共查询到19条相似文献,搜索用时 62 毫秒
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金融数据呈现的厚尾性已达成共识。本文首先基于指数回归模型提出了一种厚尾分布的极值分位数估计方法,得到了在险风险值的估计公式。然后得到了上海上证指数、国债指数和企业债券指数的在险风险值的估计值,比较了他们的极值风险. 相似文献
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本文引入了近切触流形(M,ø,ξ,η,g)中φ*-解析向量场的概念,并研究了其性质.利用近切触流形的性质,证明了切触度量流形中的φ*-解析向量场v是Killing向量场且φv不是φ*-解析的.特别地,如果近切触流形M是正规的,得到v与ξ平行且模长为常数.另外,证明了3维的切触度量流形不存在非零的φ*-解析向量场. 相似文献
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俞国华 《数学物理学报(A辑)》2010,30(3):848-856
该文主要研究了L~p空间中神经网络逼近的几何速度.将凸贪婪迭代法应用于L~p空间中满足"δ-角度的条件"的一类函数.作者将文献的结论推广到L~p空间中,得到当0q1时人工神经网络逼近的速度是o(q~n). 相似文献
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本文研究了一类以Fermat素数为模的Dirichlet L-函数加权均值的计算问题. 利用初等方法以及Dirichlet 和的性质, 获得了一个有趣的计算公式. 相似文献
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设{Y(t),t≥0}={Xk(t),t≥0}∞k=1是独立的Gauss过程序列,σ2k(h)=E(Xk(t+h)-Xk(t))2.记σ(p,h)=(sum from k=1 to ∞ σpk(h))1/p,P≥1.考察σ(P,h)有界时Y(·)的大增量.作为一个例子,给出了无穷维分数Ornstein-Uhlenbeck过程在lp空间中的大增量.所建立的方法适用于某些其它类型的平稳增量过程. 相似文献
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In this paper we investigate vector-valued parabolic initial boundary value problems , subject to general boundary conditions in domains G in with compact C
2m
-boundary. The top-order coefficients of are assumed to be continuous. We characterize optimal L
p
-L
q
-regularity for the solution of such problems in terms of the data. We also prove that the normal ellipticity condition on
and the Lopatinskii–Shapiro condition on are necessary for these L
p
-L
q
-estimates. As a byproduct of the techniques being introduced we obtain new trace and extension results for Sobolev spaces
of mixed order and a characterization of Triebel-Lizorkin spaces by boundary data.
相似文献
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We obtain sharp bounds for the number of n-cycles in a finite graph as a function of the number of edges, and prove that the complete graph is optimal in more ways than could be imagined. We prove sharp estimates on both ∑i=1nxik and ∑i=1n|xi|k, subject to the constraints that ∑i=1nxi2=C and ∑i=1nxi=0. 相似文献
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本文在Banach空间L^P(Ω)上定义Coherent风险度量ρ:L^P(Ω)→R,证明了ρ是下半连续的Coherent风险度量当且仅当存在Banach空间L^q(Ω)中的一个弱^*闭凸概率测度集Q使得ρ(X)=Z∈Q^sup E(-X/rZ),其中1/p 1/q=1,推广了[3]中的部分结果。 相似文献
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Kairat T. Mynbaev 《Advances in Applied Mathematics》2001,26(4):302
The properties of L2-approximable sequences established here form a complete toolkit for statistical results concerning weighted sums of random variables, where the weights are nonstochastic sequences approximated in some sense by square-integrable functions and the random variables are “two-wing” averages of martingale differences. The results constitute the first significant advancement in the theory of L2-approximable sequences since 1976 when Moussatat introduced a narrower notion of L2-generated sequences. The method relies on a study of certain linear operators in the spaces Lp and lp. A criterion of Lp-approximability is given. The results are new even when the weight generating function is identically 1. A central limit theorem for quadratic forms of random variables illustrates the method. 相似文献
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Consider a right-invariant sub-Laplacian L on an exponential solvable Lie group G, endowed with a left-invariant Haar measure. Depending on the structure of G and possibly also that of L, L may admit differentiable Lp-functional calculi, or may be of holomorphic Lp-type for a given p≠2, as recent studies of specific classes of groups G and sub-Laplacians L have revealed. By “holomorphic Lp-type” we mean that every Lp-spectral multiplier for L is necessarily holomorphic in a complex neighborhood of some point in the L2-spectrum of L. This can only arise if the group algebra L1(G) is non-symmetric. In this article we prove that, for large classes of exponential groups, including all rank one AN-groups, a certain Lie algebraic condition, which characterizes the non-symmetry of L1(G) [37], also suffices for L to be of holomorphic L1-type. Moreover, if this condition, which was first introduced by J. Boidol [6] in a different context, holds for generic points in the dual
* of the Lie algebra of G, then L is of holomorphic Lp-type for every p≠2. Besides the non-symmetry of L1(G), also the closedness of coadjoint orbits plays a crucial role. We also discuss an example of a higher rank AN-group. This example and our results in the rank one case suggest that sub-Laplacians on exponential Lie groups may be of holomorphic L1-type if and only if there exists a closed coadjoint orbit Ω
* such that the points of Ω satisfy Boidol's condition. In the course of the proof of our main results, whose principal strategy is similar as in [8], we develop various tools which may be of independent interest and largely apply to more general Lie groups. Some of them are certainly known as “folklore” results. For instance, we study subelliptic estimates on representation spaces, the relation between spectral multipliers and unitary representations, and develop some “holomorphic” and “continuous” perturbation theory for images of sub-Laplacians under “smoothly varying” families of irreducible unitary representations. 相似文献
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Andrew Ranicki 《K-Theory》1989,3(2):163-195
The cobordism groups of quadratic Poincaré complexes in an additive category with involution
are identified with the Wall L-groups of quadratic forms and formations in
, generalizing earlier work for modules over a ring with involution by avoiding kernels and cokernels. 相似文献