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91.
相关系数与相关性度量 总被引:2,自引:0,他引:2
研究了度量相关性的两个主要工具:线性相关系数和尾部相关系数.线性相关系数反映了变量间的线性相关性,这对于一般的椭圆型分布是合适的.但如果随机变量具有不对称的尾部变化特征时,要用尾部相关系数描述它们之间的相关性.通过相关函数C opu la,对沪深股市的尾部相关系数进行了定量分析.结果表明:沪深股市具有较强的相关性. 相似文献
92.
基于完全信息博弈理论,阐述了寡头垄断市场的排污收费古诺模型.建立了具有政府宏观调控机制的博弈模型,并对调控效果进行了分析. 相似文献
93.
Yu. Gangrsky 《Hyperfine Interactions》2006,171(1-3):203-208
This review summarizes the experimental data on charge radii differences among ground state and high spin isomeric states
determined by high-resolution laser spectroscopic methods. A comparison is presented between radii changes obtained from the
isomeric shifts in the atomic spectra and from the quadrupole moments of both ground and isomeric states under the assumption
that the radii changes are determined by the difference of the quadrupole deformations. Special attention is paid to isomers
arising from the break-up of nucleon pairs and isomers of odd–odd nuclei. The characteristic features of the radii changes
for isomeric states of different origin are discussed. 相似文献
94.
The paper addresses bivariate surface fitting problems, where data points lie on the vertices of a rectangular grid. Efficient
and stable algorithms can be found in the literature to solve such problems. If data values are missing at some grid points,
there exists a computational method for finding a least squares spline by fixing appropriate values for the missing data.
We extended this technique to arbitrary least squares problems as well as to linear least squares problems with linear equality
constraints. Numerical examples are given to show the effectiveness of the technique presented.
AMS subject classification (2000) 65D05, 65D07, 65D10, 65F05, 65F20 相似文献
95.
This article studies some geometrical aspects of the semidefinite linear complementarity problem (SDLCP), which can be viewed as a generalization of the well-known linear complementarity problem (LCP). SDLCP is a special case of a complementarity problem over a closed convex cone, where the cone considered is the closed convex cone of positive semidefinite matrices. It arises naturally in the unified formulation of a pair of primal-dual semidefinite programming problems. In this article, we introduce the notion of complementary cones in the semidefinite setting using the faces of the cone of positive semidefinite matrices and show that unlike complementary cones induced by an LCP, semidefinite complementary cones need not be closed. However, under R0-property of the linear transformation, closedness of all the semidefinite complementary cones induced by L is ensured. We also introduce the notion of a principal subtransformation with respect to a face of the cone of positive semidefinite matrices and show that for a self-adjoint linear transformation, strict copositivity is equivalent to strict semimonotonicity of each principal subtransformation. Besides the above, various other solution properties of SDLCP will be interpreted and studied geometrically. 相似文献
96.
S. C. Tiwari 《Foundations of Physics Letters》2006,19(1):51-62
Advances in gauge theories and unified theories have not thrown light on the meaning of electron. The problem of the origin
of electronic charge is made precise, new insights gained from Weyl space are summarized, and the origin of charge in terms
of fractional spin is suggested. A new perspective on the abelian Chern-Simons theory is presented to explain charge. 相似文献
97.
Satya Prakash 《Pramana》1989,33(1):109-131
This article summarizes the recent radiochemical investigations on mass, charge kinetic energy and fragment angular distributions
in low energy fission of actinides. 相似文献
98.
A generalized linear differential equation in a Banach space is studied. The construction of a phase space and solutions with the help of the spectral theory of linear operators, ergodic theorems, and degenerate semigroups of linear operators is carried out. 相似文献
99.
对线性模型参数,讨论了Bayes估计的Pitman最优性,将已有结果进行了改进,去掉了附加条件,证明了在Pitman准则下,Bayes估计一致优于最小二乘估计(LSE),在此基础上,提出了一种基于先验信息的方差分量估计,通过和基于LSE的方差分量估计作比较,证明了新估计是无偏估计且有更小的均方误差.最后,证明了在Pitman准则下生长曲线模型参数的Bayes估计优于最佳线性无偏估计. 相似文献
100.
??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation. 相似文献