Symmetries of nonlinear hyperbolic systems of the Toda chain type

We consider hyperbolic systems of equations that have full sets of integrals along both characteristics. The best known example of models of this type is given by two-dimensional open Toda chains. For systems that have integrals, we construct a differential operator that takes integrals into symmetries. For systems of the chosen type, this proves the existence of higher symmetries dependent on arbitrary functions. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 155, No. 2, pp. 344–355, May, 2008.     

马尔可夫链模型在信用卡账户行为变化预测中的应用

对信用卡账户行为变化的监控是降低信用卡风险的关键.论文在构建马尔可夫模型的基础上,讨论了在信用卡账户无新增贷款、新增贷款固定不变和新增贷款发生周期性变化的情况下,如何预测信用卡账户不同状态的金额、已偿付态和坏账态的金额、全部应收款的现值及它们的方差计算等内容,为信用卡账户行为变化的预测、管理提供了方法和依据.     

PERIODIC SOLUTION TO PREDATOR-PREY CHAIN SYSTEM WITH IMPULSIVE EFFECTS AND BEDDINGTON-DEANGELIS FUNCTIONAL RESPONSE

In this paper, a predator-prey chain system with impulsive effects and Beddington-DeAngelis functional response is studied. We investigate the existence of periodic solu-tion by coincidence degree theory. Sufficient conditions are obtained for the existence of periodic solution.     

Calculating safety stocks for assembly systems with random component procurement lead times: A branch and bound algorithm

In this paper, a discrete single-level multi-component inventory control model for assembly systems with random component procurement lead times is considered. The economic order quantity (EOQ) policy is used for a type of finished product. The requirements of the components are constant and cyclic (periodic), and their values per period are deduced from the EOQ for the finished product. The paper focuses on the components safety stock calculation. The objective is to minimise the average holding cost of the components while keeping the desired service level for the finished product. For this, an upper bound, two lower bounds, two dominance properties and an efficient branch and bound algorithm are suggested. Several tests are executed and conclusions are drawn. The proposed model provides a substantial saving for assembly systems with a large number and unreliable delivery of components as in semi-conductor and automotive industries.     

Bayesian Copulae Distributions, with Application to Operational Risk Management

The aim of this paper is to introduce a new methodology for operational risk management, based on Bayesian copulae. One of the main problems related to operational risk management is understanding the complex dependence structure of the associated variables. In order to model this structure in a flexible way, we construct a method based on copulae. This allows us to split the joint multivariate probability distribution of a random vector of losses into individual components characterized by univariate marginals. Thus, copula functions embody all the information about the correlation between variables and provide a useful technique for modelling the dependency of a high number of marginals. Another important problem in operational risk modelling is the lack of loss data. This suggests the use of Bayesian models, computed via simulation methods and, in particular, Markov chain Monte Carlo. We propose a new methodology for modelling operational risk and for estimating the required capital. This methodology combines the use of copulae and Bayesian models.      

广义谱分解与亏损矩阵幂的算法

提出了亏损矩阵广义谱分解概念,所得广义特征矩阵具有类似若当链的性质AA(h)i=λiA(h)i+A(h+1)i.亏损矩阵可分解成A=∑si=1(λiA(0)i+A(1)i),由Am=∑si=1∑mh=0Chmλm-hiA(h)i可生成线性方程组,求出各A(h)i,进而计算A的较大次幂Am.介绍了广义谱分解在计算矩阵幂级数中的应用.     

A stabilization law for two semi-infinite interacting strings of characters

We consider a Markov chain that describes the evolution of two interacting strings of symbols. The transitions probalitities of this Markov chain depend only on the rightmost symbols of both strings. The main goal of the present paper is to prove a limit theorem (stabilization law): the distribution of the rightmost symbols converges to some limit correlation function.1 Partially supported by FAPESP (2002/01501-9) and RFBR (02-01-00415)2 Partially supported by RFBR (02-01-00415)     

Derivation of the Hydrodynamic Equations in the Framework of the Bogoliubov Functional Hypothesis

We generalize the Bogoliubov functional hypothesis to the case of multiparticle interaction depending on both the coordinates and momenta of particles. We illustrate this with the examples of two weakly relativistic models: the Darwin model in the theory of charged particles and the Fock model in the general theory of relativity. For these models, based on the chain of the BBGKY equations, we calculate weakly relativistic corrections to the classical transport coefficients and find the conditions under which there is no bijective relation between the parameters of the local equilibrium distribution and the hydrodynamic variables.     

二阶离散隐马尔科夫模型的严格定义及等价性质

隐马氏模型作为一种具有双重随机过程的统计模型,具有可靠的概率统计理论基础和强有力的数学结构,已被广泛应用于语音识别、生物序列分析、金融数据分析等领域.由于传统的一阶隐马氏模型无法表示更远状态距离间的依赖关系,就可能会忽略很多有用的统计特征,故有人提出二阶隐马氏模型的概念,但此概念并不严格.本文给出二阶离散隐马尔科夫模型的严格定义,并研究了二阶离散隐马尔科夫模型的两个等价性质.     

The depth spectrums of constacyclic codes over finite chain rings

In light of the generator polynomials of constacyclic codes over finite chain rings, the depth spectrum of constacyclic codes can be determined if (n,p)=1$(n,p)=1$.