On some measures and distances for positive random variables

A number of conventional measures of risk as real‐valued functions on the space of positive random variables are considered: the expected shortfall, the mean excess over the threshold, the stop‐loss and some others. Ordering of risks, based on these measures and the distances between corresponding distribution functions, are described. The perturbed measures, describing the effect of changing environment, are discussed. These measures are defined by the accelerated life and proportional hazards models widely used in reliability and survival analysis. The case of a random environment is of a prime interest in the paper. The main result states that if, for instance, the stochastic environment is ‘neutral in expectation’ with respect to the baseline one, the distance between the corresponding distribution functions can be still sufficiently large. Copyright © 2003 John Wiley & Sons, Ltd.     

A Markov Model of Production, Trade, and Money: Theory and Artificial Life Simulation

The paper generalizes the Kiyotaki-Wright trade model by treatingthe trading period as a finite game, so Nash's theorem can be used to provethe existence of equilibrium, and by treating the economy as a Markovprocess, so an ergodic theorem can be used to show the existence ofequilibria with desirable properties (e.g., in which money exists). A Markovmodel of trade also allows us to add complexity to the economy withoutadding corresponding complexity to the analysis of the model's properties.The paper also provides artificial life simulations of the Markov economysuggesting that monetary equilibria are dynamically stable and do notrequire high levels of learning or information processing on the part ofagents.     

Spherophylon,the concept of life at a level higher than that of the individual

A new term, spherophylon, indicates a unit of life higher than the individual level. To define this term, critical notes are given on the meaning of age in terms of life, the interrelationships among the elements of biodiversity, and an analogy of development between the multicellular body of an individual and the spherophylon. Life is compared at various levels; at the level of the cell, the individual as a multicellular organism, and the spherophylon. The biology of the spherophylon is discussed in the context of integrative biology.     

一种超高耐久混凝土——梯度结构混凝土

分析超高耐久混凝土的研究现状,提出了一种高耐久、低成本的超高耐久混凝土--梯度结构混凝土(Gradient Structural Concrete,简称GSC),采用电量法和氯离子扩散系数法来评价梯度结构混凝土的抗氯离子渗透性能,最后进行梯度结构混凝土的寿命预测与成本分析.结果表明,高性能混凝土(High Performance Concrete,简称HPC)、无细观界面过渡区水泥基复合材料(Meso-interfacial transition zone-free cement-based materials,简称 MIF)和梯度结构混凝土MIF-HPC的6 h导电量和氯离子扩散系数的排列顺序均为:HPC>MIF-HPC>MIF,其抗氯离子渗透性能排列顺序为:MIF>MIF-HPC>HPC.梯度结构混凝土的成本会有所增加,但由于其氯离子渗透性能大幅降低,其使用寿命得到大幅延长,使得其年损耗费用大幅下降.     

动态资产份额定价理论模型

运用倒向随机微分方程数学方法 ,建立了动态资产份额定价理论模型 .这一模型是资产份额定价法的改进 .求解模型得到动态资产份额定价理论公式 ,并得出结论 :资产份额定价公式完全可以作为特例 ,以离散时间意义和在不考虑动态投资的情况下 ,由动态资产份额定价理论公式得到 .     

A stochastic theory of cumulative fatigue damage

A stochastic theory for the cumulative fatigue damage of structural components with random fatigue strength under random loading is proposed on the basis of Stratonovich-Khasminskii theorem. The analytical solutions for the probability densities of the cumulative fatigue damage and fatigue life and for the reliability function are given for steel and reinforced concrete components with constant fatigue strength subject to a narrow band stationary Gaussian stress process with zero mean. The results agree very well with those of digital simulation. It is noted that the theory can be applied, in principle, to both metallic and non-metallic materials, narrow band and wide band stress process, and adapted to a sequence ofn, stationary stress processes or quasi-stationary stress process. The scatter and degradation of fatigue strength and the inspection maintenance can also be incorporated into the theory.     

A1Ⅱ离子3snp^1p1序列能级辐射寿命的非单调变化

本文考虑了一价铝离子双激发干扰态３ｐ４ｓ＾１ｐ１＾０对ｓｎｐ＾１Ｐ１＾０Ｒｙｄｂｅｒｇ序列的强相互作用，多组态ＨＦＲ自洽场方法计算了Ａ１Ⅱ３ｓｎｐ＾１Ｐ１０（ｎ＝３－１０）序列能级的辐射寿命，与已有的实验和理论计算结果进行了比较，结果表明该序列能级寿命随主量子数ｎ呈现非单调变化。     

一类随机利率模型下的年金精算现值

年金在日常生活中被广泛应用,但已往大多研究的是固定年金以及随机利率下的确定年金.本文在前人研究成果的基础上考虑了利率随机波动对生命年金的影响,运用随机利率模型,得出年金精算现值较为简单的递推关系式,并举例说明利率的随机波动对年金精算现值的影响程度,结果表明利率的波动对年金的定价影响非常大,绝对不容忽视.     

Life—a complex polymer system

After a discussion of the different levels of macromolecules, the phenomenon of life is regarded as a complex polymer system. The thermodynamic basis of general system theory is explained as well as the character of system laws. The important notion of emergent system properties is stressed, and life is explained as a system property of a sufficiently complex system. The general applicability of the systemic approach is pointed out, and some examples are provided. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 471–478, 2004