Determination of Discrete Spectrum in a Random Field

We consider a two dimensional frequency model in a random field, which can be used to model textures and also has wide applications in Statistical Signal Processing. First we consider the usual least squares estimators and obtain the consistency and the asymptotic distribution of the least squares estimators. Next we consider an estimator, which can be obtained by maximizing the periodogram function. It is observed that the least squares estimators and the estimators obtained by maximizing the periodogram function are asymptotically equivalent. Some numerical experiments are performed to see how the results work for finite samples. We apply our results on simulated textures to observe how the different estimators perform in estimating the true textures from a noisy data.     

The First Two Eigenvalues of Large Random Matrices and Brody's Hypothesis on the Stability of Large Input–Output Systems

Bródy (1997) notices that for large random Leontief matrices, namely non-negative square matrices with all entries i.i.d., the ratio between the subdominant eigenvalue (in modulus) and the dominant eigenvalue declines generically to zero at a speed of the square root of the size of the matrix as the matrix size goes to infinity. Since then, several studies have been published in this journal in attempting to rigorously verify Bródy's conjecture. This short article, drawing upon some theorems obtained in recent years in the literature on empirical spectral distribution of random matrices, offers a short proof of Bródy's conjecture, and discusses briefly some related issues.     

The composite iteration algorithm for finding efficient and financially fair risk-sharing rules

We consider the problem of finding an efficient and fair ex-ante rule for division of an uncertain monetary outcome among a finite number of von Neumann–Morgenstern agents. Efficiency is understood here, as usual, in the sense of Pareto efficiency subject to the feasibility constraint. Fairness is defined as financial fairness with respect to a predetermined pricing functional. We show that efficient and financially fair allocation rules are in one-to-one correspondence with positive eigenvectors of a nonlinear homogeneous and monotone mapping associated to the risk sharing problem. We establish relevant properties of this mapping. On the basis of this, we obtain a proof of existence and uniqueness of solutions via nonlinear Perron–Frobenius theory, as well as a proof of global convergence of the natural iterative algorithm. We argue that this algorithm is computationally attractive, and discuss its rate of convergence.     

核心城市与腹地间的关系:以京沪为例的经济学分析

城市与腹地的经济关系可以区分为吸收和辐射两种模式,由于城市的发展阶段、腹地经济基础、交通条件以及产业结构等多方面因素的影响,使得城市对腹地的经济影响或者以辐射为主,或者以吸收为主.一般而言,城市规模较小时以吸收腹地资源为主,在城市规模较大时以辐射为主.资源之所以由腹地转移到大城市是因为在大城市可以得到更大的收益.当大城市依托其雄厚的势力对腹地形成辐射时,腹地资源即使不转移到大城市也可以获得相应甚至更大收益,腹地资源就不再转移到大城市.     

Potron and the Perron–Frobenius Theorem

Maurice Potron is an important precursor of the study of linear models of production and, in particular, of input–output analysis. We show that, contrary to Abraham-Frois and Lendjel's interpretation which we consider as unfaithful to Potron's model, there is a clear connection between his theory and the Perron-Frobenius theorem.     

浅议高校多媒体辅助教学

在课堂教学中,如何科学、合理地利用多媒体信息,怎样走出目前对多媒体教学手段使用与认识上的误区,值得思考与探讨。文中结合教学实践,指出多媒体教学过程中存在的问题并给出了一些方法建议。     

Optimal auctions for asymmetrically budget constrained bidders

We consider an environment with a single divisible good and two bidders. The valuations of the bidders are private information but one bidder has a commonly known budget constraint. For this environment we derive the revenue maximizing subsidy free dominant strategy incentive compatible auction.      

Random polymers

This paper is a mini-review of some recent developments on probabilistic models for polymer chains.     

The FCC Spectrum Auctions: An Early Assessment

This paper analyzes six spectrum auctions conducted by the Federal Communications Commission from July 1994 to May 1996. These auctions were simultaneous multiple-round auctions in which collections of licenses were auctioned simultaneously. This auction form proved remarkably successful. Similar items sold for similar prices, and bidders successfully formed efficient aggregations of licenses. Bidding behavior differed substantially in the auctions. The extent of bidder competition and price uncertainty played an important role in determining behavior. Bidding credits and installment payments also played a major role in several of the auctions.     

资源均衡优化问题的改进随机搜索算法的研究

采用随机搜索算法研究了工程项目管理中的“工期固定-资源均衡”问题,针对网络图中活动的逻辑约束和时间约束关系,提出了基于活动动态时差的改进随机搜索算法,避免了非可行解的产生;建立了活动的实际开始时间与资源方差之间的函数关系,作为评价函数;最后对实例进行了计算分析,与project2002、p3等结果做比较,优化效果取得了不同程度的提高,证实了该方法的可行性与有效性;同时获得了最优资源强度相同若干不同活动安排方案,对于工程项目管理中资源均衡优化具有实际应用价值。     

随机影响下的复合环境政策

本讨论了在随机影响条件下,控制环境污染的一个简单的复合政策理论模型。作首先论述了对环境污染有时采取直接控制政策的必要性,然后利用随机过程理论,重新证明了Bava关于均衡的污染水平的概率分布的存在性论断。以此为基础,利用非线性规划,讨论了最优复合控制政策模型,并用NLP建立了相应的最优模型。     

液相色谱的使用与维修中的几点体会

在使用高效液相色谱仪的过程中,难免会碰到各种各样的问题,本文从进样阀、色谱柱以及流动相等几个方面介绍了色谱仪的正确使用、常见故障的成因及排除方法。     

Random assignments of bundles

We propose a model studying the random assignments of bundles with no free disposal. The key difference between our model and the one where objects are allocated (see Bogomolnaia and Moulin (2001)) is one of feasibility. The implications of this difference are significant. Firstly, the characterization of sd-efficient random assignments is more complex. Secondly, we are able to identify a preference restriction, called essential monotonicity, under which the random serial dictatorship rule (extended to the setting with bundles) is equivalent to the probabilistic serial rule (extended to the setting with bundles). This equivalence implies the existence of a rule on this restricted domain satisfying sd-efficiency, sd-strategy-proofness, and equal treatment of equals. Moreover, this rule only selects random assignments which can be decomposed as convex combinations of deterministic assignments.     

New Methods of Updating Input–Output Matrices

The paper describes several new methods of updating Input–Output matrices. The deficiency of the conventional methods of updating these matrices is that they do not make much use of the commonly available interindustry data and thus exhaust only a small number of the available degrees of freedom. The updating methods described here are based on consistency relationships derived from the Leontief output and price systems. Thereby these methods bring substantially more interindustry data to bear on the updating process, and consequently give rise to better Input–Output coefficient estimates.     

The Valuation of Real Capital: A Random Walk down Kungsgatan

This paper analyzes the temporal pattern of prices for single-family housing. We estimate models of house price dynamics using a repeat sales framework, and we use the results to test for a random walk in asset prices. For eight large samples of housing transactions, representing essentially all house sales in Sweden during a 12-year period, we reject the hypothesis that house prices follow a random walk in favor of a model of first-order serial correlation.     

证券投资收益率预测的随机分析方法研究

本文在前人研究成果的基础上,应用随机分析方法,综合考虑“牛市”、“熊市”两种情况,建立一种较为科学合理的证券投资收益率预测模型,以期取得较为满意的预测效果,更好地为证券投资决策服务。     

Estimation of Poverty Transition Matrices with Noisy Data

This paper investigates measurement error biases in estimated poverty transition matrices. We compare transition matrices based on survey expenditure data to transition matrices based on measurement‐error‐free simulated expenditure. The simulation model uses estimates that correct for measurement error in expenditure. We find that time‐varying measurement error in expenditure data magnifies economic mobility. Roughly 45% of households initially in poverty at time t ? 1 are found to be out of poverty at time t using data from the Korean Labor and Income Panel Study. When measurement error is removed, this drops to between 26 and 31% of households initially in poverty. Copyright © 2016 John Wiley & Sons, Ltd.     

Auctioning the Airwaves: The Contest for Broadband pcs Spectrum

The House and Senate of the United States Congress recently passed legislation that directs the FCC to establish a system for using auctions to allocate the use of radio spectrum for personal communications services. There is a unique and unprecedented set of issues that arise in this context, which are of interest to economists, industry analysts, regulators, and policymakers. We discuss these issues and evaluate their likely impact on the outcome of the spectrum auctions. In addition, we argue that there may be pitfalls in the auction procedure adopted by the FCC, and we discuss possible alternative procedures.     

基于双自适应Lasso惩罚的随机效应分位回归模型研究

研究目标：解决随机效应分位回归模型中固定效应和随机效应系数同时估计和选择问题。研究方法：对固定效应和随机效应系数同时实施自适应Lasso惩罚,并为参数估计设计交替迭代算法。研究发现：新方法不仅对随机误差分布具有较强的稳健性,而且在不同稀疏度模型下均有着良好的表现,尤其是在高维情形时。研究创新：本文提出的方法在对模型中重要自变量进行选择的同时能够充分考虑随机效应的影响;交替迭代算法不仅有效解决了需要选择两个惩罚参数的困境,而且收敛速度快。研究价值：为实际工作者对面板数据和纵向数据的分析提供了有效的建模方法。     

Random iterates of monotone maps

In this paper we prove the existence, uniqueness and stability of the invariant distribution of a random dynamical system in which the admissible family of laws of motion consists of monotone maps from a closed subset of a finite dimensional Euclidean space into itself.