秩协方差分析及应用

吴占鹏．秩协方差分析及应用．数理统计与管理，１９９８，１７（３），７～１０．在随机区组试验中，区组内往往存在土壤梯度差异，使试验误差增大。为此，本文提出秩协方差分析方法，即把土壤差异εｉｊ分解成Δ·ｘｉｊ和δｉｊ两个成份，从中剔除土壤梯度差异Δ·ｘｉｊ对试验精度的影响，以提高试验结果的可靠性     

Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics

This work establishes an asymptotic bound on the characteristic function of signed linear serial rank statistics. The result is obtained under rather general conditions including the important case of van der Waerden scores. It generalizes the result of Seoh (1983, Ph.D. Thesis, Department of Mathematics, Indiana University) and constitutes an essential step to the elaboration of Berry-Esséen's bounds and the establishment of Edgeworth expansions. These statistics constitute a natural tool for testing the hypothesis of white noise with a symmetrical (unspecified) distribution in comparison to other alternative hypothesis of serial dependence.     

Minimal Martingale Measures for Discrete-time Incomplete Financial Markets

Abstract In this note, we give a characterization of the minimal martingale measure for a general discrete-time incomplete financial market.Then we concretely work out the minimal martingale messure for a specificdiscrete-time market model in which the assets'returns in different times are independent.     

一类退化椭圆型方程边值问题的适定性

研究一类特殊退化椭圆型方程边值问题的适定性,该类问题与双曲空间中的极小图的Dirichlet问题,曲面的无穷小等距形变刚性问题等等的研究密切相关,而这类方程的特征形式在区域上是变号的,其适定性是值得深入讨论的.最后,得到这类边值问题的H~1弱解的存在性和唯一性.     

Quadratic Hedging Methods for Defaultable Claims

We apply the local risk-minimization approach to defaultable claims and we compare it with intensity-based evaluation formulas and the mean-variance hedging. We solve analytically the problem of finding respectively the hedging strategy and the associated portfolio for the three methods in the case of a default put option with random recovery at maturity.     

The Algebraic K-Theory of Operator Algebras

We the study the algebraic K-theory of C *-algebras, forgetting the topology. The main results include a proof that commutative C*-algebras are K-regular in all degrees (that is, all theirN ^T K _iand extensions of the Fischer-Prasolov Theorem comparing algebraic and topological K-theory with finite coefficients.     

关于复杂度,亏群与不可分解模的若干说明

在本文中，我们给出了CG^ (B)≤2但不满意当p=2时CG^ (B)=CG^-(B)=2的p-可解群的块B的亏群的结构。同时亦给出关于复杂度与不可分解模的若干说明。     

Asymptotic distribution of rank statistics under dependencies with multivariate application

By modifying the method of projection, the results of Hajek and Huskova are extended to show the asymptotic normality of signed and linear rank statistics under general alternatives for dependent random variables that can be expressed as independent vectors of fixed equal length. The score function is twice differentiable; the regression constants are arbitrary; and the distribution functions are continuous, but arbitrary. As an application, a rank transform statistic is proposed for the one-sample multivariate location model. The ranks of the absolute values of the observations are calculated without regard to component membership, and the scored ranks are substituted in place of the observed values. The limiting distribution of the proposed test statistic is shown to be χ² divided by the degrees of freedom under the null hypothesis, and noncentral χ² divided by the degrees of freedom under the sequence of Pitman alternatives.     

A unified theory for coherent systems in reliability I. A generalization for some classic theory: Monotone binary coherent systems

Binary coherent system theory has played an important part in reliability. Its extension to (‘degradable’ or ‘multistate’ or) multinary systems has recently been considered in various papers, through various definitions. This paper lays the foundations of a unified theory for coherent systems by first giving unified arguments to apply and to investigate further binary and multinary systems. Monotone binary systems are introduced and examined by generalizing classic deterministic and probabilistic results. Applications of monotone coherence to the multinary case are proposed in a companion paper with a unified viewpoint on multinary coherent systems. As an indication, monotone constraints are defined with a partition of the component set and some total orderings imposed on the elements of the concerned partition. The discrete partition retrieves the classic theory of (free) binary coherent systems; some constraints defined from component levels lead to multinary coherent systems; some other constraints apply to systems submitted to some ‘common stresses’, e.g. the organizing system of a monotone coherent decomposition.     

The minimal excludant and Schmidt's partition theorem

In this work, we study Schmidt's partition theorem in a combinatorial manner, and find a strong refinement which connects the minimal excludant of ordinary partitions to the length of Schmidt's partitions. As a byproduct, we obtain a bivariate form of an identity recorded in Ramanujan's lost notebook.