Multiperiodic multifractal martingale measures

A nonnegative 1-periodic multifractal measure on is obtained as infinite random product of harmonics of a 1-periodic function W(t). Such infinite products are statistically self-affine and generalize certain Riesz products with random phases. They are martingale structures, therefore converge. The criterion on W for nondegeneracy is provided. It differs completely from those for other known random measures constructed as martingale limits of multiplicative processes. In particular, it is very sensitive to small changes in W(t). When these infinite products are interpreted in the framework of thermodynamic formalism for random transformations, logW is a potential function when W>0. For regular enough potentials, in case of degeneracy, the natural normalization makes the sequence of measures converge. Moreover, this normalization is neutral for nondegenerate martingales. The multifractal analysis of the limit martingale measure is performed for a class of potential functions having a dense countable set of jump points.     

On the trade-off between staff-decomposed and activity-decomposed column generation for a staff scheduling problem

In this paper a comparison is made between two decomposition techniques to solve a staff scheduling problem with column generation. In the first approach, decomposition takes place on the staff members, whereas in the second approach decomposition takes place on the activities that have to be performed by the staff members. The resulting master LP is respectively a set partitioning problem and a capacitated multi-commodity flow problem. Both approaches have been implemented in a branch-and-price algorithm. We show a trade-off between modeling power and computation times of both techniques.     

Decomposition of search for -structures in DAGs

We show that the problem of searching for v-structures in a directed acyclic graph can be decomposed into searches in its decomposed subgraphs. This result simplifies the search for v-structures and the recovery of local causal relationships.     

Equivalent quasi-norms on Lorentz spaces

We give new characterizations of Lorentz spaces by means of certain quasi-norms which are shown to be equivalent to the classical ones.

     

Analytic continuation of the exponential transform from convex cavities

The analytic continuation of the exponential transform of a domain in Rn is proved under some global geometric assumptions on the boundary. Two approximation schemes of the continued transform (one based on a Taylor series truncation, the other on a global eigenfunction expansion) are also discussed.     

ON THE EXISTENCE OF GLOBAL GENERAL SOLUTIONS OF POLYNOMIAL SYSTEMS

ＯＮＴＨＥＥＸＩＳＴＥＮＣＥＯＦＧＬＯＢＡＬＧＥＮＥＲＡＬＳＯＬＵＴＩＯＮＳＯＦ　ＰＯＬＹＮＯＭＩＡＬＳＹＳＴＥＭＳＺＨＡＯＸＩＡＯＱＩＡＮＧ（赵晓强）（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，ｔｈｅＣｈｉｎｅｓｅＡｃａｄｅｍｙｏ...     

Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs

Robinson has proposed the bundle-based decomposition algorithm to solve a class of structured large-scale convex optimization problems. In this method, the original problem is transformed (by dualization) to an unconstrained nonsmooth concave optimization problem which is in turn solved by using a modified bundle method. In this paper, we give a posteriori error estimates on the approximate primal optimal solution and on the duality gap. We describe implementation and present computational experience with a special case of this class of problems, namely, block-angular linear programming problems. We observe that the method is efficient in obtaining the approximate optimal solution and compares favorably with MINOS and an advanced implementation of the Dantzig—Wolfe decomposition method.     

AVERAGE σ-K WIDTH OF CLASS OF Lp（R^n） IN Lq（R^n）

ＡＶＥＲＡＧＥ　σ－Ｋ　ＷＩＤＴＨ　ＯＦ　ＣＬＡＳＳ　ＯＦ　Ｌ_ｐ（Ｒ~ｎ）ＩＮ　Ｌ_ｑ（Ｒ~ｎ）ＡＶＥＲＡＧＥσ－ＫＷＩＤＴＨＯＦＣＬＡＳＳＯＦＬ_ｐ（Ｒ~ｎ）ＩＮＬ_ｑ（Ｒ~ｎ）￥ＬＩＵＹＯＮＧＰＩＮＧＡｂｓｔｒａｃｔ：Ｔｈｅａｖｅｒａｇｅσ－Ｋｗｉｄｔ...     

The Fundamental Solutions of the Space, Space-Time Riesz Fractional Partial Differential Equations with Periodic Conditions

In this paper, the space-time Riesz fractional partial differential equations with periodic conditions are considered. The equations are obtained from the integral partial differential equation by replacing the time derivative with a Caputo fractional derivative and the space derivative with Riesz potential. The fundamental solutions of the space Riesz fractional partial differential equation (SRFPDE) and the space-time Riesz fractional partial differential equation (STRFPDE) are discussed, respectively. Using methods of Fourier series expansion and Laplace transform, we derive the explicit expressions of the fundamental solutions for the SRFPDE and the STRFPDE, respectively.     

带调速器的多台机组的暂态关联稳定性

对于带调速器的多台电机组,本文引入关联矩阵E=(e_(ij))_(n×n),应用李雅普诺夫函数分解法,研究了此电力大系统的暂态关联稳定性,得到了系统的分解系数与稳定区域的估计公式。