中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

Some inequalities for characteristic functions. II

Recently we established Matysiak and Szablowski's conjecture [V. Matysiak, P.J. Szablowski, Theory Probab. Appl. 45 (2001) 711-713] about a lower bound of real-valued characteristic functions. In this paper, applying an alternative approach we are able to give explicitly the ranges of argument for which the obtained inequalities hold true for general characteristic functions.     

On the approximation of convex functions by Bernstein-type operators

As a consequence of Jensen's inequality, centered operators of probabilistic type (also called Bernstein-type operators) approximate convex functions from above. Starting from this fact, we consider several pairs of classical operators and determine, in each case, which one is better to approximate convex functions. In almost all the discussed examples, the conclusion follows from a simple argument concerning composition of operators. However, when comparing Szász-Mirakyan operators with Bernstein operators over the positive semi-axis, the result is derived from the convex ordering of the involved probability distributions. Analogous results for non-centered operators are also considered.     

Determination of generalized quadrangles with distinct elation points

In this paper, we classify the finite generalized quadrangles of order (s,t), s,t > 1, which have a line L of elation points, with the additional property that there is a line M not meeting L for which {L, M} is regular. This is a first fundamental step towards the classification of those generalized quadrangles having a line of elation points. Mathematics Subject Classification (2000): 51E12, 51E20, 20B25, 20E42     

单调和Fuzzy单调变分不等式的补偿方法

在实自反Banach空间,用补偿方法研究单调和Fuzzy单调广义非线性变分不等式,得到了几个解的存在性定理.改进和推广了Browder,Pascali-Sburlan,Zhang等人的各种结果.     

凸域内弦的平均长度

本文研究了凸域内弦的平均长度.通过广义支持函数与凸域的弦幂积分,建立了凸域内弦的平均长度的一般公式,并用此公式得出了圆域和矩形域内弦的平均长度.     

The Generalized West Decomposition of Operators and Other Compact Perturbation Problems

This paper introduces the concept of the generalized Riesz operators and the concept of the generalized West decomposition of a general operator which generalizes the definition of the West decomposition of Riesz operators, and proves that the following three statements are equivalent on a general Banach space： （a） Every generalized Riesz operator has the generalized West decomposition; （b） Every operator makes strong Stampfli theorem true; Every operator has Apostol＇s compact correction.     

对称矩阵与反对称矩阵广义特征值反问题的拓广

定义了上三角等次对角线矩阵和上三角交错次对角线矩阵;讨论了矩阵方程AX-XA=0的对称解与AX XA=0的反对称解.在此基础上考虑了以下问题的可解性:给定A∈Rn×m,D∈Rm×m,分别求X,Y∈SRn×n和X,Y∈ASRn×n,使得XA=YDA.     

非对称三态叠加多模泛函叠加态光场的高次压缩——广义电场分量的不等幂次和压缩效应研究

多模真空态|{0j}〉q与两个空间强度分布特征不同的多模复共轭泛函相干态|{f(j a)*(x,y,z)}〉q和|{f(j b)*(x,y,z)}〉q的线性叠加组成的三态叠加多模泛函叠加态光场|ψ(f3)〉q,利用多模压缩态理论,研究了态|ψ(f3)〉q中广义电场分量的不等幂次高次和(H)压缩特性.结果表明:在一定的条件下,态|ψ(f3)〉q的广义电场分量可呈现出周期性变化的任意奇数次和任意偶数次的不等幂次高次H压缩效应;光场的经典振幅和经典初始相位的任意非对称空间分布特征对其压缩程度和压缩深度等压缩特性将产生直接的影响.