D**u
发帖数: 204 | 1 I am wondering whether there exists such a "measure" F on ALL the subsets of the set of
integers, which satisfies the following conditions:
(1) F(S) = 0 for any finite subset S.
(2) F(S) can be negative.
(3) finite additivity: If S is the union of 2 disjoint subsets S1 and S2,
then F(S) = F(S1) + F(S2).
(4) non-triviality: F(S) != 0 for some S. |
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t*****n
发帖数: 225 | 2 Define a finitely additive measure F on all the subsets
of the set Z of integers as follows:
For any subset S of integers, any positive integer n,
define f_S(n)=1/n if n is in S, and f_S(n)=0 if n is not in S.
Then f_S1+f_S2= f_S if S is the union of 2 disjoint subsets S1 and S2.
Define F(S)=lim (f_S(1)+...+f_S(n))/log n,
then
1. F(S)=0 for any finite subset S.
2. F(S) is non-negative.
3. F(S) is finitely additive.
4. F(Z)=1.
楼主发包子吧
of the set of |
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Q***5
发帖数: 994 | 3 Checked wikipedia, I think you are right, a non trivial Banach limit should
do the job.
I was thinking about construct such a measure directly, but if axiom of
choice has to be involved -- I give up -- thanks for saving my time. |
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s******5
发帖数: 513 | 4 prove the triangle T = {(x, y) : 0 <＝ y <＝ 1−x <＝ 1}
is Jordan measurable.
Also, use the definition to directly compute m(T).
是不是挺简单的一个题目？就是没有想法～～～～ 数学系的课真难修啊～～5555 ～
～～～ |
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q********y
发帖数: 162 | 5 当年费了好大劲想对 non-measurable set 有一个直观印象，现在又全忘了。
当时看的是一本关于Banach–Tarski paradox的普及类书。 |
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l**t
发帖数: 452 | 6 我自己看了看书，我的理解就是关于在测量中仪器对输入的响应。不知道这样理解对吗？
我自己在看Physical Measurement and Analysis（Nathan Cook & Ernest Rabinowicz,
Addison-Wesley Publishing,1963）这本书。
书上介绍说所有的仪器的响应基本上都可以归结为两个微分方程。这个我基本能够看懂。
我的问题是，
1）我如果知道这个仪器的响应，这对我的测量工作用什么用呢？
2）我应该如何根据这个仪器的响应去改进我的测量方法？
3）我应该如何利用这个仪器的响应去分析数据？
但是在书上去没有找到这几个问题的答案。请大虾们给我言简意赅的介绍一下。
谢谢！ |
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l***i
发帖数: 38 | 7 A big industry backed by Central government is looking for a candidate with
strong background in residual stress measurement(especially in metal forming
process). The person is expected to lead a team. If you would like to know
about this opportunity, please reply to my BBS account. |
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m*******r
发帖数: 481 | 8 Photoelastic constant or Stress-Optical coefficient of glass．有人能测吗？As
I said, I will pay for this measurement service.
Thanks a lot! |
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O*******o
发帖数: 7091 | 9 does anybody have experience in measuring fluid viscosity? could we do that
on our own (DIY) in the lab without buying specific instruments? any
reference please? |
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l*****n
发帖数: 1679 | 10 how to measure absorption & photoluminescence for solar cell???
请问用什么仪器能测量，FILM SAMPLE的absorption & photoluminescence啊？
谢谢 |
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d****2
发帖数: 26 | 11 【 以下文字转载自 Chemistry 讨论区 】
发信人: dajia2 (dajia), 信区: Chemistry
标 题: Using buffer solution to measure pH data in solutions.
发信站: BBS 未名空间站 (Sun Jul 19 21:23:28 2009, 美东)
Using the solution stabilized with 1 micro M melamine to assay the melamine
with the concentration in nano M range.
in
Hydrogen-Bonding Recognition-Induced Color Change of Gold Nanoparticles for
Visual Detection of Melamine in Raw Milk and Infant Formula
Kelong Ai, Yanlan Liu and Lehui Lu
pp 9496–9497
Publication Date (Web): June |
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c***u
发帖数: 4 | 12 Sorry for the pure English first.
Just do a simple experiment for test with SiO2 NPs. I need quantify the SiO2
NPs concentration after system. Any one has experience to measure the
concentration?
thanks |
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l*****n
发帖数: 1679 | 13 how to measure absorption & photoluminescence for solar cell???
请问用什么仪器能测量，FILM SAMPLE的absorption & photoluminescence啊？
谢谢 |
|
c*****e
发帖数: 44 | 14 【 以下文字转载自 Optics 俱乐部 】
发信人: chuckle (Stressed INFJ), 信区: Optics
标 题: For a optical system, how to measure the impedance?
发信站: BBS 未名空间站 (Thu Aug 20 10:26:45 2009, 美东)
Sincerely ask: Are there any standard method, or what methods have been
tried?
Thanks very much. |
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m*******r
发帖数: 481 | 15 Photoelastic constant or Stress-Optical coefficient of glass．有人能测吗？As
I said, I will pay for this measurement service.
Thanks a lot! |
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J*******3
发帖数: 1651 | 16 谁有Rigaku Ultima的Residual stress measurement插件？
谢谢 |
|
m*****e
发帖数: 333 | 17 Is there any standard measurement for motivation?
比如，motivation in learning of repetitive movement
我本身不是学心理学的，所以基本上对这个问题一无所知
如果有标准测试，我在哪里可以得到测试的protocol.
谢谢各位xdjm了先 |
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h****g
发帖数: 28 | 18 Y2*H3
64个被试
但是现在不是每个被试每个水平豆有数据
比如被试S1在Y1H2上没有数据、S2在Y2H3上没有数据
然后这样一交叉没有数据的话，大家豆有数据就没有剩下几个了
这样做的repeated measures结果也没有什么意义了
有没有什么其他方法？
不过我用compare means 的paired-samples T Test捉对比较了一下
结果还有点看头 |
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r****t
发帖数: 27 | 19 2*3 factorial with missing data.
If I were you, I will use mixed model. The repeated measures doesn't deal wi
th missing data well.
You need to write it in regression form first, then use the REML estimate. |
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r**u
发帖数: 69 | 20 can you give a concrete example where you used
measure theory/real analysis in your job (not
counting reading textbooks and job interviews)? |
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Q*********r
发帖数: 93 | 21 One of my working papers from work involved a little bit of measure theory,
just to set up the probability model. But have never used it in practice,
nor real analysis.
Good question you raised!
-brett |
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q********u
发帖数: 53 | 22 It does not sound reasonable to me. Implied Vol is used to measure option,
not stock vol. Any thoughts? |
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l**********t
发帖数: 5754 | 23 "From a theoretical perspective, hist vol and implied vol are in different
prob space" -- From a theoretical perspective, isn't vol kept invariant
during change of measure? |
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p****u
发帖数: 2596 | 24 confort！！以后面世前应该多发包子啊。。。btw， forward measure 是什么 |
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S*******r
发帖数: 11017 | 25 同学你面那么牛的职位啊 还问到FWD MEASURE。。。
同BLESS |
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m******n
发帖数: 354 | 26 诚心求教, 刚拿到一个investment fund的intern, 是做performance measuring, 有没
有前景呢, 谢谢各位 |
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n****e
发帖数: 629 | 27 money market是numeraire
大家滥用术语 就变成measure了。。 |
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t*******y
发帖数: 637 | 28 你的意思是 money maret 是risk neutral measure的numeraire？ |
|
n****e
发帖数: 629 | 29 这是两回事。
measure决定一件事情发生的概率(比如明天火山爆发)
numeraire决定用什么单位描述(比如掉下来一吨还是一千千克火山灰) |
|
n****e
发帖数: 629 | 30 stock就不能拿来当risk neutral measure的numeraire了？ |
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b********a
发帖数: 5418 | 31 应该是不能的吧，stock当numeraire是另一个measure了。 |
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z****i
发帖数: 406 | 32 where interest rate is deterministic, these two measures are the same.
when interest rate is stochastic, they are different. |
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n****e
发帖数: 629 | 33 嗯 您说得有道理
我的理解很片面 kaka 只有一个price并不是说只有一个measure |
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z****i
发帖数: 406 | 34 when interest rate are modeled deterministic(stochastic),
both money market account and bond price are deterministic(stochastic).
when deterministic,
P(0,T) = 1/B(0,T),
so the two measures have the same numeraire.
when stochastic,
P(0,T) = E [1/B(0,T)].
so the two numeraire are different. P(0,T) is a price (expectation), while B(0,T) is a random variable.
(don't know if this explanation is clear)
you can check out wiki:
http://en.wikipedia.org/wiki/Forward_measure |
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z****i
发帖数: 406 | 35 是为什么的呀，有数学的证明而不只是解释么？
另外，这个结论是用来证futures RATE is martingale under risk neutral measure
的吧？又是怎么证的呢？ |
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w*****e
发帖数: 197 | 36 Just treat future process as a stock with a special dividend process. Then
it is not hard to see why it is martingale. But for interest rate future
like EuroDollar, I am not sure what you are saying is true in general.
Remember, anything can be a martingale, as long as you are willing to work
with a particular kind of risk neutral measure.
On the other hand, future RATE is a rather hard thing to model. You always
start with some kind of framework that works with short rate or forward rate
. I am... 阅读全帖 |
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t***l
发帖数: 3644 | 37 Shreve的两册书上有证明。
measure |
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w**********y
发帖数: 1691 | 38 我困惑了..我怎么记得discounted price of any asset is martingale under risk
neutral measure啊?
不是么? |
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M********t
发帖数: 163 | 39 我记得我的NOTES上有，回头给你查查。
measure |
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m*******r
发帖数: 98 | 40 You can treat future as a one period contract.
The value at t = 0 is zero.
The payoff at t = 1 is F_1 - F_0.
0 = E(F_1 - F_0) / (1 + r)
E(F_1|F_0) = F_0
measure |
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n*******e
发帖数: 107 | 41 future contract也是一种asset
rn measure下无yield的asset都应该只有risk free drift
可是这个结论一点都没有意思
因为future的underlying基本都有yield的：股票有divident，commodity有
convenience yidle，这些yield才把futures price搞复杂的 |
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w**********y
发帖数: 1691 | 42 In my memory, logic is the sample as stochastic volatility. Both the risk
premium from stochastic volatility and risk premium from jump need to be
estimated under R-N measure. And actually they should be derived from some
vanilla product, and then used for exotic product.
I am quite not sure about the above statement. I believe you can find it in
Jim Gatheral's "The Volatility Surface: A Practitioner's Guide (Wiley
Finance)". |
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g******8
发帖数: 542 | 43 Thank you very much! I will check out the book you recommended. Thanks! The
articles I browsed (coz I did not fully understand) was somehow they
specify a state price density (pricing kernel) and also use something like
Ito's lemma, Radon-Nikodym derivative (change of measure) etc. but I could
not fully understand how they did it.
in |
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l*******y
发帖数: 4006 | 44 As far as I recall, the jump process can not be replicated, so, there prob
no real "risk neutral measure". |
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r**a
发帖数: 536 | 45 I think another simple point of view is that for the bigger strike case the
stock price has more possibility to reach the status of in-the-money in
terms of the actual probability measure in the BS model, so it is more risky
. I check the binomial tree, it is consistent with the CAPM.
, |
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w******o
发帖数: 59 | 46 是不是先根据市场上的价格算出OAS,然后把OAS加到discount curve,再算其他的risk
measure? |
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a****y
发帖数: 1035 | 47
Yes, you need to connect two wires on C,D to measure the voltage. But high
accuracy volt-meter always use "补偿法", that means the meter's resistance
equivalent to infinity. So, the connection resistance and wire resistance on
C,D won't affect your results. |
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e**c
发帖数: 195 | 48
I am currently also studying the similarity measurement.
I guess we can define sth as following, which is basically
a distance metric between the two curve:
S=(integral |f1(x)-f2(x)|^^p dx)^^(1/p)
Which is the so called LP-Norm in functional space.
Hope this info helps, I also hope we can somehow exchange
our result and idea. |
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h***i
发帖数: 3844 | 49 我觉得week 可行。调成continous的
measurement; |
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l*****l
发帖数: 4170 | 50 Jaffe (1986, AER) 有个很有名的tech distance measure，不知道哪位大侠能share一
下sas
codes? 谢谢！ |
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