Baum-Katz-Nagaev type results for martingales

We obtain a Baum-Katz-Nagaev type theorem for bounded martingale difference sequences that have more than a second moment, and prove that the celebrated Hsu-Robbins-Erd?s theorem fails for martingales.     

技术联盟的共生演化分析

企业组建技术联盟的根本目的,就是基于自己能力缺陷,分散风险,降低研发成本,共享技术收益,是一个典型的利益共生体.Logistic生物种群共生进化模型给技术联盟共生体提供了一个分析框架.分析结果表明:对于主体不均等的技术联盟,主导企业从合作伙伴中获得的收益是非常有限的,远远低于自己对伙伴企业的贡献,并且这种联盟方式要求企业之间的分工程度要高;而对于主体均等的技术联盟而言,双方的贡献相差不大,都相对比较小.技术联盟企业通过分工形式形成各种关系,以激烈的竞争维持着共生模式的稳定性.     

差分系统基于两种度量的极端稳定性

首先引入了差分系统基于两种度量的极端稳定性概念 ,然后建立了一些关于差分系统 ( h0 ,h)极端稳定性 (极端一致稳定性 ,极端渐近稳定性 ,极端一致渐近稳定性 )的判定准则 .在所得到的定理中 ,对△ V的限制较弱 ,特别地 ,△V甚至可以恒为正 ,从而便于实际应用 .     

广西建设抽水蓄能电站的必要性和效益

广西电网需电量迅猛增加，峰谷差越来越大，迫切需要大量调峰容量。由于广西电网电源结构不合理，水电站调节性能差，枯水期出力小，火电机组最小技术出力高，电网调峰能力不足，汛期基荷容量过剩，造成低谷时大量弃水。建设抽水蓄能电站可以发挥其调峰、填谷双重作用，是当前解决电网调峰行之有效的最佳措施，应加紧实施。     

New Constructions of Disjoint Distinct Difference Sets

New constructions of regular disjoint distinct difference sets (DDDS) are presented. In particular, multiplicative and additive DDDS are considered.     

差分方程非振动的充要条件

本文运用拉普拉斯变换证明了一类常系数线性差分方程有最终无界正解当且仅当相应的齐线性差分方程的特征方程有正解。     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

Mixed methods on quadrilaterals and hexahedra

We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations.     

构造Hadamard差集的新途径

利用环上的特殊非线性函数,提出构造参数为(4q\+2,q(2q-1),q(q-1))的Hadamard差集的新途径.     

A graph theory approach to subcontracting, machine duplication and intercell moves in cellular manufacturing

We address in this paper the problem of finding an optimal strategy for dealing with bottleneck machines and bottleneck parts in the cell formation process in group technology. Three types of economic decisions are considered: subcontracting, machine duplication and intercell moves. The problem is formulated as a minimum weighted node covering problem in a hypergraph, and we show that it can be solved in polynomial time by finding a maximum weighted stable set in a bipartite graph. We extend this result to cellular manufacturing systems in which the sequence of operations of each part is known in advance.