随机和的局部精细大偏差

利用风险理论讨论了随机和S(t)=sum from i=1 tp N(t)(ξi),t≥0中心化的局部精细大偏差问题,得到了对x∈[I(t)+J(t),∞)一致地有P(ξ1+ξ2+…+ξN(t)-ES(t)∈x+Δ)~nF(x+Δ),其中{N(t):t≥0}是一个与{ξi:i≥1}独立的泊松过程.     

广义复合泊松风险模型的大偏差与破产时刻

进一步研究广义复合泊松风险模型的大偏差问题,其中{N（t）;t≥0}是一强度为λ〉0的泊松分布,{Xn;n≥1}是独立同分布的随机变量序列,具有共同分布F,（其中0〈μ=EX1〈∞．）{M（t）;t≥0}是一强δ〉0的泊松分布,{N（t）;t≥0},{Xn;n≥1}和{M（t）;t≥0}是相互独立的．理赔剩余过程S（t）∑i=1^N（t）Xi-cM（t）,t≥0．在F∈C上得到了一系列大偏差和破产时刻的结果,这些结果可以应用在某些金融与保险问题中．     

NA随机变量随机和的差的精确大偏差

【目的】研究由两类保单构成的随机和的差 * 的相依风险模型,该风险模型中第一类保单{X1j,j≥1}是一个负相协(Nagatively associated,NA)随机变量序列,{X2j,j≥1}是一个独立的随机变量序列,{N1(t),t≥0}和{N2(t),t≥0}是两个计数过程。【方法】采用类似求独立随机变量随机和的差的精确大偏差的渐近极限方法,研究了NA随机变量随机和的差的精确大偏差问题。【结果】引入一些假设条件,得到如下的一致渐近极限结论,即:对于任意固定的γ>μ2,有 *。 【结论】推广了独立随机变量随机和的差的精确大偏差的相应结论。(注：*处为公式)
     

NA随机变量随机和的差的精确大偏差

【目的】研究由两类保单构成的随机和的差N1(t)∑j=1X1j-N2(t)∑j=1X2j的相依风险模型,该风险模型中第一类保单{X1j,j≥1}是一个负相协(Nagatively associated,NA)随机变量序列,{X2j,j≥1}是一个独立的随机变量序列,{N1(t),t≥0}和{N2(t),t≥0}是两个计数过程。【方法】采用类似求独立随机变量随机和的差的精确大偏差的渐近极限方法,研究了NA随机变量随机和的差的精确大偏差问题。【结果】引入一些假设条件,得到如下的一致渐近极限结论,即:对于任意固定的γμ2,有limt→∞supx≥γ(λ1(t))p+1|P(N1(t)∑j=1X1j-N2(t)∑j=1X2j-(μ1λ1(t)-μ2λ2(t))x)/λ1(t)F1(x)-1|=0。【结论】推广了独立随机变量随机和的差的精确大偏差的相应结论。     

负相依索赔条件下关于复合更新风险模型的精细大偏差

研究不独立、不同分布的精细大偏差问题,其中假设{Xn,n≥1}是一列负相依的随机变量序列,{Fn,n≥1}为其对应的分布函数列.在满足一定的条件下,重点解决非随机和的精细大偏差的下限问题,得到相对应的随机和的一致渐近结论,并将所得结论应用到更为实际的复合更新风险模型中,验证了其理论与实际价值.     

一类带马氏切换的扩散过程的大偏差速率函数

给出了{(Xε(t),Z(t));ε0,t∈[0,T]}的大偏差速率函数。Xε(t)满足下面的随机微分方程:{dXε(t)=εσ(Xε(t))dB(t)+b(Xε(t),Z(t))dt,Xε(0)=x。{Z(t),t∈[0,T]}是n个状态的马氏链。     

(C0)类等度连续半群的无穷小生成元的特征

主要讨论在局部凸线性拓扑空间上的(C0)类等度连续半群{T(t):t≥0}诱导的C0-半群拓扑意义下,{T(t):t≥0}的一些基本性质,以及(C0)类等度连续半群{T(t):t≥0}在C0-半群拓扑意义下以及原拓扑意义下的无穷小生成元之间的关系.     

空间布朗单由蔓延导致的占有测度分析

设{Ws,t}是一取值于Rd(d≥3)的布朗单,qd表B esse l函数Jd2-2(x)的第一正零点,b是任意正实数.令p0,q0>0,k0=m in{p0,q0},Δb=[p0,p0 b]×[q0,q0 b],用μΔWb.,.(B(x,ε))表{Ws,t}在指标区间Δb内,在中心为x,半径为ε的球B(x,τ)里由直线上局部蔓延导致的占有测度.对任给a∈(0,4k0q2d),则使得lim supε→0μWΔ.,.b(B(Ws,t,ε))4ε(logε5)-1≥a的(s,t)∈Δb点的集合的H ausdorff维数a.s.大于等于2-k0aq2d4.     

空问布朗单由蔓延导致的占有测度分析

设{Ws,t}是一取值于Rd(d≥3)的布朗单,qd表B esse l函数Jd2-2(x)的第一正零点,b是任意正实数.令p0,q0>0,k0=m in{p0,q0},Δb=[p0,p0+b]×[q0,q0+b],用μΔWb.,.(B(x,ε))表{Ws,t}在指标区间Δb内,在中心为x,半径为ε的球B(x,τ)里由直线上局部蔓延导致的占有测度.对任给a∈(0,4k0q2d),则使得lim supε→0μWΔ.,.b(B(Ws,t,ε))4ε(logε5)-1≥a的(s,t)∈Δb点的集合的H ausdorff维数a.s.大于等于2-k0aq2d4.     

一类非线性二阶离散三点边值问题正解的全局结构

本文研究非线性二阶差分方程三点边值问题■正解的全局结构,其中Δu(t)=u(t+1)-u(t),Δ~2u(t)=Δ(Δu(t))=u(t+2)-2u(t+1)+u(t),T≥4为整数,η∈{1,2,…,T-1},λ∈[0,1)为参数,函数f∈C([0,∞),[0,∞))且f(s)0,s0,h:{1,2,…,T-1}→[0,∞)且在{1,2,…,T-1}的任一非空子集上不恒为零.在非线性项f分别满足超线性增长和次线性增长的条件下,本文运用锥上的不动点指数理论及解集的连通性质获得了该问题正解的全局结构.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

An affordable accurate evaluation of the binding conformations predicted by molecular docking studies in bio-system

Franck-Condon factors bridge the gap between theoretical modeling and experimental observations for molecular electronic spectroscopy and electron transfer.Under the displaced harmonic oscillator approximation,multidimensional Franck-Condon factors are decomposed into a product of many one-dimensional(1D)Franck-Condon(FC)factors,and each 1D-FC factor is associated with one Huang-Rhys factor that determines the leading contribution of     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with     

Journal of Donghua University ( English Edition) Contents of Volume 31

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