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约束的Ross更加风险厌恶刻画下的预防性努力投资决策
预防性努力 自我保险 自我保护 自我保险兼保护 约束的Ross更加风险厌恶
2019/4/17
在对个体风险偏好的现有刻画下，一个更加风险厌恶的个体未必会投资更多的预防性努力活动.为了解决这种不一致性，本文基于二次函数约束的Ross更加风险厌恶的刻画，获得了与个体风险偏好相一致的比较静态结果：当额外的预防性努力活动降低了个体最终财富的均值且损失发生的初始概率小于1/2时，一个二次函数约束的Ross更加风险厌恶的个体总是投资更多的预防性努力活动.
具分布时滞双向联想记忆神经网络周期解的存在性及全局稳定性
双向联想记忆神经网络 分布时滞 周期解 重合度
2019/4/17
本文研究了具分布时滞的双向联想记忆神经网络的动力学性质.不需要激励函数有界性和可微性，利用重合度理论的延拓定理和Krasnosel'skii的锥不动点定理，我们获得了具分布时滞双向联想记忆神经网络模型周期解的存在性和全局指数稳定性的新结论.数值模拟的结果与我们的理论相一致.
Quasi-regression is introduced for approximation of functions on the unit
cube in s dimensions. It is computationally ecient, compared to kriging,
for problems requiring a large number of function ...
Existence and approximation of probability measure solutions to models of collective behaviors
Existence approximation of probability measure models of collective behaviors
2011/1/20
In this paper we consider first order differential models of collective behaviors of groups
of agents based on the mass conservation equation. Models are formulated taking the spatial
distribution o...
Emergence and Stability of Vortex Clusters in Bose-Einstein Condensates: a Bifurcation Approach near the Linear Limit
Bose-Einstein condensates Vortices Dark solitons Bifurcations
2010/12/28
We study the existence and stability properties of clusters of alternating charge vortices in Bose-Einstein condensates. It is illustrated that such states emerge from cascades of symmetry-breaking bi...
Improved Approximation for the Directed Spanner Problem
Approximation Directed Spanner Problem
2011/3/3
We prove that the size of the sparsest directed k-spanner of a graph can be approximated in polynomial time to within a factor of ˜O(√n), for all k ≥ 3. This improves the ˜O(n2/3)-
approxim...
Asymptotic and bifurcation analysis of wave-pinning in a reaction-diffusion model for cell polarization
wave-pinning bistable reaction-diffusion system mass conservation
2010/12/28
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
Best $\ell_1$-approximation of nonnegative polynomials by sums of squares
Polynomials sums of squares semidefinite programming
2011/2/21
Given a nonnegative polynomial f, we provide an explicit expres-sion for its best ℓ1-norm approximation by a sum of squares of given degree.
On approximation of functions satisfying defective renewal equations
defective renewal equation Laplace transform
2011/2/22
Functions satisfying a defective renewal equation arise commonly in applied probability models. Usually these functions don’t admit a explicit expression. In this work we consider to approximate them ...
We introduce two new heuristic ideas concerning the spectrum of a Laplacian,and we give theorems and conjectures from the realms of manifolds, graphs and fractals that validate these heuristics.
Low-Rank Matrix Approximation with Weights or Missing Data is NP-hard
low-rank matrix approximation weighted low-rank approximation missing data
2011/1/17
Weighted low-rank approximation (WLRA), a dimensionality reduction technique for data anal-
ysis, has been successfully used in several applications, such as in collaborative filtering to design reco...
Asymptotic cone of semisimple orbits for symmetric pairs
asymptotic cone Richardson orbit nilpotent orbit symmetric pair
2011/2/21
Let G be a reductive algebraic group over C and denote its Lie algebra by g. Let Oh be a closed G-orbit through a semisimple element h ∈ g. By a result of Borho and Kraft [BK79], it is known that the ...
Small time asymptotics for stochastic evolution equations
Stochastic partial differential equations small time asymp-totics
2011/1/18
We obtain a large deviation principle describing the small time asymp-totics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear...
Convergence of frozen Gaussian approximation for high frequency wave propagation
Convergence of frozen Gaussian high frequency wave propagation
2011/2/25
The frozen Gaussian approximation provides a highly efficient computational method for high frequency wave propagation. The derivation of the method is based on asymptotic analysis. In this paper, fo...
L^3 estimates for an algebraic variable coefficient Wolff circular maximal function
L^3 estimates algebraic variable coefficient Wolff circular maximal function
2011/1/17
In 1997, Thomas Wol proved sharp L3 bounds for his circular maximal function, and in 1999, Kolasa and Wol proved certain non-sharp Lp inequalities for a broader class of maximal functions arising fr...