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1.
Zhu  Min  Li  Jun-ping  Liu  De-zhi 《应用数学学报(英文版)》2021,37(3):617-627
Acta Mathematicae Applicatae Sinica, English Series - So far there have been few results presented on the exponential stability for time-changed stochastic differential equations. The main aim of...  相似文献   
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Nonlinear feedback shift registers (NFSRs) are widely used in stream cipher design as building blocks. The cascade connection of NFSRs, known as an important architecture, has been adopted in Grain family of stream ciphers. In this paper, a new sufficient condition under which an NFSR cannot be decomposed into the cascade connection of two smaller NFSRs is presented, which is easy to be verified from the algebraic normal form (ANF) of the characteristic function. In fact, our results are also applicable to nonsingular Boolean functions, which actually improve a previous research of Rhodes [6] where the characteristic functions of NFSRs cannot be contained.  相似文献   
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作为Hom-Leibniz代数胚的代数类比, 本文引入Hom-Leibniz-Rinehart代数的概念. 证明了分裂的正则Hom-Leibniz-Rinehart代数$L$写成$L=U+\sum_{\gamma}I_\gamma$, 其中$U$为极大交换子代数$H$的子空间和$I_\gamma$为$L$的理想, 若$[\gamma]\neq[d]$, 满足$[I_\gamma, I_d]=0$. 随后分别发展了分裂Hom-Leibniz-Rinehart代数的根和权的连通技术.最后研究了紧致的正则Hom-Leibniz-Rinehart代数的结构.  相似文献   
4.
吴鑫育  侯信盟 《运筹与管理》2020,29(12):207-214
准确地预测金融市场的波动率对市场管理者和参与者而言都是至关重要的。本文在标准已实现GARCH模型基础上,将条件方差乘性分解为长期方差和短期方差两部分,分别构造包含杠杆函数的长期方差方程和短期方差方程,用以捕捉波动率的长记忆性和短期微观波动。运用上证综指和日经指数的日收盘价、已实现方差和已实现核波动此类高频数据进行实证分析,结果表明:与标准已实现GARCH模型相比,两指数的双因子已实现GARCH模型在样本内表现出更大的似然估计值;通过样本外误差函数分析和DM检验,双因子已实现GARCH模型也取得更好表现。  相似文献   
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In order to deeply understand the complex interdependent systems, it is of great concern to take clustering coefficient, which is an important feature of many real-world systems, into account. Previous study mainly focused on the impact of clustering on interdependent networks under random attacks, while we extend the study to the case of the more realistic attacking strategy, targeted attack. A system composed of two interdependent scale-free networks with tunable clustering is provided. The effects of coupling strength and coupling preference on attack vulnerability are explored. Numerical simulation results demonstrate that interdependent links between two networks make the entire system much more fragile to attacks. Also, it is found that clustering significantly increases the vulnerability of interdependent scale-free networks. Moreover, for fully coupled network, disassortative coupling is found to be most vulnerable to random attacks, while the random and assortative coupling have little difference. Additionally, enhancing coupling strength can greatly enhance the fragility of interdependent networks against targeted attacks. These results can not only improve the deep understanding of structural complexity of complex systems, but also provide insights into the guidance of designing resilient infrastructures.  相似文献   
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In this paper, we study epidemic spreading on overlay networks in which n multiple sets of links interconnect among the same nodes. By using the microscopic Markov-chain approximation (MMA) approach, we establish the conditions of epidemic outbreak for two kinds of spreading mechanisms in such an overlay network: the concatenation case and the switching case. When a uniform infection rate is set in all the subnetworks, we find the epidemic threshold for the switching case is just n times as large as that of concatenation case. We also find that the overlay network with a uniform infection rate can be considered as an equivalent (in the sense of epidemic dynamics and epidemic threshold) weighted network. To be specific, the concatenation case corresponds to the integer weighted network, while the switching case corresponds to the fractional weighted network. Interestingly, the time-varying unweighted network can be mapped into the static weighted network. Our analytic results exhibit good agreement with numerical simulations.  相似文献   
9.
This paper considers sampled-data based chaos synchronization using observers in the presence of measurement noise for a large class of chaotic systems. We study discretized model of chaotic systems which are perturbed by white noise and employ Lyapunov-like theorems to come up with a simple yet effective observer design. For the choice of observer gain, a suboptimal criterion is obtained in terms of LMI. We present semiglobal as well as global results. The proposed scheme can also be extended for discrete-time chaotic systems. Numerical simulations have been carried out to verify the effectiveness of theoretical results.  相似文献   
10.
This paper is devoted to asymptotic analysis for a multi-dimensional risk model with a general dependence structure and stochastic return driven by a geometric Lévy process. We take into account both the dependence among the claim sizes from different lines of businesses and that between the claim sizes and their common claim-number process. Under certain mild technical conditions, we obtain for two types of ruin probabilities precise asymptotic expansions which hold uniformly for the whole time horizon.  相似文献   
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