基于Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

The Szegö kernel on a class of non-compact CR manifolds of high codimension

We generalize Nagel’s formula for the Szegö kernel and use it to compute the Szegö kernel on a class of non-compact CR manifolds whose tangent space decomposes into one complex direction and several totally real directions. We also discuss the control metric on these manifolds and relate it to the size of the Szegö kernel.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Boundedness of commutators on homogeneous Herz spaces

The boundedness on homogeneous Herz spaces is established for a large class of linear commutators generated by BMO(R ⁿ ) functions and linear operators of rough kernels which include the Calderón-Zygmund operators and the Ricci-Stein oRfiUatory singular integrals with rough kernels. Project supponed in pan by the National h’atural Science Foundation of China (Grant No. 19131080) and the NEDF of China.     

Integral Kernel Operators on Fock Space – Generalizations and Applications to Quantum Dynamics

A general theory of operators on Boson Fock space is discussed in terms of the white noise distribution theory on Gaussian space (white noise calculus). An integral kernel operator is generalized from two aspects: (i) The use of an operator-valued distribution as an integral kernel leads us to the Fubini type theorem which allows an iterated integration in an integral kernel operator. As an application a white noise approach to quantum stochastic integrals is discussed and a quantum Hitsuda–Skorokhod integral is introduced. (ii) The use of pointwise derivatives of annihilation and creation operators assures the partial integration in an integral kernel operator. In particular, the particle flux density becomes a distribution with values in continuous operators on white noise functions and yields a representation of a Lie algebra of vector fields by means of such operators.     

Laguerre expansion on the Heisenberg group and Fourier-Bessel transform on C~n Dedicated to Professor Sheng GONG on the occasion of his 75th birthday

Given a principal value convolution on the Heisenberg group Hn = Cn×R, we study the relation between its Laguerre expansion and the Fourier-Bessel expansion of its limit on Cn. We also calculate the Dirichlet kernel for the Laguerre expansion on the group Hn.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.     

The Iyengar Type Inequalities with Exact Estimations and the Chebyshev Central Algorithms of Integrals

In this paper, both low order and high order extensions of the Iyengar type inequality are obtained. Such extensions are the best possible in the same sense as that of the Iyengar inequality. hzrthermore, the Chebyshev central algorithms of integrals for some function classes and some related problems are also considered and investigated.     

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.     

Smoothing estimation of rate function for recurrent event data with informative censoring

This paper proposes kernel estimation of the occurrence rate function for recurrent event data with informative censoring. An informative censoring model is considered with assumptions made on the joint distribution of the recurrent event process and the censoring time without modeling the censoring distribution. Under the validity of the informative censoring model, we also show that an estimator based on the assumption of independent censoring becomes inappropriate and is generally asymptotically biased. To investigate the asymptotic properties of the proposed estimator, the explicit form of its asymptotic mean squared risk and the asymptotic normality are derived. Meanwhile, the empirical consistent smoothing estimator for the variance function of the estimator is suggested. The performance of the estimators are also studied through Monte Carlo simulations. An epidemiological example of intravenous drug user data is used to show the influence of informative censoring in the estimation of the occurrence rate functions for inpatient cares over time.