Operator–valued Fourier multiplier theorems on Besov spaces

We investigate analytical properties of a measure geometric Laplacian which is given as the second derivative w.r.t. two atomless finite Borel measures μ and ν with compact supports supp μ ? supp ν on the real line. This class of operators includes a generalization of the well‐known Sturm‐Liouville operator as well as of the measure geometric Laplacian given by . We obtain for this differential operator under both Dirichlet and Neumann boundary conditions similar properties as known in the classical Lebesgue case for the euclidean Laplacian like Gauß‐Green‐formula, inversion formula, compactness of the resolvent and its kernel representation w.r.t. the corresponding Green function. Finally we prove nuclearity of the resolvent and give two representations of its trace.     

On a question of Gross

Using the notion of weighted sharing of sets we prove two uniqueness theorems which improve the results proved by Fang and Qiu [H. Qiu, M. Fang, A unicity theorem for meromorphic functions, Bull. Malaysian Math. Sci. Soc. 25 (2002) 31-38], Lahiri and Banerjee [I. Lahiri, A. Banerjee, Uniqueness of meromorphic functions with deficient poles, Kyungpook Math. J. 44 (2004) 575-584] and Yi and Lin [H.X. Yi, W.C. Lin, Uniqueness theorems concerning a question of Gross, Proc. Japan Acad. Ser. A 80 (2004) 136-140] and thus provide an answer to the question of Gross [F. Gross, Factorization of meromorphic functions and some open problems, in: Proc. Conf. Univ. Kentucky, Lexington, KY, 1976, in: Lecture Notes in Math., vol. 599, Springer, Berlin, 1977, pp. 51-69], under a weaker hypothesis.     

Solution of monotone complementarity problems with locally Lipschitzian functions

The paper deals with complementarity problems CP(F), where the underlying functionF is assumed to be locally Lipschitzian. Based on a special equivalent reformulation of CP(F) as a system of equationsφ(x)=0 or as the problem of minimizing the merit functionΘ=1/2∥Φ∥ ₂ ² , we extend results which hold for sufficiently smooth functionsF to the nonsmooth case. In particular, ifF is monotone in a neighbourhood ofx, it is proved that 0 εδθ(x) is necessary and sufficient forx to be a solution of CP(F). Moreover, for monotone functionsF, a simple derivative-free algorithm that reducesΘ is shown to possess global convergence properties. Finally, the local behaviour of a generalized Newton method is analyzed. To this end, the result by Mifflin that the composition of semismooth functions is again semismooth is extended top-order semismooth functions. Under a suitable regularity condition and ifF isp-order semismooth the generalized Newton method is shown to be locally well defined and superlinearly convergent with the order of 1+p.     

Estimating means from a non-I.I.D. Mixture of Poisson samples

In this paper, a family of estimators for estimating means when mixing two independent Poisson samples is proposed. This family is based on the probability-generating function of the Poisson distribution and is offered as an alternative to the maximum likelihood estimators, which have some drawbacks. These estimators include the method of moments estimators as a special limiting case.     

闭排队网络中性能势与无穷小实现因子之间的关系

In this paper,the concept of the infinitesimal realization factor is extended to the parameter-dependent performance functions in closed queueing networks. Then the concepts of realization matrix (its elements are called realization factors) and performance potential are introduced,and the relations between infinitesimal realization factors and these two quantities are discussed. This provides a united framework for both IPA and non IPA approaches. Finally,another physical meaning of the service rate is given.     

Fluorescence line narrowed spectra of Zn and metal-free cytochrome c

Fluorescence line narrowing (FLN) spectroscopy was used to study the role of the polypeptide chain in influencing the spectrum of Zn-substituted cytochrome c (Zn cyt c) and metal-free cyt c (porphyrin cyt c). For both derivatives the spectra show characteristics of relaxed fluorescence from an inhomogeneously broadened sample. Zero phonon lines and phonon wings can be clearly distinguished, and vibrational frequencies of the ground and excited states were identified. The inhomogeneous distribution width for porphyrin cyt c is slightly wider than that of Zn cyt c and a second population of molecules was apparent in the porphyrin cyt c. The phonon coupling was greater for Zn cyt c than for porphyrin cyt c, which may be due to the extra coupling to the polypeptide chain by metal ligation.This work has been done in partial fulfillment of the requirements for the Doctor of Philosophy degree.     

Resonant response of a thermalized ensemble of nonlinear oscillators

The analysis is carried out of the response of the center of gravity (dipole moment) of the distribution of noninteracting thermalized nonlinear oscillators to a sinusoidal driving force. Heat bath coupling is modeled by damping and noise. The driving is weak, but the frequency is resonant, so that there is a nonlinear resonance in the phase space. The response has a linear part that can be obtained from the perturbation analysis and a small nonlinear correction that is specific for the resonant structure.     

关于“信息熵”分析及其应用的研究

本文用Ｓｈａｎｎｏｎ熵函数的观点及最大离散熵原理，探讨了对随机试验项目的优选问题：即压缩某种“不确定性”试验项目的实施与探索．并通过应用实例的计算，获得了满意的聚类效果．这种方法对于信息资料的数据处理及压缩“不确定性“验项目具有普遍意义．     

On the phase space approach to complexity

We elaborate in some detail on a new phase space approach to complexity, due to Y.-C. Zhang. We show in particular that the connection between maximal complexity and power law noise or correlations can be derived from a simple variational principle. For a 1D signal we find 1/f noise, in accordance with Zhang.     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.