A macroscopic model for an intermediate state between type‐I and type‐II superconductivity

A vectorial nonlocal and nonlinear parabolic problem on a bounded domain for an intermediate state between type‐I and type‐II superconductivity is proposed. The domain is for instance a multiband superconductor that combines the characteristics of both types. The nonlocal term is represented by a (space) convolution with a singular kernel arising in Eringen's model. The nonlinearity is coming from the power law relation by Rhyner. The well‐posedness of the problem is discussed under low regularity assumptions and the error estimate for a semi‐implicit time‐discrete scheme based on backward Euler approximation is established. In the proofs, the monotonicity methods and the Minty–Browder argument are used. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1551–1567, 2015     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

不同类型随机变量和差积商的分布

研究两种不同类型的随机变量,即离散型随机变量ζ与连续型随机变量η的和（ζ＋η）、差（ζ-η）、积（ζη）、商（ζ/η）的分布,给出这些分布的密度函数．     

DURATION OF NEGATIVE SURPLUS FOR A TWO STATE MARKOV-MODULATED RISK MODEL

We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.     

剖析"最少的微积分"

对《微积分快餐》中主要概念(相对误差)、定理(基本定理)和应用(面积)做了剖析.     

半线性抛物方程的时空有限元方法的误差估计

<正>1引言本文考虑如下半线性抛物方程(?)其中Ω∈R~2.函数f(u):C→C满足:(1)|f(u)|≤c|u|(?)u∈C(Ω)(2)Lipschitz条件,即     

Persistence of sums of correlated increments and clustering in cellular automata

Let $T$ be the first return time to $(?\infty ,0]$ of sums of increments given by a functional of a stationary Markov chain. We determine the asymptotic behavior of the survival probability, $\mathbb{P}(T\ge t)～C{t}^{?1∕2}$ for an explicit constant $C$. Our analysis is based on a connection between the survival probability and the running maximum of the time-reversed process, and relies on a functional central limit theorem for Markov chains. As applications, we recover known clustering results for the 3-color cyclic cellular automaton and the Greenberg–Hastings model, and we prove a new clustering result for the 3-color firefly cellular automaton.     

An operator-valued Lyapunov theorem

We generalize Lyapunov's convexity theorem for classical (scalar-valued) measures to quantum (operator-valued) measures. In particular, we show that the range of a nonatomic quantum probability measure is a weak^?-closed convex set of quantum effects (positive operators bounded above by the identity operator) under a sufficient condition on the non-injectivity of integration. To prove the operator-valued version of Lyapunov's theorem, we must first define the notions of essentially bounded, essential support, and essential range for quantum random variables (Borel measurable functions from a set to the bounded linear operators acting on a Hilbert space).