Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system

For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented.     

中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

The Action Functional for Moyal Planes

Modulo some natural generalizations to noncompact spaces, we show in this Letter that Moyal planes are nonunital spectral triples in the sense of Connes. The action functional of these triples is computed, and we obtain the expected result, i.e. the noncommutative Yang–Mills action associated with the Moyal product. In particular, we show that Moyal gauge theory naturally fits into the rigorous framework of noncommutative geometry.     

关于群胚作用和李双代数胚态射

在这篇文章中，我们讨论了李双代数胚之间的态射，得到了一些李双代数胚之间态射的性质．研究了泊松群胚在泊松流形上的泊松作用，以及这个泊松作用与被作用流形的切李双代数胚到作用泊松群胚的切李双代数胚之间的态射的关系，得到了一些有用的结论。     

Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

Chern and Pontryagin Numbers in Perfect Symmetries of Spheres

The paper presents a procedure for constructing smooth actions of finite perfect groups on spheres with fixed point sets having certain prescribed properties (Theorem A); in particular, having any prescribed configuration of Chern and Pontryagin numbers (Corollary C). The main ingredients used are equivariant thickening and equivariant surgery.     

The Geometric Construction of WZW Effective Action in Noncommutative Manifold

By constructing close-one-cochain density Ω^12n in the gauge group space we get the Wess-Zumino-Witten (WZW) effective Lagrangian on high-dimensional noncommutative space.Especially consistent anomalies derived from this WZW effective action in noncommutative four-dimensional space coincide with those obtained by L.Bonora etc.(het-th/0002210).     

广义极限鞅的一个收敛定理

本文引进了广义极限鞅的概念,证明了 L~1有界的广义极限鞅 a.s.收敛于—可积随机变量。这样推广了通常极限鞅的相应收敛定理,并回答了 Stout 提出的问题:L~1有界的弱鞅在一定的条件下是 a.s.收敛的。     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

氢氟烃/烷烃二元混合物的气液相平衡

整理了已公开发表的氢氟烃(HFC)/烷烃(HC)二元混合物气液相平衡实验数据,对实验数据进行了热力学一致性检验。采用PR方程加van der Waals混合规则描述该类混合物的气液相平衡性质,优化得到了11种混合物的二元交互作用系数,经比较表明采用优化结果能够高精度再现气液相平衡实验数据,比k_(ij)取0的计算结果有很大改善.