Невизначеність, ризики, прибуток

The principles of accounting and estimations of probabilistic character of productive activity of enterprises, accepted in the methodology of accounting of uncertainty and risks, worked out by the author of this researches , are stated. The methodology is based on the fundamental postulates of probability theory, the theories of functions linearization and on the qualitative and quantitative technico-economical analysis in decision making are discussed. An example of the using this methodology with the solutions optimization is given. This methodology was adapted by the author over the past 10-15 years.В статье приведены основные принципы учета и оценки вероятностного характера производственной деятельности предприятий, принятые в методологии учета неопределенности и рисков, разработанной автором этого исследования. Указанная методология базируется на основных постулатах теории вероятностей, теории линеаризации функций и на качественном и количественном технико-экономическом анализе при принятии решений. Дан пример использования указанной методологии при оптимизации этих решений. Указанная методология адаптирована автором на протяжении последних 10-15 лет.У статті наведені основні принципи обліку та оцінки імовірнісного характеру виробничої діяльності підприємств, прийняті в методології обліку невизначеності і ризиків, розробленій автором цього дослідження. Вказана методологія базується на основних постулатах теорії вірогідності, теорії лінеаризації функцій і на якісному і кількісному техніко-економічному аналізі при ухваленні рішень. Наданий приклад використання вказаної методології при оптимізації цих рішень. Вказана методологія адаптована автором упродовж останніх 10-15 років

Two-dimensional magnetoexcitons in the presence of spin-orbit coupling

We study theoretically the effect of spin-orbit coupling on quantum well excitons in a strong magnetic field. We show that, in the presence of an in-plane field component, the excitonic absorption spectrum develops a double-peak structure due to hybridization of bright and dark magnetoexcitons. If the Rashba and Dresselhaus spin-orbit constants are comparable, the magnitude of splitting can be tuned in a wide interval by varying the azimuthal angle of the in-plane field. We also show that the interplay between spin-orbit and Coulomb interactions leads to an anisotropy of exciton energy dispersion in the momentum plane. The results suggest a way for direct optical measurements of spin-orbit parameters.Comment: 9 pages, 6 figure

Decohering d-dimensional quantum resistance

The Landauer scattering approach to 4-probe resistance is revisited for the case of a d-dimensional disordered resistor in the presence of decoherence. Our treatment is based on an invariant-embedding equation for the evolution of the coherent reflection amplitude coefficient in the length of a 1-dimensional disordered conductor, where decoherence is introduced at par with the disorder through an outcoupling, or stochastic absorption, of the wave amplitude into side (transverse) channels, and its subsequent incoherent re-injection into the conductor. This is essentially in the spirit of B{\"u}ttiker's reservoir-induced decoherence. The resulting evolution equation for the probability density of the 4-probe resistance in the presence of decoherence is then generalised from the 1-dimensional to the d-dimensional case following an anisotropic Migdal-Kadanoff-type procedure and analysed. The anisotropy, namely that the disorder evolves in one arbitrarily chosen direction only, is the main approximation here that makes the analytical treatment possible. A qualitatively new result is that arbitrarily small decoherence reduces the localisation-delocalisation transition to a crossover making resistance moments of all orders finite.Comment: 14 pages, 1 figure, revised version, to appear in Phys. Rev.

Tunnelling density of states at Coulomb blockade peaks

We calculate the tunnelling density of states (TDoS) for a quantum dot in the Coulomb blockade regime, using a functional integral representation with allowing correctly for the charge quantisation. We show that in addition to the well-known gap in the TDoS in the Coulomb-blockade valleys, there is a suppression of the TDoS at the peaks. We show that such a suppression is necessary in order to get the correct result for the peak of the differential conductance through an almost close quantum dot.Comment: 6 pages, 2 figure

ВДОСКОНАЛЕННЯ МЕТОДІВ ОЦІНКИ БАНКІВСЬКОГО БІЗНЕСУ

In the article the questions of perfection of traditional methods of estimation of cost of business and development are examined on this basis an express is methodologies as evaluated by business of bank structures. The brought algorithm over of the worked out expressmethodology and analysis of the correlations used here.Advantage of експресс-метода is possibility of adjustment of sizes of passive voices, assets and acuestss, and also затратность and possibility of decision of reverse task. Determination of values of the indicated parameters and indexes of dependence on taken an on value of cost of bank business. It allows to decide the tasks of influence worked out different character of events on the size of criterion function, coming from the actually set indexes of functioning of bank structure.В статье рассматриваются вопросы совершенствования традиционных методов оценки стоимости бизнеса и разработки на этой основе экспресс – методики по оценке бизнеса банковских структур. Приведен алгоритм разработанной экспресс–методики и анализ используемых при этом соотношений.У статті розглядаються питання вдосконалення традиційних методів оцінки вартості бізнесу і розробки на цій основі експрес-методики оцінки бізнесу банківських структур. Наведений алгоритм розробленої експрес-методики і аналіз співвідношень, які використовуються при цьому

ІМОВІРНІСНА ЕКОНОМІКА

The article made an analysis of the concepts of "probabilistic economy," "uncertainty" and "risk", the basic principles of the probabilistic methodology of Economics, and definitions of a priori and statistical uncertainty and systematic and random risks. Given the philosophical and economic basis of the developed methodology.The article shows the study of the socio-economic units (enterprises) in the context of income and income distribution. The influence of systematic and random factors on the basic parameters of the enterprises. The necessity of taking into account and assess the impact of systematic and random factors.uage:EN-US;mso-fareast-language:RU;mso-bidi-language: AR-SA'>В статье произведен анализ понятий «вероятностная экономика», «неопределенность» и «риск», приведены основные принципы разработанной методологии вероятностной экономики и определения априорной и статистической неопределенности и систематических и случайных рисков. Приведены философские и экономические основы разработанной методологии.У статті проведено аналіз понять «імовірнісна економіка», «невизначеність» і «ризик», наведено основні принципи розробленої методології ймовірнісної економіки та визначення апріорної та статистичної невизначеності і систематичних і випадкових ризиків. Наведено філософські та економічні основи розробленої методології

Fluctuation-induced traffic congestion in heterogeneous networks

In studies of complex heterogeneous networks, particularly of the Internet, significant attention was paid to analyzing network failures caused by hardware faults or overload, where the network reaction was modeled as rerouting of traffic away from failed or congested elements. Here we model another type of the network reaction to congestion -- a sharp reduction of the input traffic rate through congested routes which occurs on much shorter time scales. We consider the onset of congestion in the Internet where local mismatch between demand and capacity results in traffic losses and show that it can be described as a phase transition characterized by strong non-Gaussian loss fluctuations at a mesoscopic time scale. The fluctuations, caused by noise in input traffic, are exacerbated by the heterogeneous nature of the network manifested in a scale-free load distribution. They result in the network strongly overreacting to the first signs of congestion by significantly reducing input traffic along the communication paths where congestion is utterly negligible.Comment: 4 pages, 3 figure

Jumps in current-voltage characteristics in disordered films

We argue that giant jumps of current at finite voltages observed in disordered samples of InO, TiN and YSi manifest a bistability caused by the overheating of electrons. One of the stable states is overheated and thus low-resistive, while the other, high-resistive state is heated much less by the same voltage. The bistability occurs provided that cooling of electrons is inefficient and the temperature dependence of the equilibrium resistance, R(T), is steep enough. We use experimental R(T) and assume phonon mechanism of the cooling taking into account its strong suppression by disorder. Our description of details of the I-V characteristics does not involve adjustable parameters and turns out to be in a quantitative agreement with the experiments. We propose experiments for more direct checks of this physical picture.Comment: Final version, as published; 4 pages, 3 figure

Concentration dependence of the transition temperature in metallic spin glasses

The dependence of the transition temperature $T_g$ in terms of the concentration of magnetic impurities $c$ in spin glasses is explained on the basis of a screened RKKY interaction. The two observed power laws, $T_g ~ c$ at low $c$ and $T_g ~ c^{2/3}$ for intermediate $c$, are described in a unified approach.Comment: 4 page

Theory of the Half-Polarized Quantum Hall States

We report a theoretical analysis of the half-polarized quantum Hall states observed in a recent experiment. Our numerical results indicate that the ground state energy of the quantum Hall $\nu= 2/3$ and $\nu= 2/5$ states versus spin polarization has a downward cusp at half the maximal spin polarization. We map the two-component fermion system onto a system of excitons and describe the ground state as a liquid state of excitons with non-zero values of exciton angular momentum.Comment: 4 pages (RevTeX), 3 figures (PostScript), added reference