Kumaraswamy Binomial分布

在Binomial模型中考虑over-dispersion时,每一个独立事件成功的概率通常被视为一个连续随机变量.在本文中,我们提出了成功概率服从Kumaraswamy分布的混合Binomial模型.讨论了这个模型的随机序和相依性;并用数据来拟合这些模型,数值计算结果表明在拟合某些数据时KB模型比BB模型拟合效果更好.     

Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation

This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued random variables with dominated variation, where the weights form another sequence of nonnegative random variables. The result we obtain extends the corresponding result of Wang and Tang[7].     

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

In this article, we obtain the large deviations and moderate deviations for negatively dependent (ND) and non-identically distributed random variables defined on (-∞, +∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure.     

基于相依函数型数据非参数回归函数的稳健核估计

本文研究了基于相依函数型数据非参数回归函数的核估计.利用稳健的方法,在一定条件下获得了与i.i.d.场合下类似的估计量的几乎完全收敛速度,推广了现有文献中的相关结论.     

具线性退化特征场对角型方程组Goursat问题的奇性形成机制

For an inhomogeneous quasilinear hyperbolic system of diagonal form, under the assumptions that the system is linearly degenerate and the C^1 norm of the boundary data is bounded, we show that the mechanism of the formation of singularities of C^1 classical solution to the Goursat problem with C^1 compatibility conditions at the origin must be an ODE type. The similar result is also obtained for the weakly discontinuous solution with C^0 compatibility conditions at the origin.     

基于傅里叶级数展开式的有效期权定价方法

A novel option pricing method based on Fourier-cosine series expansion was proposed by Fang and Oosterlee. Developing their idea, three new option pricing methods based on Fourier, Fourier-cosine and Fourier-sine series expansions are presented in this paper, which are more efficient when the option prices are calculated with many strike prices. A series of numerical experiments under different exp-L~vy models are also given to compare these new methods with the Fang and Oosterlee＇s method and other methods.     

奇异微分方程的广义Sturm--Liouville边值问题正解的存在性

By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular differential equation with a parameter. Some sufficient conditions for the existence of positive solutions are established. In the last section, an example is presented to illustrate the applications of our main results.     

交换环上矩阵代数的局部化导子

Let R be a commutative ring with identity, Nn（R） the matrix algebra consisting of all n × n strictly upper triangular matrices over R. Several types of proper local derivations of Nn（R） （n ≤ 4） are constructed, based on which all local derivations of Nn（R） （n ≤ 4） are characterized when R is a domain.     

涉及微分多项式的亚纯函数分担值问题

This paper is devoted to studying the relationship between meromorphic functions f（z） and g（z） when their differential polynomials satisfy sharing condition weaker than sharing one value IM.     

完全非正规Toeplitz算子

In this paper, we show that the hyponormal Toeplitz operator Tφ with trigonometric polynomial symbol φ is either normal or completely non-normal. Moreover, if Tφ is non-normal, then Tφ has a dense set of cyclic vectors. Some general conditions are also considered.