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.     

On rank-perfect subclasses of near-bipartite graphs

Shepherd95 proved that the stable set polytopes of near-bipartite graphs are given by constraints associated with the complete join of antiwebs only. For antiwebs, the facet set reduces to rank constraints associated with single antiwebs by Wagler2004. We extend this result to a larger graph class, the complements of fuzzy circular interval graphs, recently introduced in ChudnovskySeymour2004. Received: November 2004 / Revised version: June 2005     

Rank, term rank, and chromatic number

Let G be a graph with a nonempty edge set, and with rank rk(G), term rank Rk(G), and chromatic number χ(G). We characterize Rk(G) as being the maximum number of colors in certain proper colorings of G. In particular, we observe that χ(G)Rk(G), with equality holding if and only if (besides isolated vertices) G is either complete or a star. For a twin-free graph G, we observe the bound and we show that this bound is sharp.     

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     

求解非线性规划问题的光滑路径跟踪方法

通过对非线性规划问题的K-T点的光滑路径跟踪方法研究，得出一种针对于既有不等式约束条件又有等式约束条件的优化问题光滑路径跟踪方法，证明了光滑跟踪路径的存在性。     

On the Patterson–Sullivan Measure for Geometrically Finite Groups Acting on Complex or Quaternionic Hyperbolic Space

The goal of this paper is to provide a tool, the Global Measure Formula, that will facilitate the study of the limit set of discrete geometrically finite groups of isometries of the rank one symmetric spaces. We consider the shadow of a ball from a fixed reference point onto the boundary, and prove a formula that describes the measure of the shadow in terms of the center of the shadowed ball, generalizing a result from real hyperbolic geometry.     

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.     

On the successive supersymmetric rank‐1 decomposition of higher‐order supersymmetric tensors

In this paper, a successive supersymmetric rank‐1 decomposition of a real higher‐order supersymmetric tensor is considered. To obtain such a decomposition, we design a greedy method based on iteratively computing the best supersymmetric rank‐1 approximation of the residual tensors. We further show that a supersymmetric canonical decomposition could be obtained when the method is applied to an orthogonally diagonalizable supersymmetric tensor, and in particular, when the order is 2, this method generates the eigenvalue decomposition for symmetric matrices. Details of the algorithm designed and the numerical results are reported in this paper. Copyright © 2007 John Wiley & Sons, Ltd.     

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.