相依利率下离散时间再保险模型的破产问题

本文研究了离散时间一般再保险模型的破产概率, 得出利率为一阶自回归情形下的破产概率满足的微积分方程, 利用递推方法给出破产概率的上界, 并将结果分别运用于比例再保险和超额损失再保险的情形, 最后运用图表对文中得出的结论进行了说明.     

Singular integral transforms and fast numerical algorithms

Fast algorithms for the accurate evaluation of some singular integral operators that arise in the context of solving certain partial differential equations within the unit circle in the complex plane are presented. These algorithms are generalizations and extensions of a fast algorithm of Daripa [11]. They are based on some recursive relations in Fourier space and the FFT (Fast Fourier Transform), and have theoretical computational complexity of the order O(N) per point, where N² is the total number of grid points. An application of these algorithms to quasiconformal mappings of doubly connected domains onto annuli is presented in a follow-up paper.     

Fast Parallel Method for Polynomial Evaluation at Points in Arithmetic Progression

We present a fast method for polynomial evaluation at points in arithmetic progression. By dividing the progression into rn new ones and evaluating the polynomial at each point of these new progressions recursively, this method saves most of the multiplications in the price of little increase of additions comparing to Horner＇s method, while their accuracy are almost the same. We also introduce vector structure to the recursive process making it suitable for parallel applications.     

A recursive point process model for infectious diseases

We introduce a new type of point process model to describe the incidence of contagious diseases. The model incorporates the premise that when a disease occurs at low frequency in the population, such as in the primary stages of an outbreak, then anyone with the disease is likely to have a high rate of transmission to others, whereas when the disease is prevalent, the transmission rate is lower due to prevention measures and a relatively high percentage of previous exposure in the population. The model is said to be recursive, in the sense that the conditional intensity at any time depends on the productivity associated with previous points, and this productivity in turn depends on the conditional intensity at those points. Basic properties of the model are derived, estimation and simulation are discussed, and the recursive model is shown to fit well to California Rocky Mountain Spotted Fever data.

     

Geodesics on the regular tetrahedron and the cube

Consider all geodesics between two given points on a polyhedron. On the regular tetrahedron, we describe all the geodesics from a vertex to a point, which could be another vertex. Using the Stern–Brocot tree to explore the recursive structure of geodesics between vertices on a cube, we prove, in some precise sense, that there are twice as many geodesics between certain pairs of vertices than other pairs. We also obtain the fact that there are no geodesics that start and end at the same vertex on the regular tetrahedron or the cube.     

保费随机的离散风险模型的罚金期望函数

本文把经典的复合二项风险模型进行推广,其中保费收取方式不再是时间的线性函数而是一个二项过程.我们把它的罚金期望看成初始资本的函数,得到了罚金期望函数的递推公式和渐近估计,最后利用罚金期望函数的递推公式和渐近估计给出了几个重要的破产量的递推公式及其渐近估计.     

Non-vanishing of Taylor coefficients and Poincaré series

We prove recursive formulas for the Taylor coefficients of cusp forms, such as Ramanujan’s Delta function, at points in the upper half-plane. This allows us to show the non-vanishing of all Taylor coefficients of Delta at CM points of small discriminant as well as the non-vanishing of certain Poincaré series. At a “generic” point, all Taylor coefficients are shown to be non-zero. Some conjectures on the Taylor coefficients of Delta at CM points are stated.     

Endomorphisms of the group of all recursive permutations

We describe all endomorphisms of the group Aut_T ɛ of all recursive permutations. It is proved that the family of these endomorphisms is countable, and that they all are continuous and may be defined by some natural recursive operators. Orbits relative to the image of Aut_Tω prove to be recursive, and there exists a recursive model M such that this image is exactly its recursive automorphism group. There exists a universal endomorphism which contains, in a sense, all endomorphisms of that group. The universal endomorphism is unique with respect to some natural recursive equivalence. Supported by RFFR grant No. 093-01-01525. Translated fromAlgebra i Logika, Vol. 36, No. 1, pp. 54–76, January–February, 1997.     

Upper Limitation of Kolmogorov Complexity and Universal P. Martin-Löf Tests

In this paper we study the Kolmogorov complexity of initial strings in infinite sequences (being inspired by [9]), and we relate it with the theory of P. Martin-Lof random sequences. Working with partial recursive functions instead of recursive functions we can localize on an apriori given recursive set the points where the complexity is small. The relation between Kolmogorov's complexity and P. Martin-Lof's universal tests enables us to show that the randomness theories for finite strings and infinite sequences are not compatible (e.g.because no universal test is sequential).We lay stress upon the fact that we work within the general framework of a non-necessarily binary alphabet.     

The cut‐tree of large trees with small heights

We destroy a finite tree of size n by cutting its edges one after the other and in uniform random order. Informally, the associated cut‐tree describes the genealogy of the connected components created by this destruction process. We provide a general criterion for the convergence of the rescaled cut‐tree in the Gromov‐Prohorov topology to an interval endowed with the Euclidean distance and a certain probability measure, when the underlying tree has branching points close to the root and height of order . In particular, we consider uniform random recursive trees, binary search trees, scale‐free random trees and a mixture of regular trees. This yields extensions of a result in Bertoin (Probab Stat 5 (2015), 478–488) for the cut‐tree of uniform random recursive trees and also allows us to generalize some results of Kuba and Panholzer (Online J Anal Combin (2014), 26) on the multiple isolation of vertices. The approach relies in the close relationship between the destruction process and Bernoulli bond percolation, which may be useful for studying the cut‐tree of other classes of trees. © 2017 Wiley Periodicals, Inc. Random Struct. Alg., 51, 404–427, 2017     

A construction of interpolating wavelets on invariant sets

We introduce the concept of a refinable set relative to a family of contractive mappings on a metric space, and demonstrate how such sets are useful to recursively construct interpolants which have a multiscale structure. The notion of a refinable set parallels that of a refinable function, which is the basis of wavelet construction. The interpolation points we recursively generate from a refinable set by a set-theoretic multiresolution are analogous to multiresolution for functions used in wavelet construction. We then use this recursive structure for the points to construct multiscale interpolants. Several concrete examples of refinable sets which can be used for generating interpolatory wavelets are included.

     

Sojourn time distribution in a MAP/M/1 processor-sharing queue

This paper considers the sojourn time distribution in a processor-sharing queue with a Markovian arrival process and exponential service times. We show a recursive formula to compute the complementary distribution of the sojourn time in steady state. The formula is simple and numerically feasible, and enables us to control the absolute error in numerical results. Further, we discuss the impact of the arrival process on the sojourn time distribution through some numerical examples.     

Probability properties and fractal properties of statistically recursive sets

In this paper we construct a class of statistically recursive sets K by statistical contraction operators and prove the convergence and the measurability of K. Many important sets are the special cases of K. Then we investigate the statistically self-similar measure (or set). We have found some sufficient conditions to ensure the statistically recursive set to be statistically self-similar. We also investigate the distribution PK-1. The zero-one laws and the support of PK-1 are obtained.Finally the Hausdorff dimension and Hausdorff exact measure function of a class of statistically recursive sets constructed by a collection of i.i.d. statistical contraction operators have been obtained.     

Computation of interpolatory splines via triadic subdivision

We present an algorithm for the computation of interpolatory splines of arbitrary order at triadic rational points. The algorithm is based on triadic subdivision of splines. Explicit expressions for the subdivision symbols are established. These are rational functions. The computations are implemented by recursive filtering.     

General Constructions for Double Group Divisible Designs and Double Frames

We generalize the concept of an incomplete double group divisible design and describe some recursive constructions for such a generalized new design. As a consequence, we obtain a general recursive construction for group divisible designs, which unifies many important recursive constructions for various types of combinatorial designs. We also introduce the concept of a double frame. After providing a preliminary result on the number of partial resolution classes, we describe a general construction for double frames. This construction method can unify many known recursive constructions for frames.     

Action-timing problem with sequential Bayesian belief revision process

We consider the problem of deciding the best action time when observations are made sequentially. Specifically we address a special type of optimal stopping problem where observations are made from state-contingent distributions and there exists uncertainty on the state. In this paper, the decision-maker's belief on state is revised sequentially based on the previous observations. By using the independence property of the observations from a given distribution, the sequential Bayesian belief revision process is represented as a simple recursive form. The methodology developed in this paper provides a new theoretical framework for addressing the uncertainty on state in the action-timing problem context. By conducting a simulation analysis, we demonstrate the value of applying Bayesian strategy which uses sequential belief revision process. In addition, we evaluate the value of perfect information to gain more insight on the effects of using Bayesian strategy in the problem.     

A new formal approach to the rational interpolation problem

Summary An elegant and fast recursive algorithm is developed to solve the rational interpolation problem in a complementary way compared to existing methods. We allow confluent interpolation points, poles, and infinity as one of the interpolation points. Not only one specific solution is given but a nice parametrization of all solutions. We also give a linear algebra interpretation of the problem showing that our algorithm can also be used to handle a specific class of structured matrices.     

Green polynomials at roots of unity and Springer modules for the symmetric groups

We consider the Green polynomials at roots of unity. We obtain a recursive formula for the Green polynomials at roots of unity whose orders do not exceed some positive integer. The formula is described in a combinatorial manner. The coefficients of the recursive formula are realized by the cardinality of a set of permutations. The formula gives an interpretation of a combinatorial property on a family of graded modules for the symmetric group in terms of representation theory.     

Recursive approximation of the high dimensional max function

This paper proposes a smoothing method for the general n-dimensional max function, based on a recursive extension of smoothing functions for the two-dimensional max function. A theoretical framework is introduced, and some applications are discussed. Finally, a numerical comparison with a well-known smoothing method is presented.