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1.
Ruin Probabilities for Large Claims in Delayed Renewal Risk Model   总被引:2,自引:0,他引:2  
This paper investigates ruin probabilities (x) in the delayed renewal risk model, where x is the initial capital of an insurance company. Under the assumption that the claim size is heavy-tailed, we aim at a tail equivalence relationship of (x) as x . The result we obtain in this paper is surprisingly the same as the previous classical results.This work was supported by National Science Foundation of China (No. 10071081).  相似文献   

2.
This paper examines the complexity of global verification for MAX-SAT, MAX-k-SAT (for k3), Vertex Cover, and Traveling Salesman Problem. These results are obtained by adaptations of the transformations that prove such problems to be NP-complete. The class of problems PGS is defined to be those discrete optimization problems for which there exists a polynomial time algorithm such that given any solution , either a solution can be found with a better objective function value or it can be concluded that no such solution exists and is a global optimum. This paper demonstrates that if any one of MAX-SAT, MAX-k-SAT (for k3), Vertex Cover, or Traveling Salesman Problem are in PGS, then P=NP.  相似文献   

3.
This paper extends previous works by Cassels-Ellison-Pfister and Christie in producing different collections of positive polynomials in [X,Y] which are not sums of three squares of rational fractions. The results are essentially obtained in extending methods of Galois descent for positivity of the (X)-rank of special kinds of elliptic curves.  相似文献   

4.
This paper presents a trust-region method for solving the constrained nonlinear equation F(x) = 0, x , where R n is a nonempty and closed convex set, F is defined on the open set containing and is continuously differentiable. The iterates generated by the method are feasible. The method is globally and quadratically convergent under local error bounded assumption on F. The results obtained are extensions of the work of Yamashita Fukushima (Ref. 1) and Fan Yuan (Ref. 2) for unconstrained nonlinear equations. Numerical results show that the new algorithm works quite well.  相似文献   

5.
This paper concerns the stability analysis of numerical methods for solving time dependent ordinary and partial differential equations. In the literature stability estimates for such methods were derived, under a condition which can be viewed as a transplantation of the Kreiss resolvent condition (from the unit disk to the stability region S of the numerical method). These estimates tell us that errors in the numerical time stepping process cannot grow faster than linearly with min{s,n}. Here n denotes the number of time steps, and s stands for the order of the (spatial discretization) matrices involved.In this paper we address the natural question of whether the above stability estimates can be improved so as to imply an error growth at a slower rate than min{s,n} (when n, s). Our results concerning this question are as follows: (a) for all (practical) Runge–Kutta and other one-step formulas, we show that the estimates from the literature are sharp in that error growth at the rate min{s,n} can actually occur, (b) for linear multistep formulas we find that, rather surprisingly, some of the stability estimates can substantially be improved and extended, whereas others are sharp.The results proved in this paper are also relevant to (suitably scaled spatial discretization) matrices whose -pseudo-eigenvalues lie at a distance not exceeding K from the stability region S of the time stepping method, for all >0 and fixed constant K.  相似文献   

6.
The Knaster–Kuratowski–Mazurkiewicz (KKM) theorem is a powerful tool in many areas of mathematics. In this paper we introduce a version of the KKM theorem for trees and use it to prove several combinatorial theorems.A 2-tree hypergraph is a family of nonempty subsets of T R (where T and R are trees), each of which has a connected intersection with T and with R. A homogeneous 2-tree hypergraph is a family of subsets of T each of which is the union of two connected sets.For each such hypergraph H we denote by (H) the minimal cardinality of a set intersecting all sets in the hypergraph and by (H) the maximal number of disjoint sets in it.In this paper we prove that in a 2-tree hypergraph (H)2(H) and in a homogeneous 2-tree hypergraph (H)3(H). This improves the result of Alon [3], that (H)8(H) in both cases.Similar results are proved for d-tree hypergraphs and homogeneous d-tree hypergraphs, which are defined in a similar way. All the results improve the results of Alon [3] and generalize the results of Kaiser [1] for intervals.  相似文献   

7.
Summary This paper deals with the finite element approximation of the displacement formulation of the spectral acoustic problem on a curved non convex two-dimensional domain . Convergence and error estimates are proved for Raviart-Thomas elements on a discrete polygonal domain h in the framework of the abstract spectral approximation theory. Similar results have been previously proved only for polygonal domains. Numerical tests confirming the theoretical results are reported.Mathematics Subject Classification (2000):65N25, 65N30, 70J30Supported by FONDECYT 2000114 (Chile)Supported by FONDAP in Applied Mathematics (Chile)  相似文献   

8.
This paper presents results of research related to multicriteria decision making under information uncertainty. The Bellman–Zadeh approach to decision making in a fuzzy environment is utilized for analyzing multicriteria optimization models (X,M models) under deterministic information. Its application conforms to the principle of guaranteed result and provides constructive lines in obtaining harmonious solutions on the basis of analyzing associated maxmin problems. This circumstance permits one to generalize the classic approach to considering the uncertainty of quantitative information (based on constructing and analyzing payoff matrices reflecting effects which can be obtained for different combinations of solution alternatives and the so-called states of nature) in monocriteria decision making to multicriteria problems. Considering that the uncertainty of information can produce considerable decision uncertainty regions, the resolving capacity of this generalization does not always permit one to obtain unique solutions. Taking this into account, a proposed general scheme of multicriteria decision making under information uncertainty also includes the construction and analysis of the so-called X,R models (which contain fuzzy preference relations as criteria of optimality) as a means for the subsequent contraction of the decision uncertainty regions. The paper results are of a universal character and are illustrated by a simple example.  相似文献   

9.
This paper deals with subrings of the type of a domain T of type where D is a domain and is a nonzero prime ideal of T, generalizing the classical A + M construction. We examine the possible transfer of the universal catenarity from A and T to R. This study allows us to generalize and improve some known results and to provide several interesting applications and examples.   相似文献   

10.
This paper studies denumerable state continuous-time controlled Markov chains with the discounted reward criterion and a Borel action space. The reward and transition rates are unbounded, and the reward rates are allowed to take positive or negative values. First, we present new conditions for a nonhomogeneous Q(t)-process to be regular. Then, using these conditions, we give a new set of mild hypotheses that ensure the existence of -optimal (0) stationary policies. We also present a martingale characterization of an optimal stationary policy. Our results are illustrated with controlled birth and death processes.  相似文献   

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