期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

CHARACTERIZATIONS OF JORDAN (?)-SKEW MULTIPLICATIVE MAPS ON OPERATOR ALGEBRAS OF INDEFINITE INNER PRODUCT SPACES

Let H and K be indefinite inner product spaces. This paper shows that a bijective map φ:B(H)→B(K) satisfies φ(AB B A) =φ(A)φ(5) φ(B) φ(A) for every pair A,B ∈B(H) if and only if either φ(A) = cU AU for all A or φ(A) = cUA U for all A; φsatisfies φ(AB A) = φ(A)φ(B) φ(A) for every pair A,B ∈B(H) if and only if either φ(A) = UAV for all A or φ(A) = UA V for all A, where A denotes the indefinite conjugate of A, U and V are bounded invertible linear or conjugate linear operators with U U = c-1I and V V = cI for some nonzero real number c.     

Dynamic Strategic Pricing and Speed of Diffusion

Defining speed of diffusion as the amount of time it takes to get from one penetration level to a higher one, we introduce a dynamic model in which we study the link between pricing policy, speed of diffusion, and number of competitors in the market. Our analysis shows that, in the case of strategic (oligopolistic) competition, the speed of diffusion has an important influence on the optimal pricing policy. In particular, we find that higher speeds of diffusion create an incentive to strategically interacting firms to lower their prices.     

High power CW solid-state multilaser system

A laser system containing four CW Nd:YAG double-rod lasers, transforming optics and a fibre with input-output optics has been designed and investigated. It is shown that reduction of the beam parameter product of the non-Gaussian beams in the image space of the lens has made it possible to collect the emission of four lasers to the same fibre. Independent laser operation has provided the output power control in the range of 10–900 W with a stable light spot size on the input end of the fibre.     

Decomposition Methods for Differentiable Optimization Problems over Cartesian Product Sets

This paper presents a unified analysis of decomposition algorithms for continuously differentiable optimization problems defined on Cartesian products of convex feasible sets. The decomposition algorithms are analyzed using the framework of cost approx imation algorithms. A convergence analysis is made for three decomposition algorithms: a sequential algorithm which extends the classical Gauss-Seidel scheme, a synchronized parallel algorithm which extends the Jacobi method, and a partially asynchronous parallel algorithm. The analysis validates inexact computations in both the subproblem and line search phases, and includes convergence rate results. The range of feasible step lengths within each algorithm is shown to have a direct correspondence to the increasing degree of parallelism and asynchronism, and the resulting usage of more outdated information in the algorithms.     

On outer automorphism groups of coxeter groups

Summary It is shown that the outer automorphism group of a Coxeter groupW of finite rank is finite if the Coxeter graph contains no infinite bonds. A key step in the proof is to show that if the group is irreducible andΠ ₁ andΠ ₂ any two bases of the root system ofW, thenΠ ₂ = ±ωΠ ₁ for some ω εW. The proof of this latter fact employs some properties of the dominance order on the root system introduced by Brink and Howlett. This article was processed by the author using the Springer-Verlag TEX PJour1g macro package 1991.     

THE RADICALS OF HOPF MODULE ALGEBRAS

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Probability relations involving several subsystems

We consider the question of factorizability in tensor product spaces, and argue that the correlations associated with entangled states are even more problematic in the general case involving any tensor product of Hilbert spaces, than in the Einstein, Podolsky, and Rosen case with only two [1].     

Enumeration of perfect matchings of a type of Cartesian products of graphs

Let G be a graph and let Pm(G) denote the number of perfect matchings of G.We denote the path with m vertices by P_m and the Cartesian product of graphs G and H by G×H. In this paper, as the continuance of our paper [W. Yan, F. Zhang, Enumeration of perfect matchings of graphs with reflective symmetry by Pfaffians, Adv. Appl. Math. 32 (2004) 175-188], we enumerate perfect matchings in a type of Cartesian products of graphs by the Pfaffian method, which was discovered by Kasteleyn. Here are some of our results:1. Let T be a tree and let C_n denote the cycle with n vertices. Then Pm(C₄×T)=∏(2+α²), where the product ranges over all eigenvalues α of T. Moreover, we prove that Pm(C₄×T) is always a square or double a square.2. Let T be a tree. Then Pm(P₄×T)=∏(1+3α²+α⁴), where the product ranges over all non-negative eigenvalues α of T.3. Let T be a tree with a perfect matching. Then Pm(P₃×T)=∏(2+α²), where the product ranges over all positive eigenvalues α of T. Moreover, we prove that Pm(C₄×T)=[Pm(P₃×T)]².     

一些特殊图类乘积的离散度

连通图的离散度是用s(G)来表示的,s(G)=max{ω(G-S)-|S|:ω(G-S)>1,SV(G)}.给出了两个完全图乘积的和一个完全图与路的乘积的离散度.还给出了两个完全图乘积的坚韧度.