Estimates for eigenvalues of stochastic matrices

It is well-known that the eigenvalues of stochastic matrices lie in the unit circle and at least one of them has the value one. Let {1, r 2 , ··· , r N } be the eigenvalues of stochastic matrix X of size N × N . We will present in this paper a simple necessary and sufficient condition for X such that |r j | < 1, j = 2, ··· , N . Moreover, such condition can be very quickly examined by using some search algorithms from graph theory.     

On Reed-Solomon Codes

The complexity of decoding the standard Reed-Solomon code is a well-known open problem in coding theory. The main problem is to compute the error distance of a received word. Using the Weil bound for character sum estimate, Li and Wan showed that the error distance can be determined when the degree of the received word as a polynomial is small. In the first part, the result of Li and Wan is improved. On the other hand, one of the important parameters of an error-correcting code is the dimension. In most cases, one can only get bounds for the dimension. In the second part, a formula for the dimension of the generalized trace Reed-Solomon codes in some cases is obtained.     

Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation

This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.     

A NOTE ON GENERALIZED ABSOLUTE SUMMABILITY FACTORS FOR A TRIANGULAR MATRIX

In this paper, a general theorem on | A, δ |k -summability factors of infinite series is proved under different conditions.     

A NEW NONCONFORMING MIXED FINITE ELEMENT SCHEME FOR THE STATIONARY NAVIER-STOKES EQUATIONS

In this article, a new stable nonconforming mixed finite element scheme is proposed for the stationary Navier-Stokes equations, in which a new low order CrouzeixRaviart type nonconforming rectangular element is taken for approximating space for the velocity and the piecewise constant element for the pressure. The optimal order error estimates for the approximation of both the velocity and the pressure in L2-norm are established, as well as one in broken H1-norm for the velocity. Numerical experiments are given which are consistent with our theoretical analysis.     

EXACT EVALUATIONS OF FINITE TRIGONOMETRIC SUMS BY SAMPLING THEOREMS

We use the sampling representations associated with Sturm-Liouville difference operators to derive generalized integral-valued trigonometric sums. This extends the known results where zeros of Chebyshev polynomials of the first kind are involved to the use of the eigenvalues of difference operators, which leads to new identities. In these identities Bernoulli’s numbers play a role similar to that of Euler’s in the old ones. Our technique differs from that of Byrne-Smith (1997) and Berndt-Yeap (2002).     

Global well-posedness of the stochastic 2D Boussinesq equations with partial viscosity

This paper deals with the stochastic 2D Boussinesq equations with partial viscosity. This is a coupled system of Navier-Stokes/Euler equations and the transport equation for temperature under additive noise. Global well-posedness result of this system under partial viscosity is proved by using classical energy estimates method.     

The ergodicity of stochastic generalized porous media equations with lévy jump

In this article,we first prove the existence and uniqueness of the solution to the stochastic generalized porous medium equation perturbed by Lévy process,and then show the exponential convergence of(pt)t≥0 to equilibrium uniform on any bounded subset in H.     

集值映射的对称向量拟均衡问题

研究向量集值映射的拟均衡问题的有效解,利用数值化方法与不动点定理,得到解的存在性定理.作为应用,得到广义向量鞍点,向量变分不等式与向量互补问题的存在性定理.     

金融风险管理中VaR度量的光滑估计效率

本文研究了金融风险管理理论中风险价值(VaR)的非参数核光滑估计和经验估计的效率问题.对非独立的时间序列损失/收益样本,在均方误差(MSE)准则的意义下引入亏量的概念,亏量越大表明估计效率越低.并利用亏量对VaR模型的核光滑估计和基于样本分位数的经验估计进行了比较,在理论上证明了VaR模型的核光滑估计优于经验估计.同时,通过计算机模拟证实了理论获得的结论.本文还对国内沪深两市上的证券投资基金进行了实证分析,计算了样本基金的VaR风险度量的经验估计和核光滑估计,并计算了样本基金基于周收益率和VaR估计的风险调整收益(RAROC)值,以此对样本基金的业绩做出了有用的评价.