G-旋模型场代数中的对偶定理

设Ｇ是有限群，　Ｈ是Ｇ的子群，Ｄ（Ｇ）为Ｇ的Ｄｏｕｂｌｅ代数，　Ｆ是　Ｇ－旋模型所对应的场代数．　本文考虑Ｄ（Ｇ）的Ｈｏｐｆ子代数Ｄ（Ｈ），证明了Ｆ的Ｄ（Ｈ）不变子空间ＡＨ是Ｃ＊－代数．Ｄ（Ｈ）存在Ｃ＊－表示，使得Ｄ（Ｈ）和ＡＨ互为换位子．     

Modelling of stochastic heat transfer in a solid

The unsteady partial differential equations for expectation and correlation distributions of the stochastic temperature distribution in a solid are obtained, when the coefficients and the source term in the stochastic heat transfer equations are white Gaussian processes. Some solutions of the unsteady partial differential equations for expectation and correlation distributions of stochastic heat transfer are presented.     

Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations

Recently attempts have been made to characterize probability distributions via truncated expectations in both univariate and multivariate cases. In this paper we will use a well known theorem of Lau and Rao (1982) to obtain some characterization results, based on the truncated expectations of a functionh, for the bivariate Gumbel distribution, a bivariate Lomax distribution, and a bivariate power distribution. The results of the paper subsume some earlier results appearing in the literature.     

Conditioning (updating) non-additive measures

Several update rules for non-additive probabilities, among them the Dempster-Shafer rule for belief functions and certain update rules in the spirit of Bayesian statistics with multiple prior probabilities, are reviewed, investigated and compared with each other. This is done within the unifying framework of general, non-additive measure and integration theory. The methods exposed here are capable of generalizing conditional expectation of random variables to the sub-modular or supermodular case at least if the given algebra is finite.     

人寿保险中赔偿金的确定问题

本文应用概率论知识解决了人寿保险业务中四种不同情况下赔偿金的确定问题，并解决了当赔偿金确定后，保险公司的期望盈利问题和达到预期盈利所担风险问题。     

A characterization of spherical distributions

It is shown that when the random vector X in Rⁿ has a mean and when the conditional expectation E(u′X|v′X) = 0 for all vectors u, v Rⁿ which satisfy u′v = 0, then the distribution of X is orthogonally invariant. A version of this characterization is also established when X does not have a mean vector.     

连续型指数差分布

本文提出了一个连续型随机变量的概率分布:指数差分布。讨论了该分布的极值、拐点、数学期望和方差,推导了参数的矩估计公式,探讨了该分布与指数分布的关系,给出了该分布在药代动力学中的应用。     

EXISTENCE OF POSITIVE SOLUTIONS TO(n-1,1)CONJUGATE BOUNDARY VALUE PROBLEMS

1IntroductionInarecentpaper[fi,P.W.EloeandJ.Hendersonstudiedtheexistenceofpositivesolutionsofthefollowingnonlinear(n--l,l)conjugateboundaryvalueproblem'TheworkwassupportedbyNSFofHeilonaiiangandNNSFofChinawheref:[0,co)-[0,co),a:[0,l]-[0,co)arecontinuousand…     

Characterizing priors by posterior expectations in multiparameter exponential families

Summary Exploiting the notion of identifiability of mixtures of exponential families with respect to a vector parameter θ, it is shown that the posterior expectation of θ characterizes the prior distribution of θ. The result is applied to normal and negative multinomial distributions.