带跳的随机比例微分方程的半隐式Euler数值解法(英文)

In this paper,we present the semi-implicit Euler（SIE）numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition.     

对数收益率的偏斜Logistic分布与VaR估计

本文通过直方图和Q-Q图的直观方法展示了上证指数和深证指数的对数收益率具有尖峰厚尾和偏斜的分布特征,利用Shapiro-Wilk正态性检验和Kolmogorov-Smirnov检验等方法检验了对数收益率的分布与正态分布有显著性差异,并以较大的概率水平接受了对数收益率服从偏斜Logistic分布,同时给出了基于偏斜Logistic分布的VaR风险量的估计,结果显示上证指数的风险小于深证指数的风险。     

Spectra of a class of self-affine measures

In the present paper we will study the spectral property of a class of self-affine measures under the condition of compatible pair. We first answer a question of Dutkay and Jorgensen concerning the relationship between spectral self-affine measure and compatible pair. We then consider the spectra of Bernoulli convolutions and obtain a sharp result which extends the corresponding result of Jorgensen, Kornelson and Shuman. Finally, we provide a structural property for the integer spectrum of a spectral self-affine measure.     

A bargaining game model for measuring performance of two-stage network structures

Data envelopment analysis (DEA) is a method for measuring the efficiency of peer decision making units (DMUs), where the internal structures of DMUs are treated as a black-box. Recently DEA has been extended to examine the efficiency of DMUs that have two-stage network structures or processes, where all the outputs from the first stage are intermediate measures that make up the inputs to the second stage. The resulting two-stage DEA model not only provides an overall efficiency score for the entire process, but also yields an efficiency score for each of the individual stages. The current paper develops a Nash bargaining game model to measure the performance of DMUs that have a two-stage structure. Under Nash bargaining theory, the two stages are viewed as players and the DEA efficiency model is a cooperative game model. It is shown that when only one intermediate measure exists between the two stages, our newly developed Nash bargaining game approach yields the same results as applying the standard DEA approach to each stage separately. Two real world data sets are used to demonstrate our bargaining game model.     

A tree search method for the container loading problem with shipment priority

This paper addresses a special kind of container loading problem with shipment priority. We present a tree search method, which is based on a greedy heuristic. In the greedy heuristic, blocks made up of identical items with the same orientation are selected for packing into a container. Five evaluation functions are proposed for block selection, and the different blocks selected by each evaluation function constitute the branches of the search tree. A method of space splitting and merging is also embedded in the algorithm to facilitate efficient use of the container space. In addition, the proposed algorithm covers an important constraint called shipment priority to solve practical problems. The validity of the proposed algorithm is examined by comparing the present results with those of published algorithms using the same data.     

基于未确知测度理论的工业企业经济效益评价

介绍了工业企业经济效益评价的经济指标,建立了基于未确知测度理论的多属性综合评价方法.在确定各评价对象的属性权重时,采用熵值法这一客观性方法来确定.通过实例,将这种方法应用于具体的工业企业经济效益的评价,为评价企业经济效益提供了一种量化处理的方法,从而能够更直观、更合理地分析评价企业的经济效益状况.     

Completely mixed state is a critical point for three-qubit entanglement

Pure three-qubit states have five algebraically independent and one algebraically dependent polynomial invariants under local unitary transformations and an arbitrary entanglement measure is a function of these six invariants. It is shown that if the reduced density operator of a some qubit is a multiple of the unit operator, than the geometric entanglement measure of the pure three-qubit state is absolutely independent of the polynomial invariants and is a constant for such tripartite states. Hence a one-particle completely mixed state is a critical point for the geometric measure of entanglement.     

Optimum packing density and crystal structure of tin-doped indium oxide thin films for high-temperature annealing processes

The influence of high-temperature annealing on the electrical properties and microstructure of tin-doped indium oxide (ITO) thin films was investigated as a function of oxygen gas flow ratio to argon gas during the sputtering deposition. The ITO thin films were annealed at 500 °C in air after the deposition. It was found that the ITO thin films, which were deposited in relatively low oxygen gas flow ratio, exhibited high Hall mobility and low-resistivity after the annealing. Furthermore, the X-ray reflectivity and diffraction measurement revealed that the ITO thin film with low-resistivity after annealing exhibited high packing density, smooth surface and low crystallization degree. It can be considered that the carrier electron scattering was suppressed with increasing in the packing density of the ITO thin film; as a result, the Hall mobility and resistivity were improved.     

Effects of crystalline grain size and packing ratio of self-forming core/shell nanoparticles on magnetic properties at up to GHz bands

Self-forming core/shell nanoparticles of magnetic metal/oxide with crystalline grain size of less than 40 nm were synthesized. The nanoparticles were highly concentrated in an insulating matrix to fabricate a nanocomposite, whose magnetic properties were investigated. The crystalline grain size of the nanoparticles strongly influenced the magnetic anisotropy field, magnetic coercivity, relative permeability, and loss factor (tan δ=μ″/μ′) at high frequency. The packing ratio of the magnetic metallic phase in the nanocomposite also influenced those properties. High permeability with low tan δ of less than 1.5% at up to 1 GHz was obtained in the case of the nanoparticles with crystalline grain size of around 15 nm with large packing ratio of the nanoparticles.