含交易成本的分散投资利润研究

投资理论告诉人们，应尽量使投资分散化．但许多投资在实际投资中却常常违背这一原则．本从一个调面分析在一个等均值和有一个无风险资产的均方世界里，交易成本的存在，会使投资产生很强的违背分散化原则的动机。     

The Coordinatewise Uniformly Kadec–Klee Property in Some Banach Spaces

We introduce a new property UKK _c for a Banach space and show for an Orlicz sequence space the following: UKK _c H _{c 2}.     

BIFURCATIONS OF ROUGH 3—POINT—LOOP WITH HIGHER DIMENSIONS

The authors study the bifurcation problems of rough heteroclinic loop connecting three saddle points for the case β1 > 1, β2 > 1, β3 < 1 and β1β2β3 < 1. The existence, number, coexistence and incoexistence of 2-point-loop, 1-homoclinic orbit and 1-periodic orbit are studied. Meanwhile, the bifurcation surfaces and existence regions are given.     

Multilinear interpolation between adjoint operators

Multilinear interpolation is a powerful tool used in obtaining strong-type boundedness for a variety of operators assuming only a finite set of restricted weak-type estimates. A typical situation occurs when one knows that a multilinear operator satisfies a weak L^q estimate for a single index q (which may be less than one) and that all the adjoints of the multilinear operator are of similar nature, and thus they also satisfy the same weak L^q estimate. Under this assumption, in this note we give a general multilinear interpolation theorem which allows one to obtain strong-type boundedness for the operator (and all of its adjoints) for a large set of exponents. The key point in the applications we discuss is that the interpolation theorem can handle the case q?1. When q>1, weak L^q has a predual, and such strong-type boundedness can be easily obtained by duality and multilinear interpolation (cf. Interpolation Spaces, An Introduction, Springer, New York, 1976; Math. Ann. 319 (2001) 151; in: Function Spaces and Applications (Lund, 1986), Lecture Notes in Mathematics, Vol. 1302, Springer, Berlin, New York, 1988; J. Amer. Math. Soc. 15 (2002) 469; Proc. Amer. Math. Soc. 21 (1969) 441).     

Properly colored subgraphs and rainbow subgraphs in edge‐colorings with local constraints

We consider a canonical Ramsey type problem. An edge‐coloring of a graph is called m‐good if each color appears at most m times at each vertex. Fixing a graph G and a positive integer m, let f(m, G) denote the smallest n such that every m‐good edge‐coloring of K_n yields a properly edge‐colored copy of G, and let g(m, G) denote the smallest n such that every m‐good edge‐coloring of K_n yields a rainbow copy of G. We give bounds on f(m, G) and g(m, G). For complete graphs G = K_t, we have c₁mt²/ln t ≤ f(m, K_t) ≤ c₂mt², and cmt³/ln t ≤ g(m, K_t) ≤ cmt³/ln t, where c₁, c₂, c, c are absolute constants. We also give bounds on f(m, G) and g(m, G) for general graphs G in terms of degrees in G. In particular, we show that for fixed m and d, and all sufficiently large n compared to m and d, f(m, G) = n for all graphs G with n vertices and maximum degree at most d. © 2003 Wiley Periodicals, Inc. Random Struct. Alg., 2003     

The best uniform convergence rate of linear empirical bayes estimators

In this paper the thought on the uniform convergence of an empirical Bayes estimator or linear empirical Bayes (l.e.B.) estimator is advanced. Under two different models the l.e.B. estimators of the parameter are constructed respectively. It is proved that the convergence rates and uniform convergence rates of these l.e.B. estimators are all one with respect to the corresponding prior families. It is shown that the uniform convergence rate one is the best, under mild assumptions imposed on the conditional density of the sample.     

用Monte-Carlo方法计算L12结构的有序度

本文应用Monte-Carlo统计物理计算方法,计算了L1₂结构有序度随温度的变化。计算中考虑了最近邻有序相互作用J₁和次近邻有序相互作用J₂=0,-0.3J₁,0.3J₁三种情况。计算结果显示存在有序无序一级相变,临界温度T_c与准化学方法等理论结果相符,同时发现次近邻有序相互作用J₂敏感地影响到有序无序转变温度T_c,为间隙原子对L1₂结构金属间化合物塑性的作用提供了一种可能的解释。 关键词：     

流动管道内反声降噪数值研究

本文用流体力学方法建立了流动管道内反声降噪数值方法,其中,严格推导了反声源的数学模型.本文还给出了产逆流和声顺流传播时管内声场反声影响的数值算例,并讨论了流动速度、反声源强度和相位的影响.算例表明:反声降噪具有很好的工程应用前景.     

电感耦合等离子体原子发射光谱分析中光谱干扰校正卡尔曼滤波法研究

本文利用电感耦合等离子体原子发射光谱多色仪的扫描功能,用卡尔曼滤波法对各种光谱干扰进行校正。结果表明,该法能处理各种类型光谱干扰,不需要样品基体匹配,其测定回收率明显优于在峰法和离峰法,具有简便、准确等优点。     

工程施工中运输网络优化方案

施工工地运输方案的优化设计可以归结为 :按施工期要求设计运输线路或验证已有线路通行能力 ,计算总线路中影响提高流量的关键路段 ,取得最小费用最大流 .本文运用图论理论这一数学工具把实际问题抽象为有向网络 ,进而建立数学模型 .此方法理论上严密 ,解题步聚直观清晰 ,对水利、公路、水路、铁路等其它运输系统有普遍意义 .