В работе излагаются особенности влияния длины инвестиционного горизонта на выбор инвестором оптимального для себя портфеля. Приводятся условия, при которых неэффективные портфели для однопериодного случая становятся эффективными с увеличением инвестиционного горизонта. Сравниваются два различных подхода к описанию предпочтений инвестора при выборе портфеля. Один из подходов основывается на крив...

We consider self-similar Cantor sets Λ ⊂ R which are either homogeneous and Λ− Λ is an interval, or not homogeneous but having thickness greater than one. We have a natural labeling of the points of Λ which comes from its construction. In case of overlaps among the cylinders of Λ, there are some “bad” pairs (τ, ω) of labels such that τ and ω label the same point of Λ. We express how much the co...

In thus work, a new class of keystream generators with a large hnear complexity has been derived The design crlterla are esslly compatible with those given m the hterature to prevent correlation attacks @ 2001 Elsevler Science Ltd All rights reserved Keywords-Cryptography, Information theory, Linear complexity, Pseudorandom sequence generators, Shift register

A quasi-schemoid is a small category with a particular partition of the set of morphisms. We define a homotopy relation on the category of quasi-schemoids and study its fundamental properties. The homotopy set of self-homotopy equivalences on a quasi-schemoid is used as a homotopy invariant in the study. The main theorem enables us to deduce that the homotopy invariant for the quasi-schemoid in...

The letter presents a theoretical analysis on a performance index for chaotic spreading sequences, which characterizes the multiple access interference introduced by crosscorrelation of a sequence set in asynchronous DS/CDMA systems. Using the ergodic theory, is expressed in terms of ensemble-averaged autocorrelation functions and simple explicit formulae for are obtained, under the assumption ...

The 2D quasi-geostrophic (QG) equation is a two dimensional model of the 3D incompressible Euler equations. When dissipation is included in the model then solutions always exist if the dissipation’s wave number dependence is super-linear. Below this critical power the dissipation appears to be insufficient. For instance, it is not known if the critical dissipative QG equation has global smooth ...

Grand unified theories often predict unification of Yukawa couplings (e.g., h b = h τ), and thus certain relations among fermion masses. The latter can distinguish these from models that predict only coupling constant unification. The implications of Yukawa couplings of the heavy-family in the supersymmetric extension of the standard model (when embedded in a GUT) are discussed. In particular, ...

For the precise estimation of the unknown quantum state, the independent samples should be prepared. Can we reduce the error of the estimation by the measurement using the quantum correlation between every sample? In this paper, this question is treated in the parameter estimation for the unknown state.

This essay is concerned with concentrations of entities, which play an important— albeit often overlooked—role in scientific explanation. First, I discuss an example from molecular biology to show that concentrations can play an irreducible causal role. Second, I provide a preliminary philosophical analysis of this causal role, suggesting some implications for extant theories of causation. I co...