范畴中态射集的加权减序

利用态射的加权广义逆,引进并讨论态射集中的加权减序和加权星序.给出了态射集中的加权减序的一些刻画和性质以及加权减序和加权星序之间的关系.加权减序和加权星序都是态射集中的新的偏序.所得结果均可应用于矩阵理论中.
关键词：态射;加权广义逆;加权减序;加权星序     

Dependence properties and comparison results for Lévy processes

In this paper we investigate dependence properties and comparison results for multidimensional Lévy processes. In particular we address the questions, whether or not dependence properties and orderings of the copulas of the distributions of a Lévy process can be characterized by corresponding properties of the Lévy copula, a concept which has been introduced recently in Cont and Tankov (Financial modelling with jump processes. Chapman & Hall/CRC, Boca Raton, 2004) and Kallsen and Tankov (J Multivariate Anal 97:1551–1572, 2006). It turns out that association, positive orthant dependence and positive supermodular dependence of Lévy processes can be characterized in terms of the Lévy measure as well as in terms of the Lévy copula. As far as comparisons of Lévy processes are concerned we consider the supermodular and the concordance order and characterize them by orders of the Lévy measures and by orders of the Lévy copulas, respectively. An example is given that the Lévy copula does not determine dependence concepts like multivariate total positivity of order 2 or conditionally increasing in sequence. Besides these general results we specialize our findings for subfamilies of Lévy processes. The last section contains some applications in finance and insurance like comparison statements for ruin times, ruin probabilities and option prices which extends the current literature. Anja Blatter was supported by the Deutsche Forschungsgemeinschaft (DFG).     

A two-level supply chain with partial backordering and approximated Poisson demand

We consider a two-level supply chain with a number of identical, independent ‘retailers’ at the lower echelon and a single supplier at the upper echelon controlled by continuous review inventory policy (R, Q). Each retailer experiences Poisson demand with constant transportation times. We assume constant lead time for replenishing supplier orders from an external warehouse to the supplier and unsatisfied retailer orders are backordered in the supplier. We assume that the unsatisfied demand is partially backordered in the identical retailers. The partially backordering policy is implemented in the identical retailers using an explicit control parameter ‘b’ which limits the maximum number of backorders allowed to be accumulated during the lead time. We develop an approximate cost function to find optimal reorder points for given batch sizes in all installations, the optimal value of b in the identical retailers and the related accuracy is assessed through simulation.     

Convex Ordering for Random Vectors using Predictable Representation

We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends the results proved in Klein et al. (Electron J Probab 11(20):27, 2006) in the one-dimensional case. We also study a geometric interpretation of convex ordering for discrete measures in connection with the conditions set on the jump heights and intensities of the considered processes. The work described in this paper was partially supported by a grant from City University of Hong Kong (Project No. 7200108).     

Analysis of GI<Superscript><Emphasis Type="Italic">X</Emphasis></Superscript>/<Emphasis Type="Italic">M</Emphasis>(<Emphasis Type="Italic">n</Emphasis>)//<Emphasis Type="Italic">N</Emphasis> systems with stochastic customer acceptance policy

We investigate GI ^X /M(n)//N systems with stochastic customer acceptance policy, function of the customer batch size and the number of customers in the system at its arrival. We address the time-dependent and long-run analysis of the number of customers in the system at prearrivals and postarrivals of batches and seen by customers at their arrival to the system, as well as customer blocking probabilities. These results are then used to derive the continuous-time long-run distribution of the number of customers in the system. Our analysis combines Markov chain embedding with uniformization and uses stochastic ordering as a way to bound the errors of the computed performance measures.      

K型区间删失数据下参数的置信限

基于K型区间删失数据,利用样本空间排序法给出参数优良的置信下限和计算置信下限的递推公式.     

B-site ordered perovskite LaSrMnNbO6: Synthesis, structure and antiferromagnetism

LaSrMnNbO₆ has been synthesized by high temperature solid state reaction under 1% H₂/Ar dynamic flow. The structure is determined by Rietveld refinement of the powder X-ray diffraction data. It crystallizes in the monoclinic space group P2₁/n with the unit cell parameters: a=5.69187(12), b=5.74732(10), c=8.07018(15) Å and β=90.0504(29)°, which were also confirmed by electron diffraction. The Mn²⁺ and Nb⁵⁺ ions, whose valence states are confirmed by X-ray absorption near-edge spectroscopy, are almost completely ordered over the B-site (<1% inversion) of the perovskite structure due to the large differences of both cationic size (0.19 Å) and charge. The octahedral framework displays significant tilting distortion according to Glazer’s tilt system a⁻b⁻c⁺. Upon heating, LaSrMnNbO₆ decomposes at 690 °C under O₂ flow or at 775 °C in air. The magnetic susceptibility data indicate the presence of long-range antiferromagnetic ordering at T_N=8 K; the experimentally observed effective paramagnetic moment, μ_eff=5.76 μ_B for high spin Mn²⁺ (3d⁵, S=5/2) is in good agreement with the calculated value (μ_calcd=5.92 μ_B).     

Degree of order and redox balance in B-site ordered double-perovskite oxides, Sr2MMoO6−δ (M=Mg, Mn, Fe, Co, Ni, Zn)

We have investigated a series of double-perovskite oxides Sr₂MMoO_6−δ (M=Mg, Mn, Fe, Co, Ni, Zn) for redox stability, oxygen content and crystal structure. Phases with M=Co, Ni and Zn were found to be oxygen-stoichiometric and stable under oxidizing conditions, whereas those with M=Mn and Fe were oxygen-deficient and stable under reducing conditions. The M=Mg phase is stable both under reducing and oxidizing conditions, showing variable oxygen contents within 0.00≤δ≤0.04 depending on the annealing conditions. Structural data indicate somewhat depressed values for the degree of M/Mo cation order and also evidence of electron transfer from M^II to Mo^VI for M=Mn, Fe and Co.     

Synthesis and structural chemistry of La18Li8Rh4MO39 (M=Ti, Mn, Ru)

Polycrystalline samples of La₁₈Li₈Rh₄MO₃₉ (M=Ti, Mn, Ru) have been prepared by a solid-state method and studied by neutron powder diffraction. They are isostructural with La₁₈Li₈Rh₅O₃₉ and adopt the cubic space group with a ∼12.22 Å. Their structure consists of a La-O framework containing intersecting channels that run along 〈111〉. These channels are occupied by chains made up of alternating, face-sharing trigonal-prismatic and octahedral coordination polyhedra; there are two crystallographically distinct types of octahedral site. The prisms are occupied by Li and the transition metals are disordered over the two octahedral sites.