Bayesian Estimation for the Order of INAR(q) Mo del

In this paper, we consider the problem of determining the order of INAR(q) model on the basis of the Bayesian estimation theory. The Bayesian es-timator for the order is given with respect to a squared-error loss function. The consistency of the estimator is discussed. The results of a simulation study for the estimation method are presented.     

Anti-Chudakov effect in high-energy electron–positron pair ionization loss in thin target

The problem of electron–positron pair ionization loss on different distances from its creation point in substance is considered. It is shown that together with the Chudakov effect of pair loss reduction the opposite effect of exceeding by the pair loss of the doubled value of single electron (positron) loss may take place. It is demonstrated that for pair ionization loss in the same substance where the pair is created such effect is rather small but can enhance by the order of magnitude if consider the pair loss in thin plate situated in the direction of pair motion on some distance from this substance. It is pointed out that such effect should be most significant at relatively low pair energies of several hundreds MeV.     

改进Vague集评价方法在IT项目经理评价中的应用

针对Vague集评价过程中信息容易遗失的问题,提出采用Vague综合评价的思想进行计算.通过定义Vague基本运算法则,以及建立加权综合评价函数构建了新的评价方法.方法体现了Vague集理论描述不确定性问题的优点,反映了项目经理评价的一般特点.最后,通过案例计算,得到了公平公正的评价结果,并验证了计算结果的可靠性.     

Spectral,Optical and Mechanical studies on pure and thiourea doped ammonium di-hydrogen phosphate NLO single crystals

Pure and thiourea substituted single crystals of ammonium di-hydrogen phosphate have been grown from aqueous solution by isothermal solvent evaporation technique. Doped crystal exhibits prominent changes in physical and chemical properties. Single crystal XRD analyses of the samples are carried out and the results are compared. FTIR and UV–vis–NIR spectral analyses have been employed to identify the presence of various functional groups and the UV cut-off range in the grown crystals. Density measurements have been made and Photoconductivity studies revealed the negative photo conducting nature. Hardness measurement shows that the mechanical strength of the doped crystal is high when compared to pure ammonium di-hydrogen phosphate. The dielectric response of the samples has been studied in the frequency range 100 Hz–5 MHz at room temperature and the results are discussed.     

线性不对称损失时非正态分布过程均值优化

针对常见的两种非正态分布———梯形分布和三角分布，研究线性不对称质量损失时其过程均值的优化问题，建立了梯形分布在五种不同情况下线性不对称质量损失的数学模型，基于以上模型给出了线性不对称质量损失时梯形分布最优过程均值的确定方法；研究三角分布在四种不同情况下线性不对称质量损失的数学模型，并给出了线性不对称质量损失时三角分布最优过程均值的确定方法。最后，用实例验证本过程均值优化模型的有效性。实例表明，应用线性不对称损失函数，适当的改变过程均值，可以有效地降低产品的质量损失，通过调整工艺过程将获得最佳经济效益。     

Cole-Cole方程参数对细胞介电频谱的影响

为探讨Cole-Cole方程8个参数(Δε1,Δε2,εh,κl,f1,f2,β1,β2)对细胞介电频谱的影响,采用改变单个参数,固定其他参数的方法,观察介电频谱的变化.结果显示:Δε1影响低频介电频谱和Cole-Cole(ε′)图;Δε2影响高频介电频谱、Cole-Cole(ε′)图和Cole-Cole(κ′)图;εh影响ε′(f)、Cole-Cole(ε′)图和tgδ(f);κl对κ′(f)和Cole-Cole(κ′)图有影响;f1影响低频介电频谱;f2影响高频介电频谱;β1影响Cole-Cole(ε′)和tgδ(f);β2对高频介电频谱有影响.可见Cole-Cole方程作为细胞介电频谱的数学模型,其参数变化有规律可循.     

Optimal consumption and investment problem with random horizon in a BMAP model

In this paper, we consider the consumption and investment problem with random horizon in a Batch Markov Arrival Process (BMAP) model. The investor invests her wealth in a financial market consisting of a risk-free asset and a risky asset. The price processes of the riskless asset and the risky asset are modulated by a continuous-time Markov chain, which is the phase process of a BMAP. The possible consumption or investment are restricted to a sequence of random discrete time points which are determined by the same BMAP. The investor has only consumption opportunities at some of these random time points, has both consumption and investment opportunities at some other random time points, and can do nothing at the remaining random time points. The object of the investor is to select the consumption–investment strategy that maximizes the expected total discounted utility. The purpose of this paper is to analyze the impact of the consumption–investment opportunity and the economic state on the value functions and consumption–investment strategies. The general solution and the exact solution under the assumption that the consumption and the terminal wealth are evaluated by the power utility are obtained. Finally, a numerical example is presented.     

Enhanced dielectric and nonohmic properties of SrTiO3-modified CaCu3Ti4O12 ceramics

Dielectric and nonohmic properties of CaCu₃Ti₄O₁₂ (CCTO) ceramics can be modified by addition of SrTiO₃ (STO) in different molar proportions which were fabricated by a modified sol-gel method. XRD results indicated that all modified ceramics showed mixed phase consisting of both CCTO and STO. SEM images and grain size distribution probability also presented the change of microstructure with the addition of STO. The dielectric loss of the CCTO/0.4STO ceramics sintered at 1000 °C can be lower than 0.02 in a wide frequency (1 kHz–10 kHz), especially at 1 kHz, the dielectric loss of this sample is as low as 0.012. Furthermore, excellent nonlinear I–V electrical characteristic (high breakdown voltage to 54.15 kV/cm for CCTO/0.4STO sintered at 1000 °C) was observed as well. All the results indicated that the addition of STO does improve the dielectric properties and nonohmic characteristics of CCTO ceramics dramatically.     

An optimal co-reinsurance strategy

This article considers a co-reinsurance strategy that (1) protects insurance companies against catastrophic risks; (2) enables insurers to gather sufficient information about the different risk attitudes of reinsurers and diversify their reinsured risks; (3) enables insurers to create better risk-sharing profiles by balancing the risk tolerances of reinsurers; (4) has the benefit of allowing reinsurers to accumulate experience with risks with which they are unfamiliar; (5) reduces the overall direct cost of a reinsurance contract; (6) allows a government to back some insurance products, such as the terrorism insurance programs that were established in many countries after the September 11th terrorist attacks; and (7) reflects the practical reinsurance industry of some countries, such as Iran. Such a co-reinsurance strategy can be fully determined by estimating its parameters whenever three optimal criteria are satisfied and prior information about the unknown parameters is available. Two simulation-based studies have been conducted to demonstrate (1) the practical applications of our findings and (2) the possible impact of any type of dependency between the co-reinsurance’s parameters and the evaluated optimal co-reinsurance strategy.