Consistency of change point estimators for symmetrical stable distribution with parameters shift

Assume that the characteristic indexαof stable distribution satisfies 1<α<2,and that the distribution is symmetrical about its mean.We consider the change point estimators for stable distribution withαor scale parameterβshift.For the one case that mean is a known constant,ifαorβchanges,then density function will change too.To this end,we suppose the kernel estimation for a change point.For the other case that mean is an unknown constant,we suppose to apply empirical characteristic function to estimate the change-point location.In the two cases,we consider the consistency and strong convergence rate of estimators.Furthermore,we consider the mean shift case.If mean changes,then corresponding characteristic function will change too.To this end,we also apply empirical characteristic function to estimate change point.We obtain the similar convergence rate.Finally,we consider its application on the detection of mean shift in financial market.     

重尾索赔下双复合Poisson模型的赤字分布

本文研究重尾索赔下的双复合Poisson模型,当索赔额分布属于次指数分布类时,给出了破产在有限时间内发生赤字尾概率的一个渐近表达式.     

隐含风险中性分布在巨灾超额损失再保险定价中的应用

通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特点,给出了巨灾超额损失再保险定价的闭型表达式.     

Fatigue resistance of plasma-sprayed CrC-NiCr cermet coatings in rolling contact

The aim of this paper was to address the fatigue behavior and failure modes of plasma-sprayed CrC-NiCr cermet coatings in rolling contact under the identical tribological conditions of contact stress at room temperature. For all tests, the thicknesses of the coatings were controlled to be about 100 μm. Thirteen rolling contact tests were performed to obtain the statistical result. The Weibull distribution plot of fatigue-life data of the coating specimens was obtained. The failure modes and mechanisms of the coatings were studied on the basis of the worn surface observations of the failed coatings. Experiment results showed that the RCF life data of the coatings exhibited high scattering, since the bimodal distribution of the fatigue-life data of the coatings was observed in the Weibull plot. Different failure modes named as spalling and delamination were observed during this investigation. However, the failure modes might be associated with the microstructure and the bonding strength of the coating, and the distribution of shear stress at the subsurface. The coatings failed in the spalling generally exhibited the relatively high fatigue lives and the coatings failed in the delamination exhibited low lives, resulting in the bimodal distribution of the fatigue-life data in the Weibull plot.     

Size of random Galois lattices and number of closed frequent itemsets

Given a sample of binary random vectors with i.i.d. Bernoulli(p) components, that is equal to 1 (resp. 0) with probability p (resp. 1−p), we first establish a formula for the mean of the size of the random Galois lattice built from this sample, and a more complex one for its variance. Then, noticing that closed α-frequent itemsets are in bijection with closed α-winning coalitions, we establish similar formulas for the mean and the variance of the number of closed α-frequent itemsets. This can be interesting for the study of the complexity of some data mining problems such as association rule mining, sequential pattern mining and classification.     

Extensible router for a quantum key distribution network

Building a quantum key distribution network is crucial for practical quantum cryptography. We present a scheme to build a star topology quantum key distribution network based on wavelength division multiplexing which, with current technology, can connect at least a hundred users. With the scheme, a 4-user demonstration network was built up and key exchanges were performed.     

Scattering experiments on the structure of concentrated dispersions

 In this work the Couette cell is compared with a more recently constructed disk shear cell. There are distinct advantages of the disk over the Couette cell, in particular, when it comes to the determination of the intensity along certain Bragg rods. Received: 12 December 2000 Accepted: 31 January 2001     

Linear quantum Enskog equation. I. Homogeneous quantum fluids

The quantum-statistical generalization of the well-known classical, linear revised Enskog equation is derived for spatially uniform systems. This new quantum kinetic equation allows the study of equilibrium time correlation functions and their associated transport coefficients of normal quantum fluids where static correlations and degeneracy effects due to particle statistics (both are treated exactly) are important. Furthermore, we derive the quantum-statistical analog of the classical ring operator. These microscopic and systematic derivations are based on a recently developed superoperator formalism (including cluster expansion techniques) that, as a main feature, allows a clear distinction between static and dynamic correlations, which is crucial in the discussion of the Enskog approximation.     

非参数可修系统可用度的评定

考虑可修的串联系统,其单元产品在出现故障时,由于种种原因,故障不能得到及时维修,形成了一段保障延误时间.于是这一更新过程为:正常工作(直到出现故障)-保障延误-故障维修-正常工作…….假设每一时段的分布未知,且相互独立,给出了可用度的点估计和置信下限.     

On a General Theorem of Set Theory Leading to the Gibbs, Bose-Einstein, and Pareto Distributions as well as to the Zipf-Mandelbrot Law for the Stock Market

The notion of density of a finite set is introduced. We prove a general theorem of set theory which refines the Gibbs, Bose-Einstein, and Pareto distributions as well as the Zipf law.