共查询到20条相似文献,搜索用时 46 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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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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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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Shanzhen Lu 《Frontiers of Mathematics in China》2008,3(1):1-14
In this summary paper, we will introduce some recent progress in the theory of Marcinkiewicz integral and will pay more attention to the case of rough kernels. 相似文献
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S. A. Vagharshakyan 《Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences)》2007,42(5):254-257
The paper proves a new result similar to the well known theorems of G. Szego and A. Kolmogorov on the best approximation by analytic polynomials in weighted L p spaces. Such results are essential in prediction theory for stationary processes. It is well known, that for one step prediction, the size of the best approximation is the same for all p. The paper proves that for two step prediction the best approximation sizes are different for p = 2 and p = ∞. 相似文献
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In this paper we obtain local L
p
estimates for the parabolic polyharmonic equations by a straightforward approach.
Yao was supported by the Innovation Foundation of Shanghai University (Grant No. A10-0101-08-905), Shanghai Leading Academic
Discipline Project (Grant No. J50101) and Key Disciplines of Shanghai Municipality (Grant No. S30104). Zhou was supported
by the National Basic Research Program of China (Grant No. 2006CB705700), National Natural Science Foundation of China (Grant
No. 60532080), and the Key Project of Chinese Ministry of Education (Grant No. 306017) 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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Let {T
p:q
1 p q
2} be a family of consistent C
0 semigroups on L
p(), with q
1,q
2 [1,) and open. We show that certain commutator conditions on T
p and on the resolvent of its generator A
p ensure the p independence of the spectrum of A
p for p [q
1,q
2.Applications include the case of Petrovskij correct systems with Hölder continuous coefficients, Schrödinger operators, and certain elliptic operators in divergence form with real, but not necessarily symmetric, or complex coefficients. 相似文献
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Summary We prove existence and optimal decay properties of a Green's matrix for elliptic systems of second order. The results follow
from regularity theorems in weak Lebesgue spaces which can be obtained from the classicalL
p
theory using interpolation theorems.
This article was processed by the author using the LATEX style filecljour1 from Springer-Verlag. 相似文献
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Vesko Valov 《Set-Valued Analysis》2002,10(1):37-51
Characterization of paracompact finite C-spaces via continuous selections avoiding Z
-sets are given. We apply these results to obtain some properties of finite C-spaces. Factorization theorems and a completion theorem for finite C-spaces are also proved. 相似文献
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Jiancheng Liu 《Geometriae Dedicata》2007,129(1):35-45
We prove firstly the classification theorem for p-harmonic morphisms between Euclidean domains. Secondly, we show that if is a p-harmonic morphism (p ≥ 2) from a complete Riemannian manifold M of nonnegative Ricci curvature into a Riemannian manifold N of non-positive scalar curvature such that the L
q
-energy is finite, then is constant, which improve the corresponding result due to G. Choi, G. Yun in (Geometriae Dedicata 101 (2003), 53–59).
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Considering the Cauchy problem for the critical complex Ginzburg-Landau equation in H1(Rn), we shall show the asymptotic behavior for its solutions in C(0, ∖;H1(Rn)) ∩ L2(0, ∖;H1,2n/(n-2)(R2)), n≥3. Analogous results also hold in the case that the nonlinearity has the subcritical power in H1(Rn), n≥1.
Dedicated to Professor Zhou Yulin for his 80th birthday. 相似文献
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Lutz Habermann 《Annals of Global Analysis and Geometry》1993,11(4):311-322
TheL
2-metric {ie311-1} on the moduli spaceM
1(Q) of self-dualSU(2)-connections with instanton number 1 over the Euclidean 4-space is described. It is shown that the Riemannian manifold (M
1(Q), {ie311-2}) is isometric to R+ × R4 with the Euclidean metric.Supported by Deutsche Forschungsgemeinschaft, Sonderforschungsbereich 288 相似文献