On the convergence rate for arrays of row-wise NOD random variables

Abstract

In this article, the complete convergence results of weighted sums for arrays of rowwise negatively orthant dependent (NOD) random variables are investigated. Some sufficient conditions for complete convergence for arrays of rowwise NOD random variables are presented without assumption of identical distribution.     

About the Nonparametric Estimation of the Bernoulli Regression

The nonparametric estimation of the Bernoulli regression function is studied. The uniform consistency conditions are established and the limit theorems are proved for continuous functionals on C[a, 1 ? a], 0 < a < 1/2.     

Approximation to Multifractional Riemann-Liouville Brownian Sheet

In this article, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables.     

Exponential inequalities in linear calibration problem

ABSTRACT

Calibration, also called inverse regression, is a classical problem which appears often in a regression setup under fixed design. The aim of this article is to propose a stochastic method which gives an estimated solution for a linear calibration problem. We establish exponential inequalities of Bernstein–Frechet type for the probability of the distance between the approximate solutions and the exact one. Furthermore, we build a confidence domain for the so-mentioned exact solution. To check the validity of our results, a numerical example is proposed.     

Upper bounds for ruin probabilities under model uncertainty

Abstract

In this paper, we investigate some ruin problems for risk models that contain uncertainties on both claim frequency and claim size distribution. The problems naturally lead to the evaluation of ruin probabilities under the so-called G-expectation framework. We assume that the risk process is described as a class of G-compound Poisson process, a special case of the G-Lévy process. By using the exponential martingale approach, we obtain the upper bounds for the two-sided ruin probability as well as the ruin probability involving investment. Furthermore, we derive the optimal investment strategy under the criterion of minimizing this upper bound. Finally, we conclude that the upper bound in the case with investment is less than or equal to the case without investment.     

诗:在敞开与收敛之间

诗是一种在敞开与收敛之间此起彼伏不断共生的精神境界.诗是一种生命力量的敞开;诗在收敛中又有着无言之美.而这两个方面正体现出诗歌的美学本质.     

基于中心-边缘理论对长三角及其周边区域经济集聚和扩散的实证研究

研究经济区域内的集聚和扩散动态趋向,对加强经济要素流动的引导,优化区域发展空间结构,提高区域竞争力,具有重要的理论和实践意义。以中心-边缘理论为基础,采用系统的分析方法,对长三角及其周边区域经济集聚和扩散运动的阶段性特征进行实证研究,发现当前集聚还处在向工业化成熟期过渡的阶段,应加强整体性的规划布局,促进区域经济协调发展。     

变步长极化对消迭代滤波算法

分析了定步长自适应极化对消(APC)迭代算法,在此基础上提出了一种变步长的极化对消迭代算法,并分析了该算法的收敛条件和收敛性能。通过Matlab仿真,比较了参数变化对变步长算法收敛速度的影响,并且将定步长算法与变步长算法进行了比较,得出了变步长算法收敛速度更快的结论。     

基于α和β趋同检验的西北五省区产业结构趋同分析

选取西北五省区的25个行业为研究对象,基于中国工业经济年鉴的面板数据,将α趋同和β趋同两种检验方式引入运用到产业结构趋同检验当中,从具体的工业行业角度出发,测度2000年以来西北五省区产业结构的趋同效应,具体判断西北五省区各行业的产业结构关系。