一个刻画自省的自认知逻辑系统

自省能力是人类区另于其他动物的重要性质之一,也是哲学思考得以可能和发展的基础。本文主要对具有自省能力的主体如何推理进行形式刻画,这样刻画的逻辑我们称为自认知逻辑。文中我们给出了简明直观的自认知逻辑系统,包括它的语言、语义、扩张以及可靠性、完全性的证明。     

Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation

ABSTRACT

In this paper we present a class of continuous-time processes arising from the solution of the generalized Langevin equation and show some of its properties. We define the theoretical and empirical codifference as a measure of dependence for stochastic processes. As an alternative dependence measure we also consider the spectral covariance. These dependence measures replace the autocovariance function when it is not well defined. Results for the theoretical codifference and theoretical spectral covariance functions for the mentioned process are presented. The maximum likelihood estimation procedure is proposed to estimate the parameters of the process arising from the classical Langevin equation, i.e. the Ornstein–Uhlenbeck process, and of the so-called Cosine process. We also present a simulation study for particular processes arising from this class showing the generation, and the theoretical and empirical counterpart for both codifference and spectral covariance measures.     

关于MORITA型的稳定等价

研究Morita型的稳定等价，证明了：1、任意两个分离代数是Morita型稳定等价的；2、如果A与B是两个不含投射内射模的selfinjectively free代数，并且在它们之间有一个Morita型的稳定等价，那么A与B是Morita等价的。     

新疆哈密天山北路墓地出土人骨的稳定同位素分析

稳定同位素分析技术近年来发展为复原古代民族饮食结构、社会经济模式的有效手段。本文应用该技术对新疆哈密天山北路青铜时代墓地出土人骨中的C、N同位素比值进行了测定。结果显示:天山北路青铜时代居民日常饮食中保持着相当比例的动物性食物摄入,羊肉应该是当时居民较为普遍的肉食来源,植物类食物的摄入以C3类植物为主,很可能来源于小麦。本文的研究结果可以为复原青铜时代哈密地区居民的经济模式研究提供有益的线索。     

On Statistical Models for d-Dimensional Stable Processes, and Some Generalizations

In statistical models where jumps of a d -dimensional stable process ( S _t ) _{t ≥0} are observed in windows with certain asymptotic properties, and where parameters appearing in the Levy measure of S are to be estimated, we have asymptotically efficient estimators. If Poisson random measure μ on (0, ∞) × ( R ^d \{0}) with intensity dt Λ( dx ) replaces the jump measure of S , where Λ is a ε-finite measure on R ^d \{0} admitting tail parameters in a suitable sense, we specify a notion of neighbourhood which allows to treat efficiency in statistical experiments of the second type by switching to accompanying sequences of the stable process type considered first.     

力量不对等供应链下游寡头行为演化机理

以常见的垄断竞争的供应商和寡头竞争的强势零售商组成的供应链为研究对象,应用演化博弈论中双种群演化模型探讨供应商讨价还价能力对强势零售商使用买方势力行为的影响,得到强势零售商对供应商交易行为的演化稳定策略(ESS)。研究表明,供应商的讨价还价能力和零售商转嫁成本策略导致的交易成本和风险成本是影响ESS的重要因素,供应商较高的讨价还价能力及转嫁成本策略导致的较高的交易成本和风险成本,将有助于消除零售商滥用买方势力的行为。     

Stock Returns Predictability in Transition Economies

I investigate the possible existence of predictable components in Croatia, Hungary, Latvia, Russia, Slovakia, and Ukraine excess returns over the relevant risk-free rates using non-Gaussian state space or unobservable-component models with stable distributions and volatility persistence. The results show that most stock markets in these countries encompass volatility persistence. Moreover, these markets have a stable characteristic exponent α ranging from 1.607 for Hungary to 1.749 for Latvia showing heavy tails. However, for Russia the characteristic exponent α of 1.999 is close to the value pertaining to normal behavior. Our findings reveal that even after accounting for nonnormality and volatility persistence, a predictable signal in return exists in Croatia, Hungary, Latvia, Slovakia, and Ukraine at the 5 percent level of significance using critical values from Monte Carlo simulations. The efficient estimated excess returns range from 0.003 (0.036) percent per month (annum) for Ukraine to 0.094 (1.128) percent per month (annum) for Russia.     

国际能源合作的演化博弈分析

国际能源合作的形式是多种多样的,但是不论何种合作形式,最终参与国际能源合作的行为主体是微观层面的能源企业。通过用演化博弈理论分析国际能源企业合作交往的过程以及交往规则的自发演化,对其动态演化过程进行深入的分析,可揭示国际能源合作的非线性特征及其动态演化路径。     

The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*

We provide an overview of some of the research of the last ten years involving computer network data traffic. We describe the original Ethernet data study which suggested that computer traffic is inherently different from telephone traffic and that in the context of computer networks, self‐similar models such as fractional Brownian motion, should be used. We show that the on–off model can physically explain the presence of self‐similarity. While the on–off model involves bounded signals, it is also possible to consider arbitrary unbounded finite‐variance signals or even infinite‐variance signals whose distributions have heavy tails. We show that, in the latter case, one can still obtain self‐similar processes with dependent increments, but these are not the infinite‐variance fractional stable Lévy motions which have been commonly considered in the literature. The adequate model, in fact, can either have dependent or independent increments, and this depends on the respective size of two parameters, namely, the number of workstations in the network and the time scale under consideration. We indicate what happens when these two parameters become jointly asymptotically large. We conclude with some comments about high frequency behaviour and multifractals.     

线性中立型系统的稳定度

研究线性中立型系统的稳定度问题。通过不等式分析的手段,建立起线性中立型系统的稳定度的充分准则。