数字电视条件接收系统发展的趋势

介绍了数字电视条件接收系统（CAS）的基本原理，分析了CAS技术的现状，提出“软硬分离，机卡分离”是数字电视CAS发展的必然趋势．     

解二维扩散方程的Du Fort-Frankel差分格式

DuFort-Frankel差分格式是对Richardson格式进行修正得到的差分格式。本文将它从一维推广到二维,给出了二维DuFort-Frankel差分格式相容性所满足的条件,并严格论证了它的绝对稳定性     

特殊图的条件染色

对于一个正整数r，图G的一个条件（k，r）-染色是使得图G的每个度至少为r的顶点至少与具有r种不同颜色的顶点相邻的正常的顶点染色．使图有一个条件（k，r）-染色的最小的整数k是图的第r个条件色数Z，（G），本文给出了对于不同的正整数，路、扇、轮的条件色数。     

突发事件环境下风险厌恶型报童博弈模型

在考虑突发事件导致决策者风险厌恶的情况下,研究了一个风险厌恶型的报童博弈模型.两个零售商分别出售两种具有可替代性的商品中的一种,当其中一种商品缺货时,顾客会以一定的概率选择另一种商品作为替代品.由于两种商品可以相互替代,两个零售商之间存在竞争关系.以条件风险价值作为风险度量方法,构建了以零售商期望收益最大化为目标的非合作博弈模型,证明了纳什均衡的存在与唯一性.同时研究了商品的替代率以及零售商的风险厌恶程度对最优决策的影响.最后通过数值例子对研究结果进行了验证.     

关于正则条件概率的几点注记

本文证明了关于正则条件概率与正则条件期望的几个恒等式,并将所得结果应用到未必起始于固定点的Brown运动上,同时证明:一个Brown运动如果不起始于固定点而是起始于一个随机变量,则在关于初值的正则条件概率下,对于几乎所有的初值,该运动仍是Brown运动。     

Forecasting high‐frequency financial data with the ARFIMA–ARCH model

Financial data series are often described as exhibiting two non‐standard time series features. First, variance often changes over time, with alternating phases of high and low volatility. Such behaviour is well captured by ARCH models. Second, long memory may cause a slower decay of the autocorrelation function than would be implied by ARMA models. Fractionally integrated models have been offered as explanations. Recently, the ARFIMA–ARCH model class has been suggested as a way of coping with both phenomena simultaneously. For estimation we implement the bias correction of Cox and Reid ( 1987 ). For daily data on the Swiss 1‐month Euromarket interest rate during the period 1986–1989, the ARFIMA–ARCH (5,d,2/4) model with non‐integer d is selected by AIC. Model‐based out‐of‐sample forecasts for the mean are better than predictions based on conditionally homoscedastic white noise only for longer horizons (τ > 40). Regarding volatility forecasts, however, the selected ARFIMA–ARCH models dominate. Copyright © 2001 John Wiley & Sons, Ltd.     

关于模糊集的范数

讨论了Ｆ集的几种范数的重要性质及其相互间的关系。     

EVS椭球等高矩阵分布中的正态性刻划

近年来多人研究了模型误差服从椭球等高分布情况下的性质,并得出较好结论.在假定样本服从向量椭球等高分布情况下,进一步完善样本来自正态分布的等价性刻划.     

Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

The paper considers the return and range model with dynamic conditional correlations (DCC). The paper suggests the new specifications for the asymmetric effects on log‐volatilities and dynamic correlations, combined with long‐run dependences. The new DCC model can be estimated by the quasi‐maximum likelihood method. Empirical analysis on Nikkei 225, Hang Seng and Straits Times indices shows the daily, weekly and monthly pattern of asymmetric effects. For the period including the global financial crisis, the new DCC model provides plausible one‐step‐ahead forecasts of the VaR thresholds, and yields positive economic values of switching from other DCC models. Copyright © 2013 John Wiley & Sons, Ltd.     

古希腊千古迷案“半费之讼”的法律探讨

古希腊著名的思想家和哲学家普罗泰哥拉向学生欧提勒士传授辩论技巧,教他替人打官司并约定,剩下的另一半学费则在他毕业后第一次替人打官司赢了之后再交.欧提勒士毕业后,总不去代理别人打官司,普罗泰戈拉只好到法院起诉学生欧提勒士.师生两人均运用诡辩技巧各执一词,据说成千古“迷案”.其实,无论是根据当时的古希腊自然法,还是根据古罗马的诚实信用原则或附生效条件契约,均可裁决学生支付另外一半学费.逻辑推理在法律思维中有局限性,更不可被诡辩误导.在实践中要善于破解诡辩.