货币供给动态模型的建立

把中央银行、存款货币银行、公众组成的整体作为一个系统 ,通过分析该系统中各个元素的经济行为及相互关系 ,从经济控制论角度建立了货币供给动态模型 ,并对系统的稳定性进行了讨论 ,在此基础上 ,向中央银行提出了货币政策的建议 .     

有限理性视角下区域内地方政府博弈行为的演化与稳定

文章从有限理性视角出发,运用演化博弈理论对区域内地方政府间的博弈行为进行分析.研究发现:在外部条件既定的情况下,区域内同质、异质地方政府的博弈存在各自不同的演化路径和稳定策略;并且实现稳定策略的路径不是经典博弈理论下的简单线性路径,而是复杂的非线性路径,存在关键性的阀值.这意味着,对区域内地方政府间博弈行为的调节需要依博弈参与者的不同属性和博弈的演化路径来进行,并且有效地调节思路需在博弈的外部求解.     

产品组合竞争下远视互补品供应商联盟的稳定结构

考虑由4个远视供应商与1个零售商所组成的两层供应链系统,基于最大一致集的概念,探讨部分供应商可替代时互补品联合销售联盟的远视稳定结构。研究发现:当供应商的成本相差较小时,如果两类产品组合的零售竞争强度较小,则远视供应商会偏好各自独立销售给下游零售商;如果两类产品组合的零售竞争强度较大,则远视供应商会偏好形成一个由3个供应商联合销售的大联盟。当供应商的成本相差较大时,远视供应商会偏好形成联合销售的大联盟,或者偏好各自独立销售给下游零售商。但是,两个供应商形成的联合销售联盟不是远视稳定的。     

非高斯脉冲噪声下的非线性自适应最小p范数迭代方法

稳定分布可以更好地描述实际应用中所遇到的具有显著脉冲特性的随机信号和噪声。与其它统计模型不同,α稳定分布没有统一闭式的概率密度函数,其二阶及二阶以上统计量均不存在。针对系统中存在独立SαS噪声与高斯噪声,本文提出了一种稳定分布环境下的非线性自适应最小p范数迭代算法。计算机模拟和分析表明,这种算法是一种在SαSG分布背景噪声条件下具有良好韧性的滤波方法。     

Survival functions for the frailty models based on the discrete compound Poisson process

Frailty models are often used to model heterogeneity in survival analysis. The distribution of the frailty is generally assumed to be continuous. In some circumstances, it is appropriate to consider discrete frailty distributions. Having zero frailty can be interpreted as being immune, and population heterogeneity may be analysed using discrete frailty models. In this paper, survival functions are derived for the frailty models based on the discrete compound Poisson process. Maximum likelihood estimation procedures for the parameters are studied. We examine the fit of the models to earthquake and the traffic accidents’ data sets from Turkey.     

Tables of cumulative distribution functions and percentiles of the standardized stable random variables

It is shown that Zolotarev's (1964) integral representation of the cumulative distribution function (c.d.f.) of stable random variables and the IMSL subroutine DCADRE (for numerical integration ) provide a natural and practically simple method for finding the values of c.d.f., the percentiles and the density function of such random variables. For symmetric stable random variables (r.v.'s ) Z_∝, values of P_∝(z) … P(0<Z_∝<z) for z … 0(.02)4.08 and ∝=.1(.2)1.9, as well as percentiles of these r.v.'s for ∝=.5(.1)2 and the percentage points .6, .7(.05).85(.025).9(.01).96(.005).995, are presented. For asymmetric stable r.v.'s we present values of their c.d.f.'s for z … 0(.1)4, ß= ?1(.25)1 and ∝=.1(.2)1.9. These result sare compared with related results of others which were obtained by using different procedure and standardization.     

Some Utilizations of Lambert W Function in Distribution Theory

We introduce a new class of positive infinitely divisible probability laws calling them 𝔏_γ distributions. Their cumulant-generating functions (cgf) are expressed in terms of the principal branch of the Lambert W function. The probability density functions (pdfs) of 𝔏_γ laws are bounded resembling pdf of a Lévy stable distribution. The exponential dispersion model constructed starting from an 𝔏_γ distribution admits the inverse Gaussian approximation. The natural exponential family constructed starting from an 𝔏_γ distribution constitutes the reciprocal of the natural exponential family generated by a spectrally negative stable law with α = 1. We derive new results on 𝔏_γ laws and the related exponential dispersion models, including their convolution and scaling closure properties. We generate another exponential dispersion model starting from an exponentially compounded 𝔏_γ law. This distribution emerges in the Poisson mixture representation of a generalized Poisson law. We extend the Poisson approximation for the scaled Neyman type A exponential dispersion model. We derive saddlepoint-type approximations for some of these exponential dispersion models. The role of the Lambert W function is emphasized.     

Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function

ABSTRACT

The parameters of stable law parameters can be estimated using a regression based approach involving the empirical characteristic function. One approach is to use a fixed number of points for all parameters of the distribution to estimate the characteristic function. In this work the results are derived where all points in an interval is used to estimate the empirical characteristic function, thus least squares estimators of a linear function of the parameters, using an infinite number of observations. It was found that the procedure performs very good in small samples.     

汉代中央的厩

汉代中央的厩设置于长安城内外。东汉中央厩的数目较之西汉有所减省。中央厩由帝室财政系统掌管，其马匹主要从传统养马区选择，罚没、从地方征调也是中央厩马的重要来源。厩马主要供皇帝及帝室成员骑乘，祭祀、补充地方传置，以及作为军马等。中央厩所设置的职官主要有令、丞、监等，其秩级虽低，但和皇帝关系密切。厩在两汉时期的变化从一个侧面反映了汉代行政体系逐渐发育成熟。     

Stable estimation of location parameter -nonasymptotic approach

Let X₁:, X₂:, …, X_n be iidrv's with cdf F?, F?(x)=F (x-θ), R. Let T be an equivariant median-unbiased estimator of θ. Let πε(F)={G = (1 -ε) F+εH, H any cdf} and let M(G, T) be a median of T if X₁ has cdf G. The oscillation of the bias of T, defined as

Bε(T)=sup (M(G₁ T) :G₁,G₂:∈π_σ:(F)} ,is considered and the estimator with the smallest B$epsi;(T) is explicitly constructed