Boundary Modified Contact Processes

We introduce a one dimensional contact process for which births to the right of the rightmost particle and to the left of the leftmost particle occur at rate _e (where e is for external). Other births occur at rate _i (where i is for internal). Deaths occur at rate 1. The case _e= _i is the well known basic contact process for which there is a critical value _c>1 such that if the birth rate is larger than _c the process has a positive probability of surviving. Our main motivation here is to understand the relative importance of the external birth rates. We show that if _e1 then the process always dies out while if _e>1 and if _i is large enough then the process may survive. We also show that if _i< _c the process dies out for all _e. To extend this notion to d>1 we introduce a second process that has an epidemiological interpretation. For this process each site can be in one of three states: infected, a susceptible that has never been infected, or a susceptible that has been infected previously. Furthermore, the rates at which the two types of susceptible become infected are different. We obtain some information about the phase diagram about this case as well.     

一维紧邻的接触过程与选举模型的混合过程的光滑性与单调性

证明了一维紧邻的接触过程与选举模型的混合过程,其极点平稳分布除在临界点λc 处外总是光滑的,且该混合过程具有单调性.     

An Extension of Kuczek's Argument to Nonnearest Neighbor Contact Processes

The right edge of a nearest neighbor supercritical contact process satisfies a central limit theorem.^{(8, 9)} In this paper, a block construction is created to extend the argument by Kuczek⁽⁹⁾ to the nonnearest neighbor case. The proof of the following fact in the nonnearest neighbor case is the key to the extension: There is a positive chance that the rightmost particle at time 0 infects the rightmost particle at every time.     

A Categorical Approach to Threshold Agent Networks

Threshold agent networks (TANs) constitute a discretized modification of threshold (also known as neural) networks that are appropriate for modeling computer simulations. In this paper morphisms are introduced between TANs, thus forming a category TAN. Several of the properties of this category are explored. A generalization of TANs to allow more flexible interactions between the agents is then introduced. The new objects are also endowed with appropriate morphisms and the properties of the newly obtained category are compared with the properties of its older subcategory.     

一维接触过程的光滑性与稳定性

本文证明了一维接触过程在适当的小扰动下，其极点平稳分布除在临界点λ＿ｃ处外总是光滑的．特别，一维接触过程本身的极点平稳分布关于其参数除在临界点处外总是光滑的．     

Asymptotic properties of constrained Markov Decision Processes

We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII     

基于修正的已实现阈值幂变差的股市跳跃波动行为研究

基于非参数统计方法,利用考虑金融资产价格跳跃和杠杆效应的时点波动估计方法修正已实现阈值幂变差,构造甄别跳跃的检验统计量,对金融资产价格中的随机波动、有限活跃跳跃和无限活跃跳跃等问题进行综合研究。为同时吸收波动率的异方差集聚效应和收益率的非对称效应,对原有的已实现波动率异质自回归预测模型进行拓展,将非对称的异质性自回归模型的误差项设定为GARCH模型,以考察跳跃波动序列与连续波动序列之间的复杂关系。利用沪深股指高频数据进行实证研究,包括进行跳跃识别,跳跃活动程度检验和波动率预测效果对比。研究结果表明,沪深股市同时存在布朗运动成分、有限活跃跳跃和无限活跃跳跃成分,其中连续路径方差占主体。同时,收益和波动间的杠杆效应显著,无论短期还是长期,连续波动和跳跃波动对波动率的预测均具有显著影响,同时考虑股价的跳跃、波动和杠杆效应因素有助于更准确地刻画资产价格动态过程。     

Multivariate Survival Models with a Mixture of Positive Stable Frailties

In this paper, we describe models for dependent multivariate survival data using finite mixtures of positive stable frailty distributions. We investigate the cross-ratio function as a local measure of association. We estimate the parameters in the stable mixture together with the parameters of the (conditional) proportional hazards model in a Bayesian framework using Markov chain Monte Carlo algorithms. We illustrate the methodology using data on kidney infections.     

具有非单调摩擦热弹性接触问题的有限元法

给出了一个变形体和刚性基础之间用双边摩擦表达其接触性质的、静态热弹性问题的方程式及其近似解法.以非单调、多值性表示该摩擦定律.忽略了问题的耦合效应,则问题的传热部分与弹性部分各自独立处理.位移矢量公式化为非凸的次静态问题,用局部Lipschitz连续函数来表示变形体的总势能.用有限单元法近似求解全部问题.     

Contact Systems and Corank One Involutive Subdistributions

We give necessary and sufficient geometric conditions for a distribution (or a Pfaffian system) to be locally equivalent to the canonical contact system on J ⁿ (R,R ^m ). We study the geometry of that class of systems, in particular, the existence of corank one involutive subdistributions. We also distinguish regular points, at which the system is equivalent to the canonical contact system, and singular points, at which we propose a new normal form that generalizes the canonical contact system on J ⁿ (R,R ^m ) in a way analogous to that how the Kumpera–Ruiz normal form generalizes the canonical contact system on J ⁿ (R,R), which is also called the Goursat normal form.     

带干扰双Poisson风险模型生存概率的Feller表示

研究了带干扰双Poisson风险模型,运用鞅论的方法给出了该模型生存概率的Feller表示式.     

Three Systems for Threshold Generation of Authenticators

An authentication system with shared generation of authenticators is a system in which construction of an authentic codeword requires collaboration of an authorised group of transmitters. We propose three systems for threshold generation of authenticators that provide unconditional security and in two cases protection extends over multiple message transmissions. We describe the constructions and prove their security properties.     

三维弹塑性有摩擦接触问题求解的一个新算法

空间弹塑性有摩擦问题是两种非线性相互耦合的边值待定问题,由于涉及到空间接触问题,切向滑动状态的确定就成为一个重要的方面,为获得高精度的结果,大量的计算工作是难免的.规划法与迭代法是处理这类问题的两种重要的方法.作者提出了将这两种方法相结合的规划-迭代算法,充分利用两种方法各自的长处来处理空间弹塑性接触问题.数值结果表明了所提出算法的良好性态.     

具无穷时滞的Lotka-Volterra捕食系统的生存分析

研究了具有无穷时滞具有m个捕食者和n个食饵的的Lotka-Volterra非自治系统,主要利用比较定理得到了系统内生物种群持续生存的充分条件.     

Quark Coalescence Mechanism near the Threshold

The process of quark coalescence (coherent quark fusion) is described as a possible mechanism for forming cumulative particles. We evaluate and sum Feynman diagrams for the mechanism of coherent quark fusion near the cumulative thresholds. We analyze the interference between contributions due to different diagrams and the squaring of the coalescence process amplitude for one diagram and take it into account. We give closed formulas describing the process of forming cumulative particles in the coalescence mechanism.     

A Construction for Multisecret Threshold Schemes

A multisecret threshold scheme is a system that protects a number of secrets (or keys) among a group of participants, as follows. Given a set of n participants, there is a secret s _K associated with each k–subset K of these participants. The scheme ensures that s _K can be reconstructed by any group of t participants in K ( ). A lower bound has been established on the amount of information that participants must hold in order to ensure that any set of up to w participants cannot obtain any information about a secret with which they are not associated. In this paper, for parameters t=2 and w=n-k+t-1, we give a construction for multisecret threshold schemes that satisfy this bound.     

Threshold Results for U-Statistics of Dependent Binary Variables

Large sample results for certain U-statistics, and related statistics, of binary dependent random variables are studied. The class of U-statistics include partial sums and polynomials of partial sums of a sequence of random variables. A very wide range of limit results are found. The form of the limit result can depend substantially on the magnitude of the appropriate normalizing sequence for the sum. Unexpectedly, the nature of the limit result also depends significantly on whether the degree of the U-statistic is even or odd. It is shown that dependence is a major factor contributing to this result. The limit results are illustrated with reference to a simple dynamic sequence of binary variables and a reinforced random walk.     

Generalized Contact Manifolds

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Strong Solvability of Boundary Value Contact Problems

Strong solvability in Sobolev spaces is proved for a unilateral contact boundary value problem for a class of nonlinear discontinuous operators. The operator is assumed to be of Caratheodory type and to satisfy a suitable ellipticity condition. Only measurability with respect to the independent variable x is required. The main tool of the proof is an estimate for the second derivatives of the functions which satisfy the unilateral boundary conditions, in which it has been possible to prove that the constant is equal to 1.