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Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory

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science china Mathematics 2005年第10期48卷 1379-1394页

作者： WANG Dingcheng~1 SU Chun~2.& ZENG Yong~1 1. School of Management and School of Applied Mathematics,university of Electronic science and {2. of china,chengdu 61.054,china 2. department of Statistics and Finance,university of science and {2. of china,Hefei 2.002.,china 1. School of Management and School of Applied Mathematics University of Electronic Science and Technology of China 610054 Chengdu China 2. department of Statistics and Finance University of Science and Technology of China 230026 Hefei China

This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights, which can be arbitrarily dependent of each other. Then the applications to ... 详细信息

关键词： dependent stochastic return, discount factor, heavy-tails, discrete time insurance risk model, maxima of randomly weighted sums, ruin probability, tail probabilities, uniformly asymptotic estimate.

Magnetic and dielectric properties of low temperature fired ferrite/ceramic composite materials

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Progress in Natural science:Materials International 2011年第1期21卷 21-26页

作者： Wei-wei LING~(1,2.,Huai-wu ZHANG~1,Ying HE~1,Yuan-xun LI~1,Yun-yan WANG~1 1.State Key Laboratory of Electronic Thin Films and Integrated Devices, university of Electronic science and {2. of china,chengdu 61.054,china 2.department of Communication Engineering,chengdu university of Information {2., chengdu 6102.5,china [a] State Key Laboratory of Electronic Thin Films and Integrated Devices University of Electronic Science and Technology of China Chengdu 610054 China [b] department of Communication Engineering Chengdu University of Information Technology Chengdu 610225 China

Ni-Cu-Zn ferrite/CaTiO3and Ni-Cu-Zn ferrite/BaTiO3composites which can be applied in low temperature co-fired ceramic（LTCC） technology were synthesized by conventional solid-state reaction at temperature lower than 950℃.Influence of the microstructures and the gap parameterδ/D on the complex permeability of the above two composites was *** modifiedδ/D values of the above two composites show a good fit to the magnetic circuit *** dielectric properties of the composites were predicted by the Maxwell-Garnctt effective medium theory and the discrepancy between measured and calculated values was analyzed.

关键词： ferrite/ceramic composite low temperature co-fired ceramic(LTCC) solid-state reaction magnetic properties dielectric properties

THE TRANSIENT SOLUTION FOR M/G/1 QUEUEWITH SERVER VACATIONS

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Acta Mathematica Scientia 1997年第3期17卷 276-282页

作者：唐应辉 UNIV ELECT SCI & TECHNOL china DEPT MATH APPLCHENGDU 610054PEOPLES R CHINA

In this paper, the transient solutions for M/G/1 queues with single server vacation and multiple server vacations are firstly studied, and the recursion expressions of their Laplace transform are given. Further the distribution and stochastic decomposition result of the queue length at a random point in equilibrium are directly obtained from the transient solution. As will be seen this paper provides a intuitive and elegant method for studying transient solutions for M/G/1 queues with single server.

关键词： server-vacation queue length transient solution stochastic decomposition

Corner occupying theorem for the two-dimensional integral rectangle packing problem

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science china(Information sciences) 2012年第11期55卷 2466-2472页

作者： HUANG WenQi1,YE Tao1 & CHEN DuanBing2.1School of computer science and {2.,Huazhong university of science and {2.,Wuhan 430074,china 2.eb sciences Center,School of computer science,university of Electronic science and {2. of china,chengdu 611731,china 1. School of computer science and {2. Huazhong University of Science and Technology Wuhan 430074 China2. Web Sciences Center School of Computer Science University of Electronic Science and Technology of China Chengdu 611731 China

This paper proves a corner occupying theorem for the two-dimensional integral rectangle packing problem,stating that if it is possible to orthogonally place n arbitrarily given integral rectangles into an integral rectangular container without overlapping,then we can achieve a feasible packing by successively placing a rectangle onto a bottom-left corner in the *** on this theorem,we might develop e?cient heuristic algorithms for solving the integral rectangle packing *** fact,as a vague conjecture,this theorem has been implicitly mentioned with different appearances by many people for a long time.

关键词： rectangle packing bottom-left corner occupying theorem NP hard

TRANSIENT QUEUE SIZE DISTRIBUTION SOLUTION OF GEOM/G/1 QUEUE WITH FEEDBACK-A RECURSIVE METHOD

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Journal of Systems science & Complexity 2009年第2期22卷 303-312页

作者： Chuanyi LUO Yinghui TANG Cailiang LI department of Economic Mathematics Southwestern University of Finance and Economics Chengdu 610074China. School of Mathematics and Software science Sichuan Normal University Chengdu 610066 China. department of Information and computer {2. Chengdu Electron-Mechanical College Chengdu 610031China.

This paper considers the Geom/G/1 queueing model with feedback according to a late arrival system with delayed access （LASDA）. Using recursive method, this paper studies the transient property of the queue size from the initial state N（0＋） = i. Some new results about the recursive expression of the transient queue size distribution at any epoch n＋ and the recursive formulae of the equilibrium distribution are obtained. Furthermore, the recursive formulae of the equilibrium queue size distribution at epoch n-, and n are obtained, too. The important relations between stationary queue size distributions at different epochs are discovered （being different from the relations given in M/G/I queueing system）. The model discussed in this paper can be widely applied in all kinds of communications and computer network.

关键词： Discrete time queue equilibrium distribution feedback recursive expression transient distribution.

Two Families of Liapunov Functions for Functional Differential Systems

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Acta Mathematica Sinica,English Series 1999年第2期15卷 197-206页

作者： Yi Zhang, department of computer {2. and Engineering, university of Electronic {2. and technology of china, chengdu 61.054, P. R. chinaMeijuan Wang, department of Basic Studies, East china university of technology, 516 Jungong Road Shanghai 2.0093, P. R. china department of computer {2. and Engineering University of Electronic Science and Technology of China Chengdu P. R. China department of Basic Studies East China University of Technology Shanghai P. R. China

Two families of Liapunov functions are employed to study the global stability and bound- edness of functional differential systems. New stability and boundedness theorems are obtained. Ap- plications of these theorems... 详细信息

关键词： Liapunov Function Razumikhin Technique Stability Infinite Delay

PHASE-LOCKING OF HIGH POWER GYROTRON OSCILLATOR

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Journal of Electronics(china) 1996年第1期13卷 89-96页

作者： Tang Changjian (department of Applied Physics, chengdu {2. of science & technology of china, chengdu 610065)Yang Zhonghai Liu Pukun(Institute of High Energy Electronics, {2. of Electronic science & technology of china, chengdu {12.) department of Applied Physics Chengdu University of Science & Technology of China Chengdu Institute of High Energy Electronics University of Electronic Science & Technology of China Chengdu

The phase-locking process is studied for high-power gyrotron oscillator driven by an external signal. The phase-locking nonlinear differential equations are derived, and the condition of phase-locking is shown and analyzed. The phase-locking signal can be introduced after gyrotron oscillates into saturation or before it. Two different ways of inputting signal make markable influence on the phase-locking process, this phenomenon is discussed. In this paper, the numerical calculations and analysis are given for gyrotron TE13 mode.

关键词： Microwave oscillator Gyrotron Self-consistent nonlinear theory Phase-locking Stabilized frequency

A self-adaptive negative selection algorithm used for anomaly detection

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Progress in Natural science:Materials International 2009年第2期19卷 261-266页

作者： Jinquan Zeng,Xiaojie Liu,Tao Li,Caiming Liu,Lingxi Peng,Feixian Sun department of computer {2.,Sichuan university,chengdu 610065,china [a]department of computer {2. Sichuan University Chengdu 610065 China

A novel negative selection algorithm (NSA),which is referred to as ANSA,is presented. In many actual anomaly detection systems,the training data are just partially composed of the normal elements,and the self/nonself space often varies over time. Therefore,anom-aly detection system has to build the profile of the system based on a part of self elements and adjust itself to adapt those variables. However,previous NSAs need a large number of self elements to build the profile of the system,and lack adaptability. In order to over-come these limitations,the proposed approach uses a novel technique to adjust the self radius and evolve the nonself-covering detectors to build an appropriate profile of the system. To determine the performance of the approach,the experiments with the well-known data-set were performed. Results exhibited that our proposed approach outperforms the previous techniques.

关键词： Artificial immune system Anomaly detection Negative selection algorithm

A stochastic policy search model for matching behavior

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science china(Information sciences) 2011年第7期54卷 1430-1443页

作者： CHENG ZhenBo 1,2.ZHANG Yu 1 & DENG ZhiDong 1 1 State Key Laboratory on Intelligent technology and Systems,Tsinghua National Laboratory for Information science and technology,department of computer science,Tsinghua university,Beijing 100084,china 2.department of computer science and technology,Zhejiang university of technology,Hangzhou 310014,china 1. State Key Laboratory on Intelligent technology and Systems Tsinghua National Laboratory for Information Science and Technology Department of Computer Science Tsinghua University Beijing 100084 China2. Department of Computer Science and Technology Zhejiang University of Technology Hangzhou 310014 China

The matching law is one of the basic empirical laws in decision theory,and it states that a subject’s preference to optional targets depends on which choices are *** this paper,we study the possible mechanisms that explain why subjects’ decisions often obey this *** the basis of reinforcement learning theory,we put forward a decision-making model in which the policy is updated by a policy parameter,and the model might be implemented in the brain through the prefrontal cortex and the basal ganglia neural *** on this model,an algorithm that satisfies the matching law is derived under some simple *** analysis and simulation results show that the decision behavior achieved by the algorithm obeys the matching *** addition,the matching behaviors in two classical experiments are reproduced using the *** results provide a reasonable strategy for the matching law and a useful computational tool for rewarded decision-making tasks.

关键词： policy model matching law reinforcement learning decision-making model