Precise (m,k)-Zipf diagram analysis of mathematical and financial time series when m=6, k=2

For studying short-range time correlations in financial signals, we have envisaged to combine the Zipf method and the i-variability diagrams (VD) as useful tools. The 2-VD describes the local curvature short-range correlations. We have resulted into ranking the 2-VD data according to their frequency of occurrence. After having tested the ideas and estimated the error bars on a Brownian motion signal, we have examined two stocks, i.e. SGP and OXHP closing price and volume of transaction long series. A precise (m,k)-Zipf diagram analysis when m=6, k=2 has been shown to lead to a non-immediate information on the signal behavior, even taking into account error bars. The set of curvatures (translated into “words”) indicates a Brownian motion-like set for the closing price local curvature of such signals over a 6 day span. Moreover, it has been shown that the conjecture about a simple relationship between the Hurst exponent H and the ζ exponent of Zipf plots does not seem to be substantiated here.     

A self-adaptive trust region method for the extended linear complementarity problems

By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under strict complementarity conditions. This work is supported by National Natural Science Foundation of China (No. 10671126) and Shanghai Leading Academic Discipline Project (S30501).     

具有离散时滞和分布时滞的中立型时滞系统的鲁棒稳定性

本文研究了具有离散时滞和分布时滞的不确定中立型系统的鲁棒稳定性的问题,考查了可能随时间变化的具有范数有界的不确定性.在对Lyapunov-Krasovskii泛函求导数时,不进行放大估计,而通过引入恰当的零项,构造线性矩阵不等式,从而获得基于LMI的时滞相关稳定的新判据.最后的数值例子说明了所得的结论有效性.     

On positive invertibility of operators and their decompositions

In Banach spaces ordered by a normal cone that contains interior points the positive invertibility of operators is studied. If there exists a uniformly positive functional then any positively invertible operator A possesses a B -decomposition, i.e., a positive decomposition A = U – V with the properties: U^–1 exists, VU^–1 ≥ 0, Ax ≥ 0, U x ≥ 0 imply x ≥ 0 and r (VU^–1) < 1. Earlier it was shown that the existence of a B -decomposition with r (VU^–1) < 1 is sufficient for the positive invertibility of the operator A. Peris' result is obtained as a special case of the main theorem. The decomposition is demonstrated for a positively invertible operator in a Banach space ordered by an ice cream cone (© 2009 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transport Coefficients in Dense Plasmas Including Ion‐Ion Structure Factor

Within linear response theory, a general approach to the thermoelectric transport coefficients for fully ionized hydrogen‐type plasma has been given. Different approximations for the collision integral are considered. Particular attention is given to dynamical screening and the ion‐ion structure factor. Results are presented for the electrical conductivity, the thermal conductivity, and the thermopower in the non‐degenerate limit (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

General admissibility for linear estimators in a general multivariate linear model under balanced loss function

A generalization of Zellner’s balanced loss function is proposed. General admissibility in a general multivariate linear model is investigated under the generalized balanced loss function. And the sufficient and necessary conditions for linear estimators to be generally admissible in classes of homogeneous and nonhomogeneous linear estimators are given, respectively.     

On functional identities in left ideals of prime rings

In the present paper we describe surjective Lie and Jordan maps onto left ideals of prime noncommutative rings. Further, we describe bijective linear maps of left ideals of centrally closed prime algebras preserving commutativity.     

An improved strongly sub-feasible SSLE method for optimization problems and numerical experiments

In this paper, the super-linearly and quadratically convergent strong sub-feasible method [J.L. Li, J.B. Jian, A superlinearly and quadratically convergent strongly subfeasible method for nonlinear inequality constrained optimization, OR Transactions, 7 (2) (2003) 21-34] for nonlinear inequality constrained optimization is improved, such that the iterative points can get into the feasible region after a finite number of iterations. As a result, a strict restricted condition can be overcome. Another two contributions of this paper are that a new bidirectional Armijo line search is presented and a lot of numerical comparison results are reported.     

On hypothesis testing with a partitioned random alternative

It is common in statistical practice that one needs to make a choice among m + 1 mutually exclusive claims on distributions.When m=1,it is done by the (traditional) hypothesis test.In this paper,a generalization to the case m > 1 is proposed.The fundamental difference with the case m=1 is that the new alternative hypothesis is a partition of m multiple claims and is data-dependent.Data is used to decide which claim in the partition is to be tested as the alternative.Thus,a random alternative is involved.The...     

A short note on solvability of systems of interval linear equations

In this note we formulate necessary and sufficient conditions for strong solvability and feasibility of systems of linear interval equations in terms of absolute value inequalities.