鞅方法在一类破产问题中的应用

本文从鞅条件出发 ,推导出了总理赔过程分别为复合 Poisson过程与复合二项过程 ,利率强度波动为带跳的 Poisson过程情形下的调节方程 ,并由此得到了一些有趣的结果。     

Isoscaling of the Fission Fragments with Langevin Equation

The Langevin equation is used to simulate the fission process of ^112Sn ^112Sn and ^116Sn ^116Sn. The mass distribution of the fission fragments are given by assuming the process of symmetric fission or asymmetric fission with the Gaussian probability sampling. The isoscaling behaviour has been observed from the analysis of fission fragments of both the reactions, and the isoscaling parameter α seems to be sensitive to the width of fission probability and the beam energy.     

Δ—scaling and Information Entropy in Ultra—Relativistic Nucleus—Nucleus Collisions

The Δ-scaling method has been applied to ultra-relativistic p p,C C and Pb Pb collision data simulated using a high-energy Monte Carlo package,LUCIAE 3.0.The Δ-scaling is found to be valid for some physical variables,such as charged particle multiplicity,strange particle multiplicity and number of binary nucleon-nucleon-nucleon collisions from these simulated nucleus-nucleus collisions over an extended energy ranging from E1ab=20 to 200A GeV.In addition we derive the information entropy from the multiplicity distribution as a function of beam energy for these collisions.     

具连续分布滞量的非线性中立型抛物偏泛函微分方程的振动性

考虑一类具连续分布滞量的非线性中立型抛物偏泛函微分方程解的振动性,借助Green定理和时滞微分不等式获得了这类方程在Robin,Dirichlet边值条件下所有解振动的若干充分条件.     

医疗保险索赔数据的广义Pareto分布拟合

How to choose an optimal threshold is a key problemin the generalized Pareto distribution (GPD) model.This paper attains the exactthreshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.     

Dynamical Convergence Trajectory in Networks

It is well known that topology and dynamics are two major aspects to determine the function of a network. We study one of the dynamic properties of a network： trajectory convergence, i.e. how a system converges to its steady state. Using numerical and analytical methods, we show that in a logical-like dynamical model, the occurrence of convergent trajectory in a network depends mainly on the type of the fixed point and the ratio between activation and inhibition links. We analytically proof that this property is induced by the competition between two types of state transition structures in phase space： tree-like transition structure and star-like transition structure. We show that the biological networks, such as the cell cycle network in budding yeast, prefers the tree-like transition structures and suggest that this type of convergence trajectories may be universal.     

酵母蛋白质网络的动力学性质

蛋白质-蛋白质、蛋白质-DNA相互作用网络决定了细胞中各种关键功能的执行．基于芽殖酵母(budding yeast saccharomyces cerevisiae)的蛋白质-蛋白质相互作用网络数据和相关的实验文献，我们建立了调控细胞周期和生命周期(cell cycle and life cycle)的蛋白质网络，并利用离散模型研究了该网络的动力学性质，研究表明：细胞周期网络的动力学性质具有很强的稳定性，约94％的蛋白质初态将演化到对应于生物学G1基态的稳定态，使其成为惟一的全局吸引点；同时，绝大多数的初态的演化路径都通过由G1激发态到G1基态的细胞周期演化路径，使细胞周期路径成为全局性的“吸引”路径。     

背景光光伏效应对屏蔽-光伏空间孤子的影响

在光伏晶体两端外加一恒定的直流偏压，背景光的光伏效应对形成屏蔽-光伏孤子的空间电荷场没有影响，但对晶体中的电流有影响.如果外电源的电动势是恒定的，则背景光的光伏效应与外电路的电阻协同起作用，可以通过晶体两端的电压降影响晶体中的空间电荷场，进而影响空间孤子的宽度.在一定的条件下甚至可以实现亮、暗孤子的转换. 关键词： 屏蔽-光伏 空间孤子 孤子宽度 亮暗孤子转换