基于几何过程和位相分布休假的两部件并联可修系统的可靠性分析

主要以两不同型部件组成的并联可修系统为研究对象.在系统对失效相位存在记忆的基础上,考虑了修理工可单重休假且休假时间服从位相(PH)分布.每个工作部件均有可能因受到两种不同类型的故障而失效,且均"修复非新".在假定部件的工作时间,修理时间分别服从PH分布的几何过程和负指数分布的条件下,利用马尔可夫过程和矩阵分析的方法,对可修系统进行了可靠性分析,并给出了相应可靠性指标的数值算例.     

GAMLSS模型在车险定价中的应用

在系统梳理国内外非寿险产品费率厘定方法的基础上,详细介绍了GAMLSS模型,证明了在位置参数和尺度参数的预测中均引入随机效应的GAMLSS模型可更有效地解释纵向数据中个体间的异质性.最后将GAMLSS模型应用于一组纵向车辆保险数据,计算了先验保费、后验保费、后验风险保费和奖惩因子.实证结果表明,GAMLSS模型不仅可为非寿险产品的定价提供依据,而且使风险分类更加稳定、合理.     

浅析几类双输入排队系统模型

从矩阵几何解的角度出发,分析了七种类型的Geom/Geom/(Geom/Geom)/H 双输入排队系统.对这几个模型进行了描述,使用拟生灭过程探讨了各类模型的矩阵结构,并给出了其状态转移概率矩阵.     

基于动态自适应t分布变异的人群搜索算法

针对人群搜索算法在进化后期大量个体聚集局部最优时,易陷入局部最优,搜索精度低的缺陷,提出一种基于t分布变异的人群搜索算法.算法使用动态自适应方式确定变异步长,引入t分布变异算子以融合柯西变异和高斯变异的优点,促进算法在进化早期具备良好的全局探索能力,在进化后期收获较强的局部开发能力,增加种群的多样性;采用边界缓冲墙策略处理越界问题,避免越界个体聚集在边界值上的缺陷.实验结果表明,算法比基本人群搜索算法具有更高的寻优精度和收敛速度,是一种有效的算法.     

基于多目标影响图效果作战模型

针对目前基于效果作战评估中没有涉及多目标以及决策者的偏好的情况,将多目标影响图引入到基于效果作战模型.首先分析了基于效果作战中各主要要素之间关系,其次提出了基于效果作战模型构造过程,然后将其与多目标决策理论结合建立了多目标基于效果作战模型,用多目标影响图对其进行建模,并给出了求解方法,最后将基于多目标影响图效果作战模型应用于空战任务分配中.仿真结果表明该模型的有效性.     

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In this paper, we extend the previous Markov-modulated reflected Brownian motion model discussed in [1] to a Markov-modulated reflected jump diffusion process, where the jump component is described as a Markov-modulated compound Poisson process. We compute the joint stationary distribution of the bivariate Markov jump process. An abstract example with two states is given to illustrate how the stationary equation described as a system of ordinary integro-differential equations is solved by choosing appropriate boundary conditions. As a special case, we also give the sationary distribution for this Markov jump process but without Markovian regime-switching.     

小样本定数截尾场合下威布尔和对数正态分布的拟合检验

本文给出了小样本定数截尾场合下两参数威布尔分布和对数正态分布的拟合检验方法,该方法还适用于一般的位置-刻度参数族分布,论文还通过实际算例说明方法的可行性。     

Pattern‐avoiding permutations and Brownian excursion part I: Shapes and fluctuations

Permutations that avoid given patterns are among the most classical objects in combinatorics and have strong connections to many fields of mathematics, computer science and biology. In this paper we study the scaling limits of a random permutation avoiding a pattern of length 3 and their relations to Brownian excursion. Exploring this connection to Brownian excursion allows us to strengthen the recent results of Madras and Pehlivan [25] and Miner and Pak [29] as well as to understand many of the interesting phenomena that had previously gone unexplained. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 50, 394–419, 2017     

On Moments of Folded and Truncated Multivariate Normal Distributions

Recurrence relations for integrals that involve the density of multivariate normal distributions are developed. These recursions allow fast computation of the moments of folded and truncated multivariate normal distributions. Besides being numerically efficient, the proposed recursions also allow us to obtain explicit expressions of low-order moments of folded and truncated multivariate normal distributions. Supplementary material for this article is available online.     

Accurate Geometry and Non-Covalent Interactions in 1-Phenylethanol and its Monohydrate: A Rotational Study

The pure rotational spectra of 1-phenylethanol and its monohydrate were measured by using a pulsed jet Fourier transform microwave spectrometer. One conformer of the 1-phenylethanol monomer with the trans form was observed in the pulsed jet. The experimental values of rotational constants of ten isotopologues, including eight mono-substituted ¹³C and one D isotopologues, allow an accurate structure determination of the skeleton of 1-phenylethanol. For its monohydrate, only one isomer has been observed, of which 1-phenylethanol adopts the trans form and binds with water through an O−H⋅⋅⋅O_w and an O_w−H⋅⋅⋅π hydrogen bond. Each rotational transition displays a doublet with a relative intensity ratio of 1 : 3, due to a hindered internal rotation of water around its C₂ axis. This study provides the information on accurate geometry of 1-phenylethanol (PE) and large amplitude motion of water in the PE monohydrate.