带干扰的Erlang(2)风险模型的不破产概率

本文讨论了带干扰的Erlang(2)风险模型,通过构造一个延迟更新过程,我们得到了不破产概率满足的积分-微分方程,进而得到了不破产概率的明确表达式．     

Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.     

The categoricity of the group of all computable automorphisms of the rational numbers

We prove that there is a first-order sentence ϕ such that the group of all computable automorphisms of the ordering of the rational numbers is its only model among the groups that are embeddable in the group of all computable permutations. Supported by a Scheme 2 grant from the London Mathematical Society. __________ Translated from Algebra i Logika, Vol. 46, No. 5, pp. 649–662, September–October, 2007.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.     

Simultaneous approximation for the Bézier variant of Baskakov-Beta operators

In the present paper, we study the rate of convergence in simultaneous approximation for the Bézier variant of the Baskakov-Beta operators by using the decomposition technique of functions of bounded variation.     

Protection of iron corrosion by stearic acid and stearic imidazoline self-assembled monolayers

A type of stearic imidazoline (IM) inhibitor was prepared using stearic acid (SA) and diethylenetriamine (DETA) as raw materials. The monolayers of IM and SA were assembled on the iron surface. The electrochemical characterization of stearic acid (SA) and stearic imidazoline (IM) on an oxide free iron surface had been studied. The monolayers of IM inhibitor were characterized by electrochemical impedance spectroscopy (EIS), electrochemical polarization curves, double layer capacitance, X-ray photoelectron spectroscopy (XPS) and molecular simulation. The results of electrochemical studies had illustrated that the inhibition efficiency of IM was higher than SA. XPS showed that the IM molecules adsorbed on the iron surface. The molecular simulation calculations showed that the IM molecules were tilted at an angle on the iron surface.     

The completion of the classification of the regular near octagons with thick quads

Brouwer and Wilbrink [3] showed the nonexistence of regular near octagons whose parameters s, t₂, t₃ and t satisfy s ≥ 2, t₂ ≥ 2 and t₃ ≠ t₂(t₂+1). Later an arithmetical error was discovered in the proof. Because of this error, the existence problem was still open for the near octagons corresponding with certain values of s, t₂ and t₃. In the present paper, we will also show the nonexistence of these remaining regular near octagons. MSC2000 05B25, 05E30, 51E12 Postdoctoral Fellow of the Research Foundation - Flanders     

Generalized KKM Type Theorems in FC-Spaces with Applications (I)

The class KKM(X,Y) (resp., s-KKM(X,Y,Z)) of set-valued mappings with KKM (resp., s-KKM) property is introduced in FC-spaces without any convexity structure. Some generalized KKM (resp., s-KKM) type theorems are proved in FC-spaces under much weak assumptions. As applications, some new section theorems and coincidence theorems are established in FC-spaces. These theorems generalize many known results in literature. The further applications of these results will be given in a follow-up paper.