Q过程的不变分布(Ⅱ)

设E为一个可数集,Q=（qi,j;i,j∈E）为E×E上的矩阵,满足m为E上的概率分布满足何时存在Q过程,使得m是它的不变分布? 这个问题由Williams（1979）作为一个开问题提出.文[15]对全稳定情形,解决了这个问题;本文对单瞬时情形,完整地解决了该问题.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

(Anti-)de Sitter Black Hole Entropy and Generalized Uncertainty Principle

We generalize the method that is used to study corrections to Cardy-Verlinde formula due to generalized uncertainty principle and discuss corrections to Cardy-Verlinde formula due to generalized uncertainty principle in (anti)-de Sitter space. Because in de Sitter black hole spacetime the radiation temperature of the black hole horizon is different from the one of the cosmological horizon, this spacetime is a thermodynamical non-equilibrium spacetime.     

Irregularities of distribution with respect to strips

Summary A lower bound is established for the strip discrepancy of a broad class of point distributions. The bound implies unbounded strip discrepancy for equally weighted point distributions under favorable conditions. The methods of proof use notions from integral geometry.     

Heuristic Solution Methods for the Multilevel Generalized Assignment Problem

The multilevel generalized assignment problem is a problem of assigning agents to tasks where the agents can perform tasks at more than one efficiency level. A profit is associated with each assignment and the objective of the problem is profit maximization. Two heuristic solution methods are presented for the problem. The heuristics are developed from solution methods for the generalized assignment problem. One method uses a regret minimization approach whilst the other method uses a repair approach on a relaxation of the problem. The heuristics are able to solve moderately large instances of the problem rapidly and effectively. Procedures for deriving an upper bound on the solution of the problem are also described. On larger and harder instances of the problem one heuristic is particularly effective.     

Schrödinger Uncertainty Relations and Physical Features of Correlated-Coherent States

We show that the difference between the Schrödinger uncertainty relations (UR) and the Heisenberg UR is fundamental. We propose a modified version of stochastic mechanics that allows clearly demonstrating that the contributions from the anticommutator and the commutator to the Schrödinger UR are equally important. A classification of quantum states minimizing the Schrödinger UR at an arbitrary instant is proposed. We show that the correlation of the coordinate and momentum fluctuations in such correlated-coherent states (CCS) is largely determined by the contributions from not only the commutator but also the anticommutator of the corresponding operators. We demonstrate that the character of this correlation changes qualitatively in time from the antiphase correlation typical for the Heisenberg UR to the inphase correlation for which the contribution from the anticommutator is decisive. We comparatively analyze properties of a free microparticle and a quantum oscillator in CCS and show that the CCS correspond to traveling-standing de Broglie waves in both models.     

Stable multi-sets

In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are equivalent to stable sets.  For the stable multi-set problem, we derive reduction rules and study the associated polytope. We state necessary and sufficient conditions for the extreme points of the linear relaxation to be integer. These conditions generalize the conditions for the stable set polytope. Moreover, the classes of odd cycle and clique inequalities for stable sets are generalized to stable multi-sets and conditions for them to be facet defining are determined.  The study of stable multi-sets is initiated by optimization problems in the field of telecommunication networks. Stable multi-sets emerge as an important substructure in the design of optical networks. Received: February 14, 2001/Revised version: September 7, 2001     

On a poisson reduction for Gel'fand-Zakharevich manifolds

We formulate and discuss a reduction theorem for Poisson pencils associated with a class of integrable systems, defined on bi-Hamiltonian manifolds, recently studied by Gel'fand and Zakharevich. The reduction procedure is suggested by the bi-Hamiltonian approach to the separation of variables problem.     

来自磁光阱中冷原子团的荧光干涉条纹及其应用

实验观察来自磁光阱中冷原子团的荧光经真空系统窗口的平板玻璃反射产生的干涉条纹，理论分析表明从从荧光干涉条纹的强度分布可获得关于俘获原子总数以及密度分布的信息。采用该方法实测了俘获原子总数，并模拟得到了不同密度分布时条纹的对比度变化。