present in the expression is determined by the wave function model of Aliet al. The results obtained are quite interesting and agree reasonably well with the experimental data.