随机支付型未定权益的风险最小套期保值

讨论了具有随机支付型未定权益的风险最小套期问题.假定市场中存在两类具有不同市场信息的投资者,对于一个预先给定的随机支付流未定权益,利用Galtchouk-Kunita-Watanabe分解和L2空间投影定理证明了风险最小策略的存在性和唯一性,并给出了风险最小策略的构造方法.     

秩亏线性模型中的一个新的线性有偏估计类

本文基于最优线性最小偏差估计的谱分解,定义了秩亏线性模型未知参数的一个新的线性有偏估计类,并讨论了它的许多重要性质,通过选取偏参数的适当形式,构造了许多很有意义的线性有偏估计,最后,给出了一个算例。     

分支分类的树聚类法

在分析分支分类的聚类特征和建立基集的最小导出树等概念的基础上，本文给出一个分支分类方法，树聚类法。该包括包含聚合与调整两个过程，每个过程依赖于求最小导出树。实验结果表明该方法是正确的，并可由微机实现。     

图的最小完整度

主要研究了图的完整度,并给出若干关于完整度的结果. 对于所有的顶点数和边数都给定的连通图类,如何确定该图类中完整度最小的图. 同时研究了对于顶点数和完整度都给定的连通图类,如何确定该图类中边数最多的图的问题. 这些结果为图的最小完整度的优化设计提供了理论和方法.     

关于图的最小Q-特征值

研究了基于n阶二部图和s阶完全图构造的一个图类,得到了该图类的无符号拉普拉斯最小特征值(即最小Q-特征值)的一个可达上界为s.基于此,对于任意给定的正整数s和正偶数n,构造了最小Q-特征值为s的一类n+s阶图.另外,对于任意给定的最小度δ和阶数n,在满足2≤δ≤n-1/2条件下,构造了最小Q-特征值为δ-1的一类n阶图.     

基于自适应模糊聚类的T-S模糊辨识方法

针对模糊建模在进行结构辨识时需事先设定聚类数的问题,本文在改进模糊分割聚类算法的基础上,对算法中聚类数c给出优选方法,提出了参数自适应模糊聚类算法,并结合递推最小二乘法构建T-S模糊辨识算法。为了验证本文提出的模糊辨识方法的有效性,采用该算法对熟知的Box-Jenkins煤气炉数据和实际的电液位置伺服系统数据进行建模,结果显示该辨识方法具有较高的逼近精度和较好的泛化能力。     

补图具有悬挂点且连通的图的最小特征值

图的最小特征值定义为图的邻接矩阵的最小特征值,它是刻画图的结构性质的重要参数.在给定阶数且补图为具有悬挂点的连通图的图类中,刻画了最小特征值达极小的唯一图,并给出了这类图最小特征值的下界.     

半遗传根的一个特征性质

本文证明了一个根性质成为半遗传的必要充分条件是它的亚直既约半单类是半规范的.证明了半遗传根的交根也是半遗传的.对亚直既约半单类为K的最小遗传根和半遗传根,分别给出了它们的低根构造.     

关于伴随矩阵的Jordan形矩阵

给出从一个矩阵的Jordan形矩阵和最小多项式求解它的伴随矩阵的Jordan形矩阵和最小多项式的方法.     

σ-根与σ-半单类的构造

继［１～３］分别给出σ－根及其半单类的两个特征性质，研究了对于已知环类Ｍ，含于Ｍ的最大σ－根及σ－半单类和包含Ｍ的最小σ－半单类的构造，同时得到σ－半单闭包σ－遗传的一个充分条件．     

On the Consistency of a Positive Theory

In positive theories, we have an axiom scheme of comprehension for positive formulas. We study here the “generalized positive” theory GPK_∞⁺. Natural models of this theory are hyperuniverses. The author has shown in [2] that GPK_∞⁺ interprets the Kelley Morse class theory. Here we prove that GPK_∞⁺ + AC_WF (AC_WF being a form of the axiom of choice allowing to choose elements in well-founded sets) and the Kelley-Morse class theory with the axiom of global choice and the axiom “On is ramifiable” are mutually interpretable. This shows that GPK_∞⁺ + AC_WF is a “strong” theory since “On is ramifiable” implies the existence of a proper class of inaccessible cardinals.     

Computing class fields via the Artin map

Based on an explicit representation of the Artin map for Kummer extensions, we present a method to compute arbitrary class fields. As in the proofs of the existence theorem, the problem is first reduced to the case where the field contains sufficiently many roots of unity. Using Kummer theory and an explicit version of the Artin reciprocity law we show how to compute class fields in this case. We conclude with several examples.

     

完全解决图$\overline{B_{n-8,1,4}}$的色等价类

Two graphs are defined to be adjointly equivalent if and only if their complements are chromatically equivalent.Using the properties of the adjoint polynomials and the fourth character R₄（G）,the adjoint equivalence class of graph B_n-8,1,4 is determined.According to the relations between adjoint polynomial and chromatic polynomial,we also simultaneously determine the chromatic equivalence class of B_n-8,1,4 that is the complement of B_n-8,1,4.     

Teiji Takagi, Founder of the Japanese School of Modern Mathematics

This article is a brief historical report on Teiji Takagi which was prepared at the commencement of ‘Takagi Lectures’ of The Mathematical Society of Japan. The first of its two purposes is to give some informations on the circumstances of education and research of mathematics in Japan surrounding Takagi who could finally established himself as the founder of the Japanese school of modern mathematics. The other is a brief overview on Takagi’s works of mathematics some of which are still attractive to and influential on especially ambitious students of mathematics. The author hopes that careful readers may find some hints for the questions how and why Takagi was able to establish his class field theory. At the end of this article the readers will find an English translation of the preface of his book Algebraic theory of numbers (in Japanese) which is the only thing that he left for us to see his total view over class field theory after the establishment of Artin’s reciprocity law.     

ℱ-Noetherian and Weakly Exact Torsion Theories

It is well-known (see [13 Golan , J. ( 1986 ). Torsion Theories . Pitman Monographs and Surveys in Pure and Applied Matematics , Vol. 29 . Longman Scientific and Technical . [Google Scholar]]) that a hereditary torsion theory τ for the category R-mod is noetherian if and only if the class of all τ-torsionfree τ-injective modules is closed under arbitrary direct sums. So, it is natural to investigate the hereditary torsion theories having the property that the class of all τ-torsionfree injective modules is closed under arbitrary direct sums, which are called ?-noetherian. These torsion theories have been studied by Teply in [16 Teply , M. L. ( 1969 ). Torsionfree injective modules . Pacif. J. Math. 28 : 441 – 453 .[Crossref], [Web of Science ®] , [Google Scholar]]. In the second part of this note we shall study the weakly exact hereditary torsion theories, which generalize the exact one's.     

On torsionfree classes which are not precover classes

In the class of all exact torsion theories the torsionfree classes are cover (pre-cover) classes if and only if the classes of torsionfree relatively injective modules or relatively exact modules are cover (precover) classes, and this happens exactly if and only if the torsion theory is of finite type. Using the transfinite induction in the second half of the paper a new construction of a torsionfree relatively injective cover of an arbitrary module with respect to Goldie’s torsion theory of finite type is presented. This research has been partially supported by the Grant Agency of the Czech Republic, grant #GAČR 201/06/0510 and also by the institutional grant MSM 0021620839.     

Class Field Theory for Arithmetic Surfaces

In this paper we improve the results of K. Kato and S. Saito about the ramified class field theory of arithmetic surfaces and give an affirmative answer to the problem 2 of S. Bloch in Ann. of Math. 114(1981), pp.229-265     

On Ginzburg's bivariant Chern classes

The convolution product is an important tool in geometric representation theory. Ginzburg constructed the ``bivariant" Chern class operation from a certain convolution algebra of Lagrangian cycles to the convolution algebra of Borel-Moore homology. In this paper we prove a ``constructible function version" of one of Ginzburg's results; motivated by its proof, we introduce another bivariant algebraic homology theory on smooth morphisms of nonsingular varieties and show that the Ginzburg bivariant Chern class is the unique Grothendieck transformation from the Fulton-MacPherson bivariant theory of constructible functions to this new bivariant algebraic homology theory, modulo a reasonable conjecture. Furthermore, taking a hint from this conjecture, we introduce another bivariant theory of constructible functions, and we show that the Ginzburg bivariant Chern class is the unique Grothendieck transformation from to satisfying the ``normalization condition" and that it becomes the Chern-Schwartz-MacPherson class when restricted to the morphisms to a point.

     

Remarks on Ginzburg's bivariant Chern classes

The convolution product is an important tool in the geometric representation theory. Ginzburg constructed the bivariant Chern class operation from a certain convolution algebra of Lagrangian cycles to the convolution algebra of Borel-Moore homology. In this paper we give some remarks on the Ginzburg bivariant Chern classes.