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991.
将经典的Black-Sholes方程转化为一类特殊的线性偏微分方程,并通过对其采用Fourier变换方法求得解析解,最后利用优核的相关性质对所得Black-Sholes方程解析解进行收敛性分析,证明了该解析解的收敛性. 相似文献
992.
马氏链遍历性理论在生物,数值计算,信息理论,自动控制,近代物理和公用事业中的服务系统等众多领域都有着广泛的应用,马氏链的C-强遍历性是马氏链遍历性理论的重要内容.本文给出了马氏链C-强遍历性的一个推广,首先给出了在可列状态空间取值的非齐次马氏链的广义C-强遍历性和广义一致C-强遍历性的概念,然后研究这两种遍历性成立的充分条件. 相似文献
993.
994.
Linear codes with a few weights have been widely investigated in recent years. In this paper, we mainly use Gauss sums to represent the Hamming weights of a class of q-ary linear codes under some certain conditions, where q is a power of a prime. The lower bound of its minimum Hamming distance is obtained. In some special cases, we evaluate the weight distributions of the linear codes by semi-primitive Gauss sums and obtain some one-weight, two-weight linear codes. It is quite interesting that we find new optimal codes achieving some bounds on linear codes. The linear codes in this paper can be used in secret sharing schemes, authentication codes and data storage systems. 相似文献
995.
Permutation polynomials over finite fields constitute an active research area and have applications in many areas of science and engineering. In this paper, four classes of monomial complete permutation polynomials and one class of trinomial complete permutation polynomials are presented, one of which confirms a conjecture proposed by Wu et al. (Sci China Math 58:2081–2094, 2015). Furthermore, we give two classes of permutation trinomial, and make some progress on a conjecture about the differential uniformity of power permutation polynomials proposed by Blondeau et al. (Int J Inf Coding Theory 1:149–170, 2010). 相似文献
996.
Structure-enforced matrix factorization (SeMF) represents a large class of mathematical models appearing in various forms of principal component analysis, sparse coding, dictionary learning and other machine learning techniques useful in many applications including neuroscience and signal processing. In this paper, we present a unified algorithm framework, based on the classic alternating direction method of multipliers (ADMM), for solving a wide range of SeMF problems whose constraint sets permit low-complexity projections. We propose a strategy to adaptively adjust the penalty parameters which is the key to achieving good performance for ADMM. We conduct extensive numerical experiments to compare the proposed algorithm with a number of state-of-the-art special-purpose algorithms on test problems including dictionary learning for sparse representation and sparse nonnegative matrix factorization. Results show that our unified SeMF algorithm can solve different types of factorization problems as reliably and as efficiently as special-purpose algorithms. In particular, our SeMF algorithm provides the ability to explicitly enforce various combinatorial sparsity patterns that, to our knowledge, has not been considered in existing approaches. 相似文献
997.
In this paper, we propose an iterative algorithm for solving the generalized elastic net regularization problem with smoothed \(\ell _{q} (0<q \le 1)\) penalty for recovering sparse vectors. We prove the convergence result of the algorithm based on the algebraic method. Under certain conditions, we show that the iterative solutions converge to a local minimizer of the generalized elastic net regularization problem and we also present an error bound. Theoretical analysis and numerical results show that the proposed algorithm is promising. 相似文献
998.
Danjie Zhang Ming-Hui Chen Joseph G. Ibrahim Mark E. Boye Wei Shen 《Journal of computational and graphical statistics》2017,26(1):121-133
Joint models for longitudinal and survival data are routinely used in clinical trials or other studies to assess a treatment effect while accounting for longitudinal measures such as patient-reported outcomes. In the Bayesian framework, the deviance information criterion (DIC) and the logarithm of the pseudo-marginal likelihood (LPML) are two well-known Bayesian criteria for comparing joint models. However, these criteria do not provide separate assessments of each component of the joint model. In this article, we develop a novel decomposition of DIC and LPML to assess the fit of the longitudinal and survival components of the joint model, separately. Based on this decomposition, we then propose new Bayesian model assessment criteria, namely, ΔDIC and ΔLPML, to determine the importance and contribution of the longitudinal (survival) data to the model fit of the survival (longitudinal) data. Moreover, we develop an efficient Monte Carlo method for computing the conditional predictive ordinate statistics in the joint modeling setting. A simulation study is conducted to examine the empirical performance of the proposed criteria and the proposed methodology is further applied to a case study in mesothelioma. Supplementary materials for this article are available online. 相似文献
999.
Xiaohui Zhang 《The Ramanujan Journal》2017,43(2):405-413
The generalized modulus has numerous applications in geometric function theory and analytic number theory. In this paper, we study the monotonicity and convexity of the generalized modulus and obtain sharp functional inequalities for this function. Our results are the extensions of some well-known inequalities of the modulus of the Grötzsch ring. 相似文献
1000.
In this paper, we consider an M/M/1 vacation queueing system in which m different kinds of working vacations may be taken as soon as the system is empty. When parameters take proper different values, our model reduces to several classical models already studied in references. By quasi birth and death process and generalized eigenvalues method, we give the distributions for the number of customers and sojourn time in the system. Furthermore, we also give the stochastic decomposition results of such stationary indices. 相似文献