一种新的$1/f$过程小波模型

给出了一种新的二进小波1/f过程模型,从理论上证明了一类谱指数为H的近似1/f过程可通过一簇平稳随机过程产生.由于所提方法利用了1/f过程小波系数的相关性,因而有效地减少了合成1/f过程的谱误差.数值实验结果表明,新模型很好地改进了已有模型.     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

Dupin hypersurfaces with four principal Curvatures,II

If M is an isoparametric hypersurface in a sphere S ⁿ with four distinct principal curvatures, then the principal curvatures κ₁, . . . , κ₄ can be ordered so that their multiplicities satisfy m ₁ = m ₂ and m ₃ = m ₄, and the cross-ratio r of the principal curvatures (the Lie curvature) equals −1. In this paper, we prove that if M is an irreducible connected proper Dupin hypersurface in R ⁿ (or S ⁿ ) with four distinct principal curvatures with multiplicities m ₁ = m ₂ ≥ 1 and m ₃ = m ₄ = 1, and constant Lie curvature r = −1, then M is equivalent by Lie sphere transformation to an isoparametric hypersurface in a sphere. This result remains true if the assumption of irreducibility is replaced by compactness and r is merely assumed to be constant.      

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

The geometry of Ingarden spaces

The Randers spaces RFⁿ were introduced by R. S. Ingarden. They are considered as Finsler spaces Fⁿ = (M, α + β) equipped with the Cartan nonlinear connection. In the present paper we define and study what we call the Ingarden spaces, I Fⁿ, as Finsler spaces I Fⁿ = (M, α + β) equipped with the Lorentz nonlinear connection. The spaces R Fⁿ and I Fⁿ are completely different. For I Fⁿ we discuss: the variational problem, Lorentz nonlinear connection, canonical N-metrical connection and its structure equations, the Cartan 1-form ω, the electromagnetic 2-form tF and the almost symplectic 2-form 0. The formula dω = F+θ is established. It has as a consequence the generalized Maxwell equations. Finally, the almost Hermitian model of I Fⁿ is constructed.     

Autour du théorème de Ferrand–Obata (Concerning the Theorem of Ferrand–Obata)

The aim of this article is to give a new dynamical proof of the Ferrand–Obata theorem when the manifold is compact. This will give us a generalisation of this theorem to transversally conformal foliations ofcodimension greater than three and constant basic functions.     

几类B值小指标鞅空间的原子分解

本文对几类B值小指标鞅空间建立了原子分解定理,利用原子分解讨论了它们之间的相互嵌入关系,其原子分解的存在性和它们之间的关系均与Banach空间的凸性和光滑性有密切联系.     

倒置结构锥形束计算机层析的精确成像与Grangeat算法实现

研究了一种新的圆加垂直单弧段的锥顶轨迹的锥形束计算机层析（CT）的完全性条件和精确重建的Grangeat方法，提出了倒置结构锥形束计算机层析的便于实现的圆加垂直多弧段的成像结构及进行精确重建的完全性条件。利用倒置成像结构与现有成像结构之间的等价关系，给出了倒置结构锥形束计算机层析的重建算法。最后，对上述几方面进行了计算机模拟。