多元Copula密度估计的小波局部阈值方法

为了量化资产之间相依结构的局部特征,本文将小波阈值规则引入Copula参数估计,提出多元Copula密度的小波局部阈值估计量,发现Copula密度的光滑度指数、维数和采样容量是影响估值精度的重要因素,这一点也得到了以正态Copula为仿真算例的支持。本方法增强了参数Copula建模的局部自适应能力,进而有助于改进资产的市场风险估值与最优化配置。     

LOCALLY STABILIZED FINITE ELEMENT METHOD FOR STOKES PROBLEM WITH NONLINEAR SLIP BOUNDARY CONDITIONS

Based on the low-order conforming finite element subspace （Vh, Mh） such as the P1-P0 triangle element or the Q1-P0 quadrilateral element, the locally stabilized finite element method for the Stokes problem with nonlinear slip boundary conditions is investigated in this paper. For this class of nonlinear slip boundary conditions including the subdifferential property, the weak variational formulation associated with the Stokes problem is an variational inequality. Since （Vh, Mh） does not satisfy the discrete inf-sup conditions, a macroelement condition is introduced for constructing the locally stabilized formulation such that the stability of （Vh, Mh） is established. Under these conditions, we obtain the H1 and L2 error estimates for the numerical solutions.     

具有非局部时滞的扩散Nicholson苍蝇方程的波前解

研究了具有非局部时滞的扩散Nicholson苍蝇方程,其中时滞由一个定义在所有过去时间和整个一维空间区域上的积分卷积表示.当时滞核是强生成核时,根据线性链式技巧和几何奇异扰动理论,获得了小时滞时波前解的存在性.     

块体金属玻璃的剪切带行为

0 引言 玻璃态物质以纷繁多样的形式广泛存在于自然与科技技术领域[1-3].除了人们熟知的门窗上的硅酸盐无机玻璃、各种塑料制品的高聚物玻璃外,玻璃态还与光纤通讯、生物制品和生化药剂的保鲜存储、极端干燥条件下昆虫活性的保持等这些鲜为人知的方面密切相关.     

On the order of summability of the Fourier inversion formula

In this article we show that the order of the point value, in the sense of Łojasiewicz, of a tempered distribution and the order of summability of the pointwise Fourier inversion formula are closely related. Assuming that the order of the point values and certain order of growth at infinity are given for a tempered distribution, we estimate the order of summability of the Fourier inversion formula. For Fourier series, and in other cases, it is shown that if the distribution has a distributional point value of order k, then its Fourier series is e.v. Cesàro summable to the distributional point value of order k+1. Conversely, we also show that if the pointwise Fourier inversion formula is e.v. Cesàro summable of order k, then the distribution is the (k+1)-th derivative of a locally integrable function, and the distribution has a distributional point value of order k+2. We also establish connections between orders of summability and local behavior for other Fourier inversion problems.     

Characterizing localization properties of two spinless electrons in a one-dimensional Harper model with concurrence

By mapping the Fock space of many local fermionic modes isomorphically onto a many-qubit space and using the measure of concurrence, this paper studies numerically the mode entanglement of two spinless electrons with on-site interaction U moving in the one-dimensional Harper model. Generally speaking, for electrons in extended regimes （potential parameter λ 〈 2）, the spectrum-averaged concurrence N（C） first decreases slowly as A increases until its local minimum, then increases with λ until its peak at λ = 2, while for electrons in localized regimes （λ 〉 2）, N（C） decreases drastically as λ increases. The functions of N（C） versus λ are different for electrons in extended and localized regimes. The maximum of N（C） occurs at the point λ= 2, which is the critical value in the one-dimensional singleparticle Harper model. From these studies it can distinguish extended, localized and critical regimes for the two-particle system. It is also found for the same λ that the interaction U always induce the decreases of concurrence, i.e., the concurrence can reflect the localization effect due to the interaction. All these provide us a new quantity to understand the localization properties of eigenstates of two interacting particles.     

L－Fuzzy拓扑空间中一种新型的强F仿紧性

本文引入一种新型的强Ｆ仿紧性─—Ⅲ型强Ｆ仿紧性，它是基于α－局部有限族概念提出的，这种α－局部有限族概念可用于刻划强Ｆ可数紧性。     

关于Hilbert空间单位球面上等距延拓的注记

本文指出,文[1]中有关在单位球面S1[H]上的1-Lipschitz假设条件减弱为“局部1-Lipschitz”条件时,那里的等距定理仍然成立.     

B值随机变量序列的局部收敛性及大数定律

本文主要讨论了Ｂ值随机变量序列的局部收敛及大数定律与Ｂａｎａｃｈ空间几何特征的依赖关系，同时用Ｂ值随机变量序列的局部收敛性及大数定律刻划了Ｂａｎａｃｈ空间的一致光滑性。     

独立随机游动Poisson系统的中偏差

本文证明独立随机游动Ｐｏｉｓｓｏｎ系统在一个有限集上的平均粒子密度的中偏差估计成立。