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作品数:10 被引量:14H指数:3
相关作者:姚强刘举款巩馥洲更多>>
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10 条 记 录,以下是 1-10
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Contact Processes on Scale-free Networks
2010年
We investigate the contact process on random graphs generated from the configuration model for scale-free complex networks with the power law exponent β E (2, 3]. Using the neighborhood expansion method, we show that, with positive probability, any disease with an infection rate λ 〉 0 can survive for exponential time in the number of vertices of the graph. This strongly supports the view that stochastic scale-free networks are remarkably different from traditional regular graphs, such as, Z^d and classical Erdos-Renyi random graphs.
Dayue CHEN Qi LIU
关键词:SCALE-FREEEPIDEMICS
CONTACT PROCESS ON HEXAGONAL LATTICE
2010年
In this article, we discuss several properties of the basic contact process on hexagonal lattice H, showing that it behaves quite similar to the process on d-dimensional lattice Zd in many aspects. Firstly, we construct a coupling between the contact process on hexagonal lattice and the oriented percolation, and prove an equivalent finite space-time condition for the survival of the process. Secondly, we show the complete convergence theorem and the polynomial growth hold for the contact process on hexagonal lattice. Finally, we prove exponential bounds in the supercritical case and exponential decay rates in the subcritical case of the process.
姚强李群昌
稳定转弯比例下的交通流预测
本文介绍了一种理想情况下的交通流预测方法,引入了稳定转弯比例的概念,并且在稳定转弯比例的假设下,利用将交通模型时间离散化的方法,得到了在道路中段无车流出入以及有规则随机车流出入时的交通流分布公式,由此可以对未来某一时刻的...
姜敏华张晓东
关键词:交通流准静态过程
文献传递
某些乘积图上接触过程的中间状态的存在性
2009年
本文讨论了乘积图T_d×G上的接触过程(其中T_d为每个顶点度数均为d≥3的规则树,G为任何有限连通简单图),证明了该过程存在弱存活的中间状态.
姚强
关键词:乘积图
某些乘积图上接触过程的完全收敛定理的证明
2010年
该文证明了当传染参数充分大时,乘积图G_1×G_2×Z上的接触过程满足完全收敛定理,其中G_1和G_2是任意无穷、局部有限的可迁图(从而度有界).该结果在一定程度上推广了文献[1]的结果.
姚强
Two random walks on the open cluster of Z^2 meet infinitely often被引量:3
2010年
We prove that two independent continuous-time simple random walks on the infinite open cluster of a Bernoulli bond percolation in the lattice Z2 meet each other infinitely many times.An application to the voter model is also discussed.
Chen XinXingChen DaYue
关键词:WALKPERCOLATIONINFINITE
Potential Distribution on Random Electrical Networks
2011年
Let N = (G, c) be a random electrical network obtained by assigning a certain resistance for each edge in a random graph G ∈ G(n, p) and the potentials on the boundary vertices. In this paper, we prove that with high probability the potential distribution of all vertices of G is very close to a constant.
Da-qian Qian Xiao-dong Zhang
Sequential Fair Stackelberg Equilibria of Linear Strategies in Risk-Seeking Insider Trading被引量:8
2018年
This paper develops a sequential fair Stackelberg auction model in which each of the two risk-seeking insiders has an equal chance to be a leader or follower at each auction stage. The authors establish the existence, uniqueness of sequential fair Stackelberg equilibria (in short, FSE) when both insiders adopt linear strategies, and find that at the sequential equilibria such two insiders compete aggressively that cause the liquidity of market to drop, the information to be revealed and the profit to go down very rapidly while the trading intensity goes substantially high. Furthermore, the authors also give continuous versions of corresponding parameters in the sequential FSE in closed forms, as the time interval between auctions approaches to zero. It shows that such parameters go down or up approximately exponentially and all of the liquidity of market, information and profit become zero while the trading intensity goes to infinity. Some numerical simulations about the sequential FSE are also illustrated.
GONG FuzhouZHOU Yonghui
Decay of geometry for unimodal maps:The C^2 case
2009年
We prove that a C2 unimodal interval map with critical order not greater than 2 has the decay of geometry property, by showing that all the cross-ratio estimates needed in the previous proof for the C3 case remain true.
SHEN WeiXiao1,2 1 Department of Mathematics, University of Science and Technology of China, Hefei 230026, China
关键词:衰变几何图
具有两个内部交易者的内部交易模型的混合策略均衡被引量:5
2014年
本文克服了Gong和Liu(2012)在模型设定上的缺陷,重新研究了市场上存在两个拥有相同私有信息内部交易者的情况.根据内部交易者对待风险的态度不同,研究了风险喜好型、风险中性型以及风险厌恶型内部交易者模型,用正确的方法分别证明了这三个模型混合策略均衡的存在性和唯一性.在此基础上,利用渐近分析方法对高频交易情况下三类内部交易者混合策略均衡的渐近行为进行了分析和讨论,不仅计算了经济金融变量序列趋于零或无穷的速度,而且获得了这些经济金融变量序列除以相应收敛速度后所得的规范化变量序列的极限.因此,不仅获取了高频交易情况下这些变量准确的渐近行为特征及非平凡连续解,而且还发现了风险中性型内部交易者模型不同于类似Kyle型模型的渐近行为.
巩馥洲张首元刘举款吴承逊
关键词:市场微观结构内部交易者混合策略均衡高频交易渐近分析
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