Interference of probabilities and number field structure of quantum models

We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations.     

矩阵特征值的几个不等式

研究矩阵特征值的上、下界以及特征值的实部、虚部的不等式 ,给出了特征值一些新的上界和下界     

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.     

Dupin hypersurfaces with four principal Curvatures,II

If M is an isoparametric hypersurface in a sphere S ⁿ with four distinct principal curvatures, then the principal curvatures κ₁, . . . , κ₄ can be ordered so that their multiplicities satisfy m ₁ = m ₂ and m ₃ = m ₄, and the cross-ratio r of the principal curvatures (the Lie curvature) equals −1. In this paper, we prove that if M is an irreducible connected proper Dupin hypersurface in R ⁿ (or S ⁿ ) with four distinct principal curvatures with multiplicities m ₁ = m ₂ ≥ 1 and m ₃ = m ₄ = 1, and constant Lie curvature r = −1, then M is equivalent by Lie sphere transformation to an isoparametric hypersurface in a sphere. This result remains true if the assumption of irreducibility is replaced by compactness and r is merely assumed to be constant.      

Pairwise Correlations in a Multicomponent Anisotropic Liquid

We investigate a multicomponent anisotropic liquid system. The first spatial moment of the direct correlation function is taken into account to obtain asymptotic expressions for the pairwise correlation functions. In this approximation, we obtain the pairwise correlation functions that describe the system behavior not only in the critical-state neighborhood but also in the noncritical domain. We show that the critical parameters for the anisotropic system differ from those for the isotropic system.     

管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

直接资本化法中自有资本收益率的算法探讨

在分析我国房地产自有资本收益率操作中所存在问题的基础上,论述了自有资本收益率的实质是自有资金直接资本化率,并在房地产持有期小于抵押贷款期以及房地产持有期和土地批租年限相同的两种情况下,推导出了与土地有限期使用制度相适应的房地产资本化率和自有资本收益率的计算方法,提出了利用债务保障比率的取值范围检验资本化率合理性的基本公式.     

用随机模糊方法研究合理确定工程项目工期

站在兼顾业主与建造商的公正立场,基于网络优化技术基础上并以系统的观点,采用随机模糊数学方法研究合理确定项目工期,进而用实际项目进行分析验证,是一种科学合理确定工期的方法.     

A Turán type inequality for rational functions with prescribed poles

Summary By employing a novel idea and simple techniques, we substantially generalize the Turán type inequality for rational functions with real zeros and prescribed poles established by Min [5] to include L^pspaces for 1≤p≤∞<span style='font-size:10.0pt'>while loosing the restriction ρ > 2 at the same time.     

De Sitter空间中具有常均曲率的类空超曲面（Ⅱ）

设Ｍ＾ｎ是Ｄｅ Ｓｉｔｔｅｒ空间Ｓ１＾ｎ＋１中具有常数平均曲率且第二基本形式长度的平方为常数的完备类空超曲面，若Ｓ≤２（ｎ－１）＾１／２，则Ｍ＾ｎ是等参超曲面。