Existence and Limiting Behavior of Trajectories Associated with P0-equations

Given a continuous P₀-function F : Rⁿ Rⁿ, we describe a method of constructing trajectories associated with the P₀-equation F(x) = 0. Various well known equation-based reformulations of the nonlinear complementarity problem and the box variational inequality problem corresponding to a continuous P₀-function lead to P₀-equations. In particular, reformulations via (a) the Fischer function for the NCP, (b) the min function for the NCP, (c) the fixed point map for a BVI, and (d) the normal map for a BVI give raise to P₀-equations when the underlying function is P₀. To generate the trajectories, we perturb the given P₀-function F to a P-function F(x, ); unique solutions of F(x, ) = 0 as varies over an interval in (0, ) then define the trajectory. We prove general results on the existence and limiting behavior of such trajectories. As special cases we study the interior point trajectory, trajectories based on the fixed point map of a BVI, trajectories based on the normal map of a BVI, and a trajectory based on the aggregate function of a vertical nonlinear complementarity problem.     

A Shifted-Barrier Primal-Dual Algorithm Model for Linearly Constrained Optimization Problems

In this paper we describe a Newton-type algorithm model for solving smooth constrained optimization problems with nonlinear objective function, general linear constraints and bounded variables. The algorithm model is based on the definition of a continuously differentiable exact merit function that follows an exact penalty approach for the box constraints and an exact augmented Lagrangian approach for the general linear constraints. Under very mild assumptions and without requiring the strict complementarity assumption, the algorithm model produces a sequence of pairs converging quadratically to a pair where satisfies the first order necessary conditions and is a KKT multipliers vector associated to the linear constraints. As regards the behaviour of the sequence x ^k alone, it is guaranteed that it converges at least superlinearly. At each iteration, the algorithm requires only the solution of a linear system that can be performed by means of conjugate gradient methods. Numerical experiments and comparison are reported.     

On pointwise convergence of Fourier series of radial functions in several variables

We prove the pointwise convergence of the Fourier series for radial functions in several variables, which in the case is the Dirichlet-Jordan theorem itself. In our proof the method for the case of the indicator function of the ball is very useful.

     

Smoothness in Bayesian Non-parametric Regression with Wavelets

Consider the classical nonparametric regression problem y_i = f(t_i) + _ii = 1,...,n where t_i = i/n, and _i are i.i.d. zero mean normal with variance ². The aim is to estimate the true function f which is assumed to belong to the smoothness class described by the Besov space B _pq ^q . These are functions belonging to L_p with derivatives up to order s, in L_p sense. The parameter q controls a further finer degree of smoothness. In a Bayesian setting, a prior on B _pq ^q is chosen following Abramovich, Sapatinas and Silverman (1998). We show that the optimal Bayesian estimator of f is then also a.s. in B _pq ^q if the loss function is chosen to be the Besov norm of B _pq ^q . Because it is impossible to compute this optimal Bayesian estimator analytically, we propose a stochastic algorithm based on an approximation of the Bayesian risk and simulated annealing. Some simulations are presented to show that the algorithm performs well and that the new estimator is competitive when compared to the more standard posterior mean.     

光学传递函数测定计算机仿真实验系统

在５８６微机上的Ｗｉｎ ９５／ＮＴ操作系统环境下实现了光学系统传递函数测定的仿真实验,克服了因缺少光学传递函数测定仪而无法开设实验的困难。本文阐述了光学传递函数测定实验计算机仿真系统的实验原理与步骤,以及软件结构与特点。     

Schrödinger Operators with Empty Singularly Continuous Spectra

Let H be a semibounded perturbation of the Laplacian H ₀ in L ²( ^d ). For an admissible function sufficient conditions are given for the completeness of the scattering system (H), (H ₀). If is the exponential function and if e^{– H} is an integral operator we denote the kernel of the difference D = e^{– H} – e^{– H} ₀ by D (x, y), > 0. The singularly continuous spectrum of H is empty if^d dx ^d dy |D(x,y)| (1 + |y|²)< for some > 1. This result is applied to potential perturbations and to perturbations by imposing Dirichlet boundary conditions.     

Integrated squared error of kernel-type estimator of distribution function

Let X ₁ ,...,X _n be a random sample drawn from distribution function F(x) with density function f(x) and suppose we want to estimate X(x). It is already shown that kernel estimator of F(x) is better than usual empirical distribution function in the sense of mean integrated squared error. In this paper we derive integrated squared error of kernel estimator and compare the error with that of the empirical distribution function. It is shown that the superiority of kernel estimators is not necessarily true in the sense of integrated squared error.     

On Zagier’s cusp form and the Ramanujan τ function

Zagier constructed a cusp form for each weightk of the full modular group. We use this construction to estimate Fourier coefficients of cusp forms. In particular, we get a non-trivial estimate, by elementary methods and indicate a relationship with the Lindelof hypothesis for classical Dirichlet L-functions. Dedicated to the memory of Professor K G Ramanathan     

Box-Jenkins方法在银行业市盈率预测中的应用

试用比较先进的Box-Jenkins时间序列分析方法对上市银行市盈率的历史数据进行分析,建立银行业盈利预测的ARIMA模型对我国行业经济进行分析。     

关于积分上限函数的几个定理

变上限积分是积分学的一个重要理论，其运算结果仍以函数的形式体现．研究这类函数，得出几个颇有理论意义的定理。