带风险指数的金融均衡的存在性定理及其结构特征(下)

本文主要论证了在不完全市场条件下带风险指数的金融均衡的存在性，并揭示其均衡结构的特征．本文中建立的模型是一、二期货币投入产出金融经济且具有可微的资产结构，这一模型包括了许多具有特殊资产结构的均衡模型，如实资产结构、虚资产结构、恒秩资产结构的均衡模型．因此本文的这一模型具有广泛的应用前景和实用价值．接着给出了本文的金融均衡的存在性定理，再借助微分拓扑给出它的证明过程，这一证明过程较之以前证明均衡存在性的经典方法（如Duffie，D＆W．Shfer（1985）的方法）要简便得多．同时也应注意到本文的这一结论既适用于资产市场下会随机风险因素的情形，也适用于商品空间为无限维的情形，除此之外，还给出了怎样判别资产结构是否属于T类的判别法，为检验均衡存在性提供了更为便利的途径．最后，本文论证了在金融市场里，尽管由于稀缺性的存在，从而导致均衡分配的多样化，然而均衡分配集却形成了一光滑子流，但该流形的维数与稀缺性有关．换句话说，尽管市场是不完全的，但均市分配不确定性的反却是可比的．如此使得人们对均衡资产结构的认识更进一步．     

On Two Measures of Problem Instance Complexity and their Correlation with the Performance of SeDuMi on Second-Order Cone Problems

We evaluate the practical relevance of two measures of conic convex problem complexity as applied to second-order cone problems solved using the homogeneous self-dual (HSD) embedding model in the software SeDuMi. The first measure we evaluate is Renegar's data-based condition measure C(d), and the second measure is a combined measure of the optimal solution size and the initial infeasibility/optimality residuals denoted by S (where the solution size is measured in a norm that is naturally associated with the HSD model). We constructed a set of 144 second-order cone test problems with widely distributed values of C(d) and S and solved these problems using SeDuMi. For each problem instance in the test set, we also computed estimates of C(d) (using Peña’s method) and computed S directly. Our computational experience indicates that SeDuMi iteration counts and log (C(d)) are fairly highly correlated (sample correlation R = 0.675), whereas SeDuMi iteration counts are not quite as highly correlated with S (R = 0.600). Furthermore, the experimental evidence indicates that the average rate of convergence of SeDuMi iterations is affected by the condition number C(d) of the problem instance, a phenomenon that makes some intuitive sense yet is not directly implied by existing theory.     

完全可分的三元系TS(v,4)的支撑集

§ 1　 IntroductionA triple system of order v and indexλ,denoted by TS(v,λ) ,is a collection of3- ele-mentsubsets Aof a v- set X,so thatevery 2 - subsetof X appears in preciselyλ subsets of A.L etλ≥ 2 and (X,A) be a TS(v,λ) .If Acan be partitioned into t(≥ 2 ) parts A1,A2 ,...,Atsuch that each (X,Ai) is a TS(v,λi) for 1≤ i≤ t,then (X,A) is called de-composable.Otherwise it is indecomposable.If t=λ,λi=1for 1≤ i≤ t,the TS(v,λ) (X,A) is called completely decomposable.It …     

基于TMS320C5410EVM板的IIR数字滤波器的设计

本文研究DSP中的IIR数字滤波器的原理和用MATLAB在TMS320C5410EVM中设计IIR数字滤波器的过程和设计方法以及程序的调试方法。     

关于S概周期调和函数

本文将给出S概周期调和函数的两个定理     

分析非轴对称腔的复光线数值迭代法

将像散光束的复光线表示法用于分析非轴对称腔，并对有复杂像散的折迭腔作了数值迭代计算以说明方法的应用．     

Surface-enhanced Raman scattering study of polymer on metals. III. Chemisorbed polybenzimidazole and its corrosion-inhibiting properties at high temperature

Chemisorption of polybenzimidazole on silver and copper etched with nitric acid has been observed by surface-enhanced Raman scattering (SERS). The polymer is found to react chemically with silver, forming a complexed film on the surface. The SERS spectra show that polybenzimidazole film inhibits oxidation of the metal at high temperature, unlike chemisorbed benzimidazole, benzotriazole, and poly(4-vinyl pyridine). © 1992 John Wiley & Sons, Inc.     

Matrix representation of three-dimensional astigmatic resonators

Three-dimensional astigmatic resonators, typical examples of which are the resonators bounded by cylindrical-spherical mirrors and cylindrical-cylindrical mirrors oriented at an arbitrary crossed angle, are investigated in detail by using a complex curvature tensor concept and generalized tensor ABCD law. Computerized numerical calculations illustrate some interesting characteristics of these astigmatic resonators.     

One convenient synthesis route to boron nitride nanotube

We describe one convenient synthesis route to boron nitride (BN) nanotube by the reaction of boron powder, iron oxide, and ammonium chloride at 600 °C for 12 h. Characterized by XRD, FTIR, XPS, TEM and SAED, the composition and morphology of the products are confirmed. The possible reaction mechanism is also discussed.     

The Fundamental Experiments of Red Tide Chemical Forecast

Many food algae and red tide algae were cultivated in the f/2 medium, and the nitric oxide (NO) concentration of the medium and the cell density were determined. The experiments on algae were conducted when different concentrations of NO were added into the medium using two methods. The results show that low concentrations of NO were self-produced by marine algae during the exponential growth period and were about nmol/L level. But at the end of the period, i.e., 2 or 3 days before the cell density reaches the maximum, an NO peak appeared, with the NO concentration reaching 10 nmol/L. The NO threshold concentration exists according to the influence of exogenous NO on the marine phytoplankton growth. One type is the threshold concentration that can promote algae growth, and its value is between 10 and 1 nmol level, or even lower. The other type can inhibit the phytoplankton growth, which is about μmol level or higher. The results indicate that red tide algae are far more sensitive to NO than are food algae. The fundamental experimental outcome above may provide a new clue for red tide chemical forecast by inspecting the NO change.