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On doubling metric measure spaces endowed with a strongly local regular Dirichlet form, we show some characterisations of pointwise upper bounds of the heat kernel in terms of global scale-invariant inequalities that correspond respectively to the Nash inequality and to a Gagliardo–Nirenberg type inequality when the volume growth is polynomial. This yields a new proof and a generalisation of the well-known equivalence between classical heat kernel upper bounds and relative Faber–Krahn inequalities or localised Sobolev or Nash inequalities. We are able to treat more general pointwise estimates, where the heat kernel rate of decay is not necessarily governed by the volume growth. A crucial role is played by the finite propagation speed property for the associated wave equation, and our main result holds for an abstract semigroup of operators satisfying the Davies–Gaffney estimates.  相似文献   
104.
Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015  相似文献   
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Siburg and Stoimenov [12] gave a measure of mutual complete dependence of continuous variables which is different from Spearman's ρ and Kendall's τ. In this paper, a similar measure of mutual complete dependence is applied to discrete variables. Also two measures for functional relationships, which are not bijection, are investigated. For illustration of our main results, several examples are given.  相似文献   
107.
We study well-posedness of a class of nonlocal interaction equations with spatially dependent mobility. We also allow for the presence of boundaries and external potentials. Such systems lead to the study of nonlocal interaction equations on subsets ? of ? d endowed with a Riemannian metric g. We obtain conditions, relating the interaction potential and the geometry, which imply existence, uniqueness and stability of solutions. We study the equations in the setting of gradient flows in the space of probability measures on ? endowed with Riemannian 2-Wasserstein metric.  相似文献   
108.
董澎  王柯  李军方  傅强 《高分子学报》2020,(1):117-124,I0005
利用新的单中心Ziegler-Natta(Z-N)催化剂,通过干预分子链的生长与聚集行为,可获得低缠结的超高分子量聚乙烯(UHMWPE)初生树脂.本研究利用这类低缠结UHMWPE,通过设置不同的烧结温度(Ts)来改变熔体缠结状态,并探讨了链缠结程度对烧结制品结构与性能的影响.实验结果表明TS=220℃下,UHMWPE样品发生显著的复缠,造成高缠结度;而Ts=170℃下,初始低缠结状态能够得以充分保留,从而获得了缠结度具有明显差别的不同样品.示差扫描量热法(DSC)测试表明,在Ts=170℃下,低缠结度有利于在随后等温及冷却结晶过程中生成高熔点(最高达141℃)晶体与高的结晶度(最高达65%).力学测试表明低缠结度制品的综合力学性能显著提升,其中屈服强度提高72%,拉伸断裂强度提升139%,弹性模量提升162%以及断裂伸长率提升36%,实现了同时增强增韧.这就提供了一种从调节链缠结温度实现UHMWPE烧结制品高性能化的新思路.  相似文献   
109.
研究了热平衡温度,自旋交换相互作用,Dzyaloshinskii-Moriya(DM)相互作用及外加非一致性磁场对两比特海森堡XYZ自旋链量子系统的热纠缠与局域量子不确定度的影响,对比分析了并发度量子纠缠与局域量子不确定度描述自旋链系统量子关联的差别.结果表明自旋链系统的量子纠缠在热平衡温度,DM相互作用及外加磁场的非一致性参数的变化情况下均会出现纠缠突然死亡的再生现象,而自旋链系统的局域量子不确定度随着这些参数呈连续变化现象.并且,自旋交换相互作用,DM相互作用及外加横向磁场作用强度较小时,他们的变化对自旋链系统的量子纠缠与局域量子不确定度的影响有着明显的差别.  相似文献   
110.
In previous research, we showed that ‘texts that tell a story’ exhibit a statistical structure that is not Maxwell–Boltzmann but Bose–Einstein. Our explanation is that this is due to the presence of ‘indistinguishability’ in human language as a result of the same words in different parts of the story being indistinguishable from one another, in much the same way that ’indistinguishability’ occurs in quantum mechanics, also there leading to the presence of Bose–Einstein rather than Maxwell–Boltzmann as a statistical structure. In the current article, we set out to provide an explanation for this Bose–Einstein statistics in human language. We show that it is the presence of ‘meaning’ in ‘texts that tell a story’ that gives rise to the lack of independence characteristic of Bose–Einstein, and provides conclusive evidence that ‘words can be considered the quanta of human language’, structurally similar to how ‘photons are the quanta of electromagnetic radiation’. Using several studies on entanglement from our Brussels research group, we also show, by introducing the von Neumann entropy for human language, that it is also the presence of ‘meaning’ in texts that makes the entropy of a total text smaller relative to the entropy of the words composing it. We explain how the new insights in this article fit in with the research domain called ‘quantum cognition’, where quantum probability models and quantum vector spaces are used in human cognition, and are also relevant to the use of quantum structures in information retrieval and natural language processing, and how they introduce ‘quantization’ and ‘Bose–Einstein statistics’ as relevant quantum effects there. Inspired by the conceptuality interpretation of quantum mechanics, and relying on the new insights, we put forward hypotheses about the nature of physical reality. In doing so, we note how this new type of decrease in entropy, and its explanation, may be important for the development of quantum thermodynamics. We likewise note how it can also give rise to an original explanatory picture of the nature of physical reality on the surface of planet Earth, in which human culture emerges as a reinforcing continuation of life.  相似文献   
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