席位分配公理的相容性与完备性

在原有的分配公理以外提出了若干新的公理,讨论了分配公理与数学模型之间的关系,然后给出极大相容公理组.     

Integral Representation of Invariant Functions

We characterize those positive functions which are invariant for a bounded kernel, and which have a Choquet-type integral representation. Such a representation relies on the wellknown Choquet-type integral representation of measures which are invariant for a kernel. We apply our results to convolution kernels with spread-out measures on second countable locally compact Abelian groups.     

应用极值理论计算VaR的一种方法

在险价值(value at risk，简称VaR)是度量市场风险的一种普遍使用的工具，也是金融风险管理中的基础工具。计算VaR有许多不同的方法，本考虑了数据间的相关性，通过部分重叠数据分组的方法来计算VaR，发现所得到的VaR更符合实际；另外，我们对分组大小作了研究，发现分组数据大小的幂律存在，并对恒生指数作了具体分析。由此得出计算VaR的合理的数据分组大小。     

球面型空间中的度量平均

本文首先建立球面型空间中度量平均的概念，其次讨论度量平均过程中一些几何不变量之间的关系，最后举例说明度量平均在解决球面型空间中几何极值问题时的应用．     

The AR-property for Roberts' example of a compact convex set with no extreme points Part 2: Application to the example

In this second part of our paper, we apply the result of Part 1 to show that the compact convex set with no extreme points, constructed by Roberts (1977), is an AR.

     

On the worst conditional expectation

We study continuous coherent risk measures on L^p, in particular, the worst conditional expectations. We show some representation theorems for them, extending the results of Artzner, Delbaen, Eber, Heath, and Kusuoka.     

条件Erlang分布的双参数加法定理

X(γ)和Y(k)服从参数(γ,λ)和(k,μ)的Erlang分布且相互独立.本文证明了在X(γ)相似文献   

Banach代数L∞(T;X)

讨论向量值函数的Banach代数L∞（T；X）的极大理想空间的拓扑性质和代数性质，得到了若干结果；给出了Banach空间H∞（D；X）中闭单位球的端点的一条性质．     

一个矩阵不等式和Bayes无偏估计（英）

ＡｎＩｎｅｑｕａｌｉｔｙｏｆＭａｔｒｉｘａｎｄＢａｙｅｓＵｎｂｉａｓｅｄＥｓｔｉｍａｔｅｓＺｈａｎｇＹａｏｔｉｎｇ（ＳｈａｎｇｈａｉＵｎｉｖｅｒｓｉｔｙｏｆＦｉｎａｎｃｅａｎｄＥｃｏｎｏｍｉｃｓ，２００４３３）ＡｂｓｔｒａｃｔＴｈｅｉｎｅｑｕａｌｉ...     

Conditional Probabilities and Density Operators in Quantum Modeling

Motivated by a recent proof of free choices in linking equations to the experiments they describe, I clarify some relations among purely mathematical entities featured in quantum mechanics (probabilities, density operators, partial traces, and operator-valued measures), thereby allowing applications of these entities to the modeling of a wider variety of physical situations. I relate conditional probabilities associated with projection-valued measures to conditional density operators identical, in some cases but not in others, to the usual reduced density operators. While a fatal obstacle precludes associating conditional density operators with general non-projective measures, tensor products of general positive operator-valued measures (POVMs) are associated with conditional density operators. This association together with the free choice of probe particles allows a postulate of state reductions to be replaced by a theorem. An application shows an equivalence between one form of quantum key distribution and another with respect to certain eavesdropping attacks.