浙江发展会展旅游的战略构想

通过对浙江会展旅游现状的分析和研究,总结了浙江会展旅游业的现状与优势,指出了面临的问题,进而从政府与会展企业角度提出了发展浙江会展旅游业的对策.     

Canonical measures on the moduli spaces of compact Riemann surfaces

We study some explicit relations between the canonical line bundle and the Hodge bundle over moduli spaces for low genus. This leads to a natural measure on the moduli space of every genus which is related to the Siegel symplectic metric on Siegel upper half-space as well as to the Hodge metric on the Hodge bundle.     

L1-optimal estimates for a regression type function in R

Let X₁, X₂, …, X_n be random vectors that take values in a compact set in R^d, d ≥ 1. Let Y₁, Y₂, …, Y_n be random variables (“the responses”) which conditionally on X₁ = x₁, …, X_n = x_n are independent with densities f(y | x_i, θ(x_i)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θ_q,d of real valued functions, an optimal L₁-consistent estimator of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θ_q,d.     

Frequent oscillation in a nonlinear partial difference equation

This paper is concerned with a class of nonlinear delay partial difference equations with variable coefficients, which may change sign. By making use of frequency measures, some new oscillatory criteria are established. This is the first time oscillation of these partial difference equations is discussed by employing frequency measures.      

The kink of cellular automaton rule 18 performs a random walk

We give an exact characterization of the movement of a single kink in the elementary cellular automaton Rule 18. It is a random walk with independent increments as well as independent delay times. Its statistical parameters are computed to confirm the earlier simulation results by Grassberger.     

Uniform random number generation

In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in an appropriate way. In this paper, we examine practical ways of generating (deterministic approximations to) such uniform variates on a computer. We compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness. We look in particular at several classes of generators, such as linear congruential, multiple recursive, digital multistep, Tausworthe, lagged-Fibonacci, generalized feedback shift register, matrix, linear congruential over fields of formal series, and combined generators, and show how all of them can be analyzed in terms of their lattice structure. We also mention other classes of generators, like non-linear generators, discuss other kinds of theoretical and empirical statistical tests, and give a bibliographic survey of recent papers on the subject.     

Ferromagnetic Properties of Bond-Dilution and Random Positive or Negative Uniaxial Anisotropy Blume-Capel Model

We study the ferromagnetic properties of spin-1 system, which is considered in the frame of the bond dilution and random positive or negative anisotropy Blume-Capel model in the effective field theory and a cutting approximation. The investigation of phase diagrams displays some rich properties of the trajectory of tricritical point, reentrant henomena at low temperatures. Under certain both bond concentrations and random negative anisotropy, there are new transition lines of double tricritical points. So special emphasis is placed on the influence of the bond dilution and random anisotropy on phase diagrams. The magnetizations of the system are also discussed. Some results have not been evealed in previous reports.     

Slowing down in the three-dimensional three-state Potts glass with nearest neighbor exchange ± J: A Monte Carlo study

,Static and dynamic properties of the Potts model on the simple cubic lattice with nearest neighbor -interaction are obtained from Monte Carlo simulations in a temperature range where full thermal equilibrium still can be achieved (). For a lattice size L = 16, in this range finite size effects are still negligible, but the data for the spin glass susceptibility agree with previous extrapolations based on finite size scaling of very small lattices. While the static properties are compatible with a zero temperature transition, they certainly do not prove it. Unlike the Ising spin glass, the decay of the time-dependent order parameter is compatible with a simple Kohlrausch function, , while a power law prefactor cannot be distinguished. The Kohlrausch exponent y ( T ) decreases from at [0pt] to at [0pt] however. The relaxation time is compatible with the exponential divergence postulated by McMillan for spin glasses at their lower critical dimension, but the exponent that can be extracted still differs significantly from the theoretical value, . Thus the present results support the conclusion that the Potts spin glass in d = 3 dimensions differs qualitatively from the Ising spin glass. Received: 8 October 1997 / Accepted: 27 November 1997     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Convexity Bias in the Pricing of Eurodollar Swaps

The traditional use of LIBOR futures prices to obtain surrogates for the Eurodollar forward rates is proved to yield a systematic bias in the pricing of Eurodollar swaps when one assumes that the yield curve is well described by the Heath-Jarrow-Morton model. The resulting theoretical inequality is consistent with the empirical observations of Burghardt and Hoskins (1995), and it provide a theoretical basis for price anomalies that are suggested by more recent empirical data.