On a generalization of the Kalman-Yakubovic lemma

In this paper we generalize the Kalman-Yakubovic lemma to infinite dimensions—or, more precisely, to semigroups of operators over a Hilbert space. The proof differs substantially from the finite-dimensional version and is based on the Paley-Wiener-Helson-Lowdenslager factorization theorem.     

大型对称不定箭形线性方程组的分解方法

1 引言 首先考虑2×2矩阵 显然当k>1/2时,矩阵K是对称正定的,且K可以分解成Cholesky因子:当k=1/2时,K为奇异矩阵;而当k<1/2时,K为对称不定矩阵,这时K有广义Cholesky分解式:并且这种分解是稳定的,一般地我们给出定义 定义1.1 设有矩阵K∈R~((m+n)×(m+n)),若总存在排列矩阵P∈R~((m+n)×(m+n))和对称正定矩阵H∈R~(m×n)、G∈R(m×m)使得则称矩阵K为对称拟定(Symmetric quasidefinite)矩阵。     

Interruptible Exact Sampling in the Passive Case

We establish, for various scenarios, whether or not interruptible exact stationary sampling is possible when a finite-state Markov chain can only be viewed passively. In particular, we prove that such sampling is not possible using a single copy of the chain. Such sampling is possible when enough copies of the chain are available, and we provide an algorithm that terminates with probability one.     

Makarov势的Dirac方程的束缚态解

给出了Makarov型标量势与矢量势相等条件下的Dirac方程的束缚态解. Dirac方程的角向方程用因子分解方法求解，在得出角向波函数的过程中，自然地得到了属于同一本征值的不同角向波函数间的递推操作. 径向束缚态波函数用合流超几何函数表示，束缚态的能量方程可由径向波函数满足的边界条件得到. 关键词： Makarov势 Dirac方程 束缚态 因子分解方法     

Combinatorial and accessible weak model categories

In a previous work, we have introduced a weakening of Quillen model categories called weak model categories. They still allow all the usual constructions of model category theory, but are easier to construct and are in some sense better behaved. In this paper we continue to develop their general theory by introducing combinatorial and accessible weak model categories. We give simple necessary and sufficient conditions under which such a weak model category can be extended into a left and/or right semi-model category. As an application, we recover Cisinski-Olschok theory and generalize it to weak and semi-model categories. We also provide general existence theorems for both left and right Bousfield localization of combinatorial and accessible weak model structures, which combined with the results above gives existence results for left and right Bousfield localization of combinatorial and accessible left and right semi-model categories, generalizing previous results of Barwick. Surprisingly, we show that any left or right Bousfield localization of an accessible or combinatorial Quillen model category always exists, without properness assumptions, and is simultaneously both a left and a right semi-model category, without necessarily being a Quillen model category itself.     

The Hamilton–Waterloo Problem for ‐Factors and ‐Factors

The Hamilton–Waterloo problem asks for a 2‐factorization of (for v odd) or minus a 1‐factor (for v even) into ‐factors and ‐factors. We completely solve the Hamilton–Waterloo problem in the case of C₃‐factors and ‐factors for .     

自由Rota-Baxter代数的因子分解

近年来,Rota-Baxter代数在数学和物理学中有着广泛的应用,受到越来越多的关注,自由Rota-Baxter代数分别用括号字,根树以及Motzkin路径得到了构造.因子分解在代数学中是一个很重要的问题.本文主要考虑用括号字构造的自由RotaBaxter代数,得到了自由Rota-Baxter代数中基元素的因子分解.     

Decomposition of ideals into pseudo-irreducible ideals

A proper ideal of a commutative ring is called pseudo-irreducible if it cannot be written as a product of two comaximal proper ideals. In this paper, we give a necessary and su?cient condition for every proper ideal of a commutative ring to be a product of pairwise comaximal pseudo-irreducible ideals. Examples of such rings include Laskerian rings, or more generally J-Noetherian rings and ZD-rings. We study when certain classes of rings satisfy this condition.     

Evaluation and default time for companies with uncertain cash flows

In this study, we propose a modelling framework for evaluating companies financed by random liabilities, such as insurance companies or commercial banks. In this approach, earnings and costs are driven by double exponential jump–diffusion processes and bankruptcy is declared when the income falls below a default threshold, which is proportional to the charges. A change of numeraire, under the Esscher risk neutral measure, is used to reduce the dimension. A closed form expression for the value of equity is obtained in terms of the expected present value operators, with and without disinvestment delay. In both cases, we determine the default threshold that maximizes the shareholder’s equity. Subsequently, the probabilities of default are obtained by inverting the Laplace transform of the bankruptcy time. In numerical applications of the proposed model, we apply a procedure for calibration based on market and accounting data to explain the behaviour of shares for two real-world examples of insurance companies.     

An alternating projected gradient algorithm for nonnegative matrix factorization

Due to the extensive applications of nonnegative matrix factorizations (NMFs) of nonnegative matrices, such as in image processing, text mining, spectral data analysis, speech processing, etc., algorithms for NMF have been studied for years. In this paper, we propose a new algorithm for NMF, which is based on an alternating projected gradient (APG) approach. In particular, no zero entries appear in denominators in our algorithm which implies no breakdown occurs, and even if some zero entries appear in numerators new updates can always be improved in our algorithm. It is shown that the effect of our algorithm is better than that of Lee and Seung’s algorithm when we do numerical experiments on two known facial databases and one iris database.