基于RBC模型的动态随机一般均衡的数值解

以一般均衡为框架,引入随机变量的动态随机一般均衡系统,由于模型的庞大和函数形式的复杂,往往不能给出明确的数值解.本文给出几种操作性强的、有效的寻求一般化模型数值解的方法,并通过介绍模型参数确定的办法,使得理论的模型有了现实的含义.     

Regularization of some linear ill-posed problems with discretized random noisy data

For linear statistical ill-posed problems in Hilbert spaces we introduce an adaptive procedure to recover the unknown solution from indirect discrete and noisy data. This procedure is shown to be order optimal for a large class of problems. Smoothness of the solution is measured in terms of general source conditions. The concept of operator monotone functions turns out to be an important tool for the analysis.

     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

重离子治疗计划系统的构想

对重离子柬治癌的优势进行简要的回顾，并着重介绍了用于重离子放射治疗的治疗计划系统。治疗计划系统是一套软件系统，不同的硬件设施应有与其相匹配的软件系统，即治疗计划系统。在此基础上，针对兰州重离子加速器的特点提出一些关于治疗计划系统方面的构想。After a brief review concerning the advantages of heavy ions in radiotherapy, more interests are concentrated on treatment planning system （TPS） for heavy ion radiotherapy. Compared to the hardware devices such as accelerator and beam delivery system, the TPS is a set of software system, and different therapy facilities require their corresponding TPSs. Based on the specialities of the Heavy Ion Research Facility in Lanzhou （HIIRFL）, some suggestions on the TPS for tumor therapy at HIRFL finally are given.     

数学物理方程中的通解问题

通过例证说明,通解法对于偏微分方程而言,其适用范围要比通常认为的大.并表明,只要适当变通,行波法就可用于有界情况.     

Lie Symmetry and Conserved Quantities for Nonholonomic Vacco Dynamical Systems

In this paper the Lie symmetry and conserved quantities for nonholonomic Vacco dynamical systems are studied. The determining equation of the Lie symmetry for the system is given. The general Hojman conserved quantity and the Lutzky conserved quantity deduced from the symmetry are obtained.     

Nonparametric Density Estimation in Hidden Markov Models

Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study the kernel estimate of the density of the observed variables { Y n }when a 'stable' status is reached.     

Quintessence and Dark Matter Created by Weyl–Dirac Geometry

A spatially closed universe undergoing at present accelerated expansion, having a non-vanishing cosmological constant, and filled with luminous- and dark matter is described in terms of the Integrable Weyl–Dirac theory. It is shown that, during the dust-dominated period, dark matter and the quintessence pressure, the latter giving rise to acceleration: both are created by the Dirac gauge function. The behavior of two models: a nearly flat one and a well closed are considered in appropriate gauges, and plausible scenarios are obtained. The outcome of the present paper, together with results of a previous work,⁽³¹⁾ provide a geometrically based, classical, singularity-free model of the universe, that has originated from a pure geometric Weyl–Dirac entity, passed a prematter period, the radiation-dominated era, and continues its development in the present dust period.