信用风险优化模型及其智能计算

采用模糊规划的方法,对模糊不确定环境下的信用风险度量和投资优化问题进行了模型的构建与仿真研究。基于具有自对偶性的可信性测度,提出了模糊条件在险价值作为信用风险度量,并构建了带有投资和收益等约束条件限制的信用风险最小化模型。其中,所考虑市场信用资产预期收益的可能性分布,用指数型模糊变量来刻画。最后,对该信用资产优化模型设计了智能算法,并进行了仿真分析。仿真结果表明,优化后的信用风险明显优于原始的信用风险。     

BOUNDEDNESS OF VECTOR-VALUED CALDERN-ZYGMUND OPERATORS ON HERZ SPACES WITH NON-DOUBLING MEASURES

In the paper we obtain vector-valued inequalities for Calder6n-Zygmund operator, simply CZO on Herz space and weak Herz space. In particular.we obtain vector-valued inequalities for CZO on Lq(Rd, |x|αdμ) space, with 1< q <∞, -n <α< n(q -1), and on L1,∞(Rd,|x|αdμ) space, with -n <α< 0.     

原子光谱线变宽的因素分析

分别从经典理论和量子理论的不同角度论述了使原子光谱线变宽的各种主要因素:由于能量的不确定关系导致的自然致宽;多普勒致宽;碰撞致宽;因碰撞过程中原子能级变化而导致的压力致宽、场致宽等.通过分析,阐明了实际光谱线与理想光谱线的不同及其原因.     

单位球上不同Privalov空间之间的复合算子

利用η-Carleson测度给出了单位球上不同Privalov以及不同加权Bergman-Privalov空间之间的复合算子是度量有界或度量紧的充要条件,并给出了一些函数理论方面的刻画．     

Boundary conditions of Sturm-Liouville operators with mixed spectra

We study bounds on averages of spectral functions corresponding to Sturm-Liouville operators on the half line for different boundary conditions. As a consequence constraints are obtained which imply existence of singular spectrum embedded in a.c. spectrum for sets of boundary conditions with positive measure and potentials vanishing in an interval [0,N]. These constraints are related to estimates on the measure of sets where the spectral density is positive.     

截面体与凸体的包含测度

本文建立了E^n中的凸体与其位似体的包含测度的相等关系，同时给出了凸体Minkowski和的包含测度的估计。最后证明了E^3中的关于原点对称的旋转椭球与其截面体相似的充要条件是K为以原点为心的球。     

Geometric separation and exact solutions for the parameterized independent set problem on disk graphs

We consider the parameterized problem, whether for a given set  of n disks (of bounded radius ratio) in the Euclidean plane there exists a set of k non-intersecting disks. For this problem, we expose an algorithm running in time that is—to our knowledge—the first algorithm with running time bounded by an exponential with a sublinear exponent. For λ-precision disk graphs of bounded radius ratio, we show that the problem is fixed parameter tractable with a running time  . The results are based on problem kernelization and a new “geometric ( -separator) theorem” which holds for all disk graphs of bounded radius ratio. The presented algorithm then performs, in a first step, a “geometric problem kernelization” and, in a second step, uses divide-and-conquer based on our new “geometric separator theorem.”     

Probabilistic and Average Linear Widths of Sobolev Space with Gaussian Measure in L \infty-Norm

In this paper we investigate the probabilistic linear $(n,\delta)$-widths and $p$-average linear $n$-widths of the Sobolev space $W^r_2$ equipped with the Gaussian measure $\mu$ in the $L_{\infty}$-norm, and determine the asymptotic equalities \begin{eqnarray*} \lambda_{n,\delta}(W^r_2,\mu,L_{\infty}) &\asymp&\frac{\sqrt{\ln (n/\delta)}}{n^{r+(s-1)/2}},\\[3pt] \lambda^{(a)}_n(W^r_2,\mu,L_{\infty})_p &\asymp&\frac{\sqrt{\ln n}}{n^{r+(s-1)/2}}, \qquad 0 < p < \infty. \end{eqnarray*}     

流形上随机流的渐近平坦性

本文的目的是讨论流形上由随机微分方程确定的扩散过程的体积零化性质。令X_t(x)是描述流形M上的微分同胚流x→X_t(x)的扩散过程,K是M中具有正有限Hausdorff测度的紧致曲面,我们给出X_t(K)的面积在t→∞时几乎必然趋于零的条件,特别地,随机流X_t(·)的渐近零化定向可求长弧r:[0,1]→M的弧长。     

沥青路面水损坏原因及防治

分析了沥青路面水损坏的原因,从几个方面提出了防治沥青路面水损坏的具体措施。