Martingale generalizations and preservation of martingale properties

This article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.     

Prospect Theory and Limit Lines

Risk acceptance criteria in the form of limit lines are investigated in the context of prospect theory. This theory departs from utility theory in several respects, an important one being the use of weights other than probabilities in the evaluation of the expected impact of uncertain outcomes. Hypothetical functions reflecting certain attitudes toward consequences and rare events are developed and combined to produce several limit lines.     

On rates of convergence to infinitely divisible laws for dependent random variables

Large O and small o approximations of the expected value of a class of functions (modified K-functional and Lipschitz class) of the normalized partial sums of dependent random variables by the expectation of the corresponding functions of infinitely divisible random variables have been established. As a special case, we have obtained rates of convergence to the Stable Limit Laws and to the Weak Laws of Large Numbers. The technique used is the conditional version of the operator method of Trotter and the Taylor expansion.     

股票市场的有限套利：一个行为金融模型

从行为金融的角度,结合有限套利与非理性个体对股票市场的套利者收益、资产价格特征进行考察。通过引入趋势交易者,发展了有限套利模型,并得到了套利者期望收益和市场波动性的解析解。然后对较宽范围内参数的可能取值进行了模拟。结果发现,套利收益同套利者能力和个体交易者的非理性程度有明显的非线性关系,在一定的条件下,套利者不但无法稳定市场,反而会促进资产价格的波动。     

Tolerance limits under Poisson regression based on small-sample asymptotic methodology

This article explores the calculation of tolerance limits for the Poisson regression model based on the profile likelihood methodology and small-sample asymptotic corrections to improve the coverage probability performance. The data consist of n counts, where the mean or expected rate depends upon covariates via the log regression function. This article evaluated upper tolerance limits as a function of covariates. The upper tolerance limits are obtained from upper confidence limits of the mean. To compute upper confidence limits the following methodologies were considered: likelihood based asymptotic methods, small-sample asymptotic methods to improve the likelihood based methodology, and the delta method. Two applications are discussed: one application relating to defects in semiconductor wafers due to plasma etching and the other examining the number of surface faults in upper seams of coal mines. All three methodologies are illustrated for the two applications.     

一种新的求极限方法

本文将不动点原理应用于极限问题中,得到一种求极限的方法。     

缺失数据时两个对数正态分布的估计和检验

讨论了部分缺失数据两对敷正态分布的参数估计和关于总体相同的似然比检验.证明了估计的强相合性和渐近正态性,给出了似然比检验统计量的极限分布,并讨论基于精确分布的检验问题.     

限幅自保护高温超导接收机前端研究

提出了一种新型的、具有限幅自保护功能的新型高温超导高性能接收机前端系统方案。采用将高温超导限幅滤波器前置于低噪放进行混合集成,利用高温超导限幅滤波器优异的滤波和限幅特性实现同时具有高灵敏度和自保护功能的接收机前端。实验结果表明该滤波器可以有效地保护后端的低噪放不被烧毁或阻塞。采用超导-常规电路混合集成工艺研制而成的限幅自保护高温超导接收机前端具有优异的接收灵敏度,总噪声系数小于0.7dB。     

程序优位:遏制违反法定期限行为之关键

司法机关案件无期限拖结，虽属程序违法，但却使当事人合法的人身自由权、财产权受到严重侵犯。我国已有的三大诉讼法就期限问题了详尽的规定，仍无法杜绝。要依法规制，首先从观念上应加强执法者程序优位观念，其次，从制度上在程序规则中引入法律后果、法律责任规定，从程序法治整体上进行救济性立法设计，把违反法定期限行为纳入司法审查制度中国家赔偿的范畴，通过救济途径对该行为予以必要制约。     

浅议实变函数与数学分析间的联系

从两个不同的角度浅议实变函数与数学分析间的联系一、数学分析的内容与方法是研究实变函数的重要手段;二、用实变函数理论可以透视数学分析.