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911.
《Applied Mathematical Modelling》2014,38(21-22):5067-5079
In this paper, we investigate the threshold behaviour of a susceptible-infected-recovered (SIR) epidemic model with stochastic perturbation. When the noise is small, we show that the threshold determines the extinction and persistence of the epidemic. Compared with the corresponding deterministic system, this value is affected by white noise, which is less than the basic reproduction number of the deterministic system. On the other hand, we obtain that the large noise will also suppress the epidemic to prevail, which never happens in the deterministic system. These results are illustrated by computer simulations. 相似文献
912.
引入Γ-函数和ζ-函数,利用权函数方法和实分析技巧,建立一个推广的Hilbert型积分不等式.考虑了它的等价式,证明了它们的常数因子是最佳的,并通过取特殊的参数值,得到一些有意义的结果. 相似文献
913.
914.
《Applied and Computational Harmonic Analysis》2014,36(3):495-507
Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper a novel formulation of the optimization problem is proposed, in the form of a rank-constrained nearest correlation matrix problem. Furthermore, improvements for three existing optimization algorithms are introduced, which are shown to be particular instances of the proposed formulation. Simulation results show notable improvements and superior robustness in sparse signal recovery. 相似文献
915.
917.
We propose a method for defining and measuring spatial contagion between two financial markets via conditional copulas. Some theoretical results on monotonicity and asymptotic properties of Gaussian copulas with respect to conditioning are presented. Next, we combine the spatial contagion approach with time series models. We investigate which model from a large family of multivariate GARCH is the best tool for modelling spatial contagion. In an empirical study, we show that among models designed for general fit, a two‐step model fitting procedure reduces the ability to describe the contagion effect. This is a feature of copula‐GARCH models. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
918.
We present a new derivation of the formula appearing in Babenko (1978) and Mayer and Roepstorff (1987) that gives the probability distribution of τ−n in terms of the eigenvalues of a symmetric operator. Here τ is the well-known Gauss-map. 相似文献
919.
From Kantorovich’s theory we establish a general semilocal convergence result for Newton’s method based fundamentally on a generalization required to the second derivative of the operator involved. As a consequence, we obtain a modification of the domain of starting points for Newton’s method and improve the a priori error estimates. Finally, we illustrate our study with an application to a special case of conservative problems. 相似文献
920.