高剥离类镁等电子序列的磁偶极M1和电四极E2光谱跃迁理论研究

利用全相对论性多组态Dirac-Fock广义平均能级方法，系统地计算了类镁离子3s3p磁偶极Ml^3P2--^3P1和电四极E2 ^2P2--^3P0(Z=20-103)光谱跃迁的能级间隔、跃迁几率和振子强度。计算中考虑了原子核的有限体积效应，进行了高阶Breit修正和QED修正，所得到的能级间隔和最近的实验数据及理论计算值进行了比较。计算结果表明：高原子序数的高荷电离子的磁偶极矩M1和电四极矩E2跃迁几率和中性原子的电偶极E1的相当，在ICF和MCF高温激光等离子体中，磁偶极矩M1和电四极矩E2跃迁过程不容被忽视。     

Functional Quantization and Small Ball Probabilities for Gaussian Processes

Quantization consists in studying the L ^r -error induced by the approximation of a random vector X by a vector (quantized version) taking a finite number n of values. We investigate this problem for Gaussian random vectors in an infinite dimensional Banach space and in particular, for Gaussian processes. A precise link proved by Fehringer⁽⁴⁾ and Dereich et al. ⁽³⁾ relates lower and upper bounds for small ball probabilities with upper and lower bounds for the quantization error, respectively. We establish a complete relationship by showing that the same holds for the direction from the quantization error to small ball probabilities. This allows us to compute the exact rate of convergence to zero of the minimal L ^r -quantization error from logarithmic small ball asymptotics and vice versa.     

CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Max-Plus Stochastic Processes

This paper is concerned with processes which are max-plus counterparts of Markov diffusion processes governed by Ito sense stochastic differential equations. Concepts of max-plus martingale and max-plus stochastic differential equation are introduced. The max-plus counterparts of backward and forward PDEs for Markov diffusions turn out to be first-order PDEs of Hamilton–Jacobi–Bellman type. Max-plus additive integrals and a max-plus additive dynamic programming principle are considered. This leads to variational inequalities of Hamilton–Jacobi–Bellman type.     

On norms of composition operators acting on Bergman spaces

For arbitrary composition operators acting on a general Bergman space we improve the known lower bound for the norm and also generalize a related recent theorem of D.G. Pokorny and J.E. Shapiro. Next, we obtain a geometric formula for the norms of composition operators with linear fractional symbols, thus extending a result of C. Cowen and P. Hurst and revealing the meaning of their computation. Finally, we obtain a lower bound for essential norm of an arbitrary composition operator related to the well-known criterion of B. MacCluer and J.H. Shapiro. As a corollary, norms and essential norms are obtained for certain univalently induced noncompact composition operators in terms of the minimum of the angular derivative of the symbol.     

钢球质量监测最佳抽检方案的确定

本文介绍概率抽样法在钢球生产过程中的应用,通过此法确定钢球生产中各工序质量监测的最佳抽检方案,以确保产品被接受的概率最大。     

施工合同风险分析及防范

从承包商的角度对风险的种类进行了分析,简述了风险分配的原则,并针对合同风险提出了有效的防范措施。     

Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution

The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.     

概率罐子模型中一种最优设计

基于错误概率达到最小的原则，该文在罐子模型序贯试验中构造了一种渐近最优设计。在这种设计下，不仅能使病员以较多机会分配到较好的处理，而且能使估计量的统计效率在一定意义下达到最优。     

有向图上的随机游动

设G=(V,Г)是有向图,G上的随机游动X(G)定义如下:位于某个顶点上的一个粒子将以等概率转移到该顶点的所有后继顶点.令M(j,n)表示随机游动X(G)在前n步内访问顶点j的平均次数,用W(j)表示随机游动X(G)到达顶点j所需要的平均步效.我们对M(j,n)和W(j)的值进行了估计,证明了M(j,n)=O(n),并给出了W(j)的上界.