Economic Equilibrium: Optimality and Price Decentralization

Mathematical economics has a long history and covers many interdisciplinary areas between mathematics and economics. At its center lies the theory of market equilibrium. The purpose of this expository article is to introduce mathematicians to price decentralization in general equilibrium theory. In particular, it concentrates on the role of positivity in the theory of convex economic analysis and the role of normal cones in the theory of non-convex economies.     

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。     

Experimental observation of quantum corrections to electrical resistivity in nanocrystalline soft magnetic alloys

X-ray diffraction patterns of nanocrystalline Fe-Cu-Nb-Si-B (FINEMET) alloys reveal that bcc α-Fe/α-FeSi crystallites with the average grain size of 20(5) nm are dispersed in amorphous matrix. Enhanced electron—electron interaction (EEI) and quantum interference (QI) effects as well as electron-magnon (and/or electron-spin fluctuation) scattering turn out to be the main mechanisms that govern the temperature dependence of resistivity. Of all the inelastic scattering processes, inelastic electron-phonon scattering is the most effective mechanism to destroy phase coherence of electron wave functions. The diffusion constant, density of states at the Fermi level and the inelastic scattering time have been estimated, for the first time, for the alloys in question Article presented at the International Symposium on Advances in Superconductivity and Magnetism: Materials, Mechanisms and Devices, ASMM2D-2001, 25–28 September 2001, Mangalore, India.     

Photoluminescence linewidth broadening due to alloy/thickness fluctuation of CdxZn1 − xSe/ZnSe triple quantum wells

Photoluminescence (PL) linewidth broadening of Cd_xZn_{1 − x}Se/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced.     

水平均匀大气中多束光在接收面上的相关性及其对光强起伏的影响

在科尔莫戈罗夫理论的基础上，推广了光束在接收面上相关函数的物理含义。分析了多光束在接收面上的相关性。并在此基础上形成多光束光强起伏方差的解析表达式。分析结果表明，随着信道间距的增加，信道相关性下降。到达接收面的光强起伏方差降低；当信道完全重合，即相关系数变为1时，叠加后的光强起伏方差没有明显降低。与单光束时没有区别；在允许范围内增加光束数目可降低光强起伏。     

公路货运行业政府管制的变迁

本文首先阐述了管制的概念内涵以及进行管制的必要性 ,并对影响管制的主要因素进行分析 .随后运用管制经济学和规范经济学的基本理论 ,考察公路货运业行业管制制度的变迁与管制效果 ,对管制失效的原因加以分析 .最后对加入 WTO后如何对公路运输行业进行管制加以探讨     

The Squeezing Effect in a Mesoscopic RLC Circuit

Using the path integral method we derive quantum wave function and quantum fluctuations of charge andcurrent in the mesoscopic RLC circuit. We find that the quantum fluctuation of charge decreases with time, oppositely,the quantum fluctuation of current increases with time monotonously. Therefore there is a squeezing effect in the circuit.If some more charge devices are used in the mesoscopic-damped circuit, the quantum noise can be reduced. We also findthat uncertainty relation of charge and current periodically varies with the period π/2 in the under-damped case.     

HL-1M边缘等离子体静电湍流扰动

对HL－1M边缘等离子体静电湍流扰动进行了初步的实验研究。获得了扰动的基本特征量，估计了低杂波引起的径向粒子流的变化。在加低杂波（2．45GHz)前、后，电子密度扰动和极向电场扰动的幅度及其关联性变化不大。虽然低杂波部分抑制了静电湍流，但在数量上不能解释粒子约束改善的实验结果。     

基于GARCH模型的石油价格变动模拟

石油是一种特殊的商品,是国家重要的战略物资,世界各国都十分重视其价格变动问题,因为油价变化会影响到各国经济发展,甚至国家安全。因此,本文采用GARCH模型,通过基于Gibbs抽样的MCMC方法分析了国际市场石油价格的分布特征,对石油价格波动的异方差特性进行描述和模拟,实证分析结果说明从石油价格波动序列峰度系数和平方价格波动序列自相关函数的描述来看,基于t分布的模型模拟效果优于基于正态分布的模型,这一结论反映了石油价格波动序列的分布特性。     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.