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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 technology of china,Chengdu 610054,china 2. department of Statistics and Finance,university of science and technology of china,hefei 23.026,china School of Management and School of Applied mathematics University of Electronic Science and Technology of China Chengdu China department of Statistics and Finance University of Science and Technology of China 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.

Microstructure and thermal stability behavior of a rapidly solidified Al-Ti-Fe-Cr alloy

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Rare Metals 2002年第3期21卷 207-212页

作者： CHEN Yiqing, CAO Qingping, and SU YongSchool of Materials science and Engineering, hefei university of technology, hefei 230009, china School of Materials science and Engineering Hefei University of Technology Hefei 230009

A rapidly solidified Al-2.5Ti-2.5Fe-2.5Cr (mass fraction in percent) alloywas prepared by melt spinning. As-quenched and as-annealed microstructures were studied by X-raydiffractometry (XRD), transmission electron microscopy (TEM), high-resolution transmission electronmicroscopy (HREM) and energy dispersive spectrum (EDS) analysis. The microhardness of the alloy atdifferent annealing temperatures was measured. The results obtained indicate that the microhardnessof the rapidly solidified Al-2.5Ti-2.5Fe-2.5Cr alloy does not vary with different annealingtemperatures. The as-quenched microstructure of the alloy includes two kinds of dispersed primaryphases: Al_3Ti and Al_(13)(Cr, Fe)_2. After annealing at 400 deg C for 10 h, the stable phaseAl_(13)Fe_4 appears in the microstructure.

关键词： rapidly solidified Al-Ti-Fe-Cr alloy microhardness as-quenchedmicrostructure as-annealed microstructure

FLAT TIME-LIKE SUBMANIFOLDS IN ANTI-DE SITTER SPACE H12n-1 （-1）

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Chinese Annals of mathematics,Series B 2005年第3期 457-466页

作者： ZUO DAFENG CHEN QING CHENG YI department of mathematics, university of science and technology of china, hefei 23.026, china department of Mathematical sciences, Tsinghua university, Beijing 100084, china. department of mathematics, university of science and technology of china, hefei 23.026, china. department of mathematics, university of science and technology of china, hefei 23.026, china.

By using dressing actions of the G(n1,n-1)1,1-system, the authors study geometric transformations for flat time-like n-submanifolds with flat, non-degenerate normal bundle in anti-de Sitter space H1(2n-1)(-1), where G... 详细信息

关键词： Dressing action G(n-1) (n-1)1 1-System Flat time-like submanifold

Jackson’s theorem in Q_p spaces

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science china mathematics 2010年第2期53卷 367-372页

作者： CHEN YingWei 1 & REN GuangBin 1, 2, 1 department of mathematics, university of science and technology of china, hefei 23.026, china 2 department of mathematics, university of Aveiro, P-3810-193 Aveiro, Portugal department of mathematics University of Science and Technology of China department of mathematics University of Aveiro

A Jackson type inequality in Q p spaces is established, i.e., for any f (z) = Σ∞ j=0 ajzj ∈ Qp , 0≤p 1, and k-1 ∈ N,where ω(1/k, f, Q p ) is the modulus of continuity in Q p spaces and C(a) is an absolute const... 详细信息

关键词： Q p space BMOA polynomial approximation

A Note on Wigner Functions and *-Genvalue Equation

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Communications in Theoretical Physics 2009年第4期51卷 605-608页

作者： JING Si-Cong LIN Bing-Sheng department of Modern Physics,university of science and technology of china,hefei 23.026,china department of Modern Physics University of Science and Technology of China

In deformation quantization,static Wigner functions obey functional *-genvalue equation,which is equiv-alent to time-independent Schr■dinger equation in Hilbert space operator formalism of quantum *** equiv-alence is proved mostly for Hamiltonian with form H=（1/2）■;+V（■）[***,***.60（1964）581].In this note we generalize this proof to a very general Hamiltonian H（■,■）and give examples to support it.

关键词： Wigner function *-genvalue equation deformation quantization

Optimal Replenishment Problem for Items with Polynomial Demand During Their Life Period

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Journal of Systems Engineering and Electronics 1999年第2期10卷 9-14页

作者： Zhou Yongwu(department of mathematics, hefei university of technology,230009, P. R. china) department of mathematics Hefei University of Technology 230009 P. R. China

In this paper, a deterministic lot-sizing model is developed for an item during its lifeperiod. A demand for the item is approximated by a special polynomial function. And shortages areallowed to occur in the proposed model. A simple dynamic programming method is presented forgenerating the optimal replenishment policy. A numerical example is used to illustrate the solutionprocedure for the special case with quadric demand. Sensitivity analysis for parameters is alsoincluded.

关键词： Dynamic programming Inventory Polynomial demand.

Hybrid of comprehensive learning particle swarm optimization and SQP algorithm for large scale economic load dispatch optimization of power system

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science china(Information sciences) 2010年第8期53卷 1566-1573页

作者： WANG Yu , LI Bin & YUAN Bo department of Electronic science and technology, School of Information science and technology, university of science and technology of china, hefei 230027, china department of Electronic science and technology School of Information Science and Technology University of Science and Technology of China

Economic load dispatch (ELD) is an important optimization task in power systems. In the previous works, various researchers attempted to address this problem by both mathmatical and heuristic optimization algorithms. However, there are still two practically important issues that have not attracted sufficient attention: 1) the stability of these algorithms cannot be effectively ensured; 2) the performance of these algorithms on large scale ELD optimization tasks remains to be unsatisfactory. CLPSO is an effective global optimization algorithm. To strengthen the convergence ability of CLPSO, the sequential quadratic programming (SQP) is introduced into it. This results in a new algorithm hybrid of comprehensive learning particle swarm optimization and sequential quadratic programming (SQP-CLPSO). To assess the performance of SQP-CLPSO, it is compared with several state-of-the-art evolutionary algorithms (EAs) on the classical ELD optimization problems. Experimental results show that SQP-CLPSO has very good abilities of convergence, diversity maintainence and scalability, which make it suitable for complex ELD problems.

关键词： particle swarm optimization comprehensive learning particle swarm optimization sequential quadratic programming local search power systems economic load dispatch

THE OPTIMAL MOTION OF TWO-DIMENSIONAL UNDULATING PLATE SWIMMING IN FLUID FLOW

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Journal of Hydrodynamics 2011年第1期23卷 12-20页

作者： QIAN Qin-jian LIU Miao-qin SUN Liang SUN De-jun department of Modern Mechanics University of Science and Technology of China Hefei 230026 China School of Earth sciences University of Science and Technology of China Hefei 230026 China

The optimum shape of a two-dimensional undulatory plate in its motion in fluid flow is analyzed and the physical parameters（the thrust and the power）are calculated by the boundary element *** the commonly used Lagrange multiplier method,only a saddle point of the optimum solution can be obtained,but not the solution itself due to the singularity of the *** eliminate the singularity,a method is proposed by adding an amplitude *** new method is a generalization of that proposed by Wu,and it can be applied to more complex *** optimum shape of the linearly varying amplitude motion is studied in *** is shown that both the maximum and the minimum solutions exist when the frequency is higher than a critical *** a high frequency,the maximum efficient motion with a large amplitude at the leading edge and a small amplitude at the trailing edge induces a large leading edge suction *** the frequency decreases,the leading edge suction force decreases to a minimum and then *** high wavenumbers,there exists an optimum frequency with the maximum *** efficiency holds over a large range of *** optimum efficiency increases as the wavenumber *** increase of the wavenumber can also reduce the leading edge suction *** optimization method can also be applied to a quadratically varying amplitude *** is found that the optimum efficiency is larger than that for the linearly varying amplitude ***,the additional efficiency is relatively small,especially as the original efficiency is already high enough.

关键词： two-dimensional undulating plate boundary element method optimization

A DISCRETE CHARACTERIZATION OF HERZ-TYPE TRIEBEL-LIZORKIN SPACES AND ITS APPLICATIONS

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Acta Mathematica Scientia 2004年第3期24卷 412-420页

作者： XuJingshi departmentofmathematics HunanUniversityChanysha410082China

In this paper, the author establishes a discrete characterization of the Herz-type Triebel-Lizorkin spaces which is used to prove the boundedness of pseudo-differential operators on these function spaces.

关键词： Herz-type space Triebel-Lizorkin space discrete characterization pseudo-differential operator maximal operator