Probability model of Gunther generator

This paper constructs the probability model of Gunther generator at first,and the finite dimension union distribution of the output sequence is presented.The result shows that the output sequence is an independent and uniformly distributed 0,1 random variable sequence. It gives the theoretical foundation about why Gunther generator can avoid the statistic weakness of the output sequence of stop-and-go generator,and analyzes the coincidence between output sequence and input sequences of Gunther generator.The conclusions of this paper would offer theoretical references for designers and analyzers of clock-controlled generators.     

Algorithms for a system of generalized mixed equilibrium problems and a countable family of some nonlinear multi-valued nonexpansive-type maps

In this paper, relaxed iterative algorithms of Krasnoselskii-type and Halperntype that approximate a solution of a system of a generalized mixed equilibrium problem and a common fixed point of a countable family of totally quasi-φ-asymptotically nonexpansive multi-valued maps are constructed. Strong convergence of the sequence generated by these algorithms is proved in uniformly smooth and strictly convex real Banach spaces with KadecKlee property. Furthermore, several applications of our theorems are also presented. Finally,our theorems are significant improvements on several important recent results for this class of nonlinear problems.     

Nonlinear autoregressive models with heavy-tailed innovation

In this paper, we discuss the relationship between the stationary marginal tail probability and the innovation's tail probability of nonlinear autoregressive models. We show that under certain conditions that ensure the stationarity and ergodicity, one dimension stationary marginal distribution has the heavy-tailed probability property with the same index as that of the innovation's tail probability.     

Ruin probability and joint distributions of some actuarial random vectors in the compound pascal model

The compound negative binomial model,introduced in this paper,is a discrete time version.We discuss the Markov properties of the surplus process,and study the ruin probability and the joint distributions of actuarial random vectors in this model.By the strong Markov property and the mass function of a defective renewal sequence,we obtain the explicit expressions of the ruin probability,the finite-horizon ruin probability,the joint distributions of T,U(T-1),|U(T)| and 0≤inn相似文献   

Ruin probabilities for a risk model with two classes of claims

In this paper we consider a risk model with two kinds of claims, whose claims number processes are Poisson process and ordinary renewal process respectively. For this model, the surplus process is not Markovian, however, it can be Markovianized by introducing a supplementary process, We prove the Markov property of the related vector processes. Because such obtained processes belong to the class of the so-called piecewise-deterministic Markov process, the extended infinitesimal generator is derived, exponential martingale for the risk process is studied. The exponential bound of ruin probability in iafinite time horizon is obtained.     

Exponential change of measure for general piecewise deterministic Markov processes

We consider a general piecewise deterministic Markov process(PDMP) X = {X_t}_(t≥0) with a measure-valued generator A, for which the conditional distribution function of the inter-occurrence time is not necessarily absolutely continuous. A general form of the exponential martingales that are associated with X is given by■By considering this exponential martingale to be a likelihood-ratio process, we define a new probability measure and show that the process X is still a general PDMP under the new probability measure. We additionally find the new measure-valued generator and its domain. To illustrate our results, we investigate the continuous-time compound binomial model.     

Some Weak Specification Properties and Strongly Mixing

In this paper,the authors first construct a dynamical system which is strongly mixing but has no weak specification property.Then the authors introduce two new concepts which are called the quasi-weak specification property and the semi-weak specification property in this paper,respectively,and the authors prove the equivalence of quasi-weak specification property,semi-weak specification property and strongly mixing.     

$(\omega_1)$性质与单值延拓性质

In this note we study the property（ω1）,a variant of Weyl＇s theorem by means of the single valued extension property,and establish for a bounded linear operator defined on a Banach space the necessary and sufficient condition for which property（ω1） holds.As a consequence of the main result,the stability of property（ω1） is discussed.     

RUIN PROBABILITY IN THE CONTINUOUS-TIME COMPOUND BINOMIAL MODEL WITH INVESTMENT

This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment.The jump mechanism in our article is different from that of Liu et al[4].Comparing with[4],the introduction of the investment,and hence,the additional Brownian motion term,makes the problem technically challenging.To overcome this technical difficulty,the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator.The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds.At the same time,the optimal investment strategy is obtained.     

On the properties of some sets of von Neumann algebras under perturbation

Let L be a type II1 factor with separable predual and τ be a normal faithful tracial state of L. We first show that the set of subfactors of L with property Γ, the set of type II1 subfactors of L with similarity property and the set of all Mc Duff subfactors of L are open and closed in the Hausdorff metric d2 induced by the trace norm; then we show that the set of all hyperfinite von Neumann subalgebras of L is closed in d2. We also consider the connection of perturbation of operator algebras under d2 with the fundamental group and the generator problem of type II1 factors. When M is a finite von Neumann algebra with a normal faithful trace,the set of all von Neumann subalgebras B of M such that B  M is rigid is closed in the Hausdorff metric d2.     

一般有限时态“钟控生成器”的概率模型

本文通过分析以“停走生成器”为基本构件的多种钟控生成器的共同特征,建立了“一般停走生成器的概率模型”和“一般步进生成器的概率模型”,考查了它们输出序列的分布特性及其大数性质,还考查了输出序列与原序列的符合率等,有关结论可需求设计其它钟控生成器提供重要参考.     

On the Pointwise Limit of Vector Charges with the Saks Property

The well-known theorem about the density of the space of probability charges with the Saks property in the space of all probability charges in the pointwise topology is proved in the vector case. New features are the uniform Saks property for the family of charges and sufficient conditions for the pointwise limit of a sequence of charges to have the Saks property.     

一般化凸空间上的几乎不动点, 不动点和拟变分不等式

The definitions of S-KKM property and Γ-invariable property for multi-valued map- ping are established, and by which, a new almost fixed point theorem and several fixed point theorems on Haudorff locally G-convex uniform space are obtained, and a quasi-variational inequality theorem for acyclic map on Hausdorff Φ-space is proved. Our results improve and generalize the corresponding results in recent literatures.     

An integral type fixed point theorem for multi-valued mappings employing strongly tangential property

Sintunavarat and Kumam (W. Sintunavarat, P. Kumam, Gregus-type common fixed point theorems for tangential multi-valued mappings of integral type in metric spaces, Int. J. Math. Math. Sci. 2011 12 (Article ID 923458)) extended the tangential property to hybrid pair of mappings which generalizes the idea of tangential property due to Pathak and Shahzad (H.K. Pathak, N. Shahzad, Gregus type fixed point results for tangential mappings satisfying contractive conditions of integral type, Bull. Belg. Math. Soc. Simon Stevin 16(2) (2009) 277–288). In the present paper, we introduce the notion of strong tangential property and utilize the same to prove an integral type metrical common fixed point theorem for non-self mappings. An illustrative example is also furnished to support our main result. Our results are corrected, improved and generalized versions of a multitude of relevant common fixed point theorems of the existing literature.     

An algorithm for generalized variational inequality with pseudomonotone mapping

We suggest an algorithm for a variational inequality with multi-valued mapping. The iteration sequence generated by the algorithm is proven to converge to a solution, provided the multi-valued mapping is continuous and pseudomonotone with nonempty compact convex values.     

A mathematical model for discrete-time buffer systems with correlated output process

This article considers an infinite buffer system with one or more input channels and multiple output channels. Transmission of messages from the buffer is synchronous and the arrival process of messages to the buffer is general. Each of the output channels is subjected to a random interruption process, i.e., the number of available output channels varies in time and is stochastic. The analysis of this system is carried out under the assumption that the output process can be described as a first order Markov process, i.e., the probability distribution of the number of available output channels during some clock time interval depends only on the number of available output channels during the previous clock time interval.A set of equations describing the behavior of this buffer system is derived. For a number of interesting special cases this set is solved and explicit expressions are obtained for the probability generating function of the number of messages in the buffer. Several prior studies are found as special cases of the present one. An illustrative example is treated and the results are compared to the ones obtained for an uncorrelated output process with the same equilibrium distribution. Some considerable deviations from these results are found.     

Φ-伪压缩映象带混合型误差的迭代序列的强稳定性

引入带混合型误差的 Ishikawa和 Mann迭代序列 ,在没有 D是有界闭集与多值映象 T是一致连续的较弱条件下 ,在实 Banach空间中研究了多值Φ -伪压缩映象不动点的带混合型误差的 Ishikawa和 Mann迭代序列的逼近问题 ,使用与文献完全不同的方法 ,建立了带混合型误差的 Ishikawa和 Mann迭代序列的强稳定性定理 ,从而统一和发展了几位作者早期与最近的相关结果 .     

On the use of fuzzy inference techniques in assessment models: part I—theoretical properties

An assessment model is a mathematical model that produces a measuring index, either in the form of a numerical score or a category to a situation/object, with respect to the subject of measure. From the numerical score, decision can be made and action can be taken. To allow valid and useful comparisons among various situations/objects according to their associated numerical scores to be made, the monotone output property and the output resolution property are essential in fuzzy inference-based assessment problems. We investigate the conditions for a fuzzy assessment model to fulfill the monotone output property using a derivative approach. A guideline on how the input membership functions should be tuned is also provided. Besides, the output resolution property is defined as the derivative of the output of the assessment model with respect to its input. This derivative should be greater than the minimum resolution required. From the derivative, we suggest improvements to the output resolution property by refining the fuzzy production rules.     

Convergence of an iterative method for relatively nonexpansive multi-valued mappings and equilibrium problems in Banach spaces

In this paper, an iterative sequence for finding a common element of the set of solutions of an equilibrium problem and the set of common fixed points of two relatively nonexpansive multi-valued mappings is introduced. This iterative scheme can be viewed as a multi-valued version of the corresponding one introduced by Zhang et al. (Comput Math Appl 61, 262–276, 2011) for two relatively nonexpansive multi-valued mappings. Finally, strong convergence of this sequence is studied in Banach spaces.     

On the use of fuzzy inference techniques in assessment models: part II: industrial applications

In this paper, we study the applicability of the monotone output property and the output resolution property in fuzzy assessment models to two industrial Failure Mode and Effect Analysis (FMEA) problems. First, the effectiveness of the monotone output property in a single-input fuzzy assessment model is demonstrated with a proposed fuzzy occurrence model. Then, the usefulness of the two properties to a multi-input fuzzy assessment model, i.e., the Bowles fuzzy Risk Priority Number (RPN) model, is assessed. The experimental results indicate that both the fuzzy occurrence model and Bowles fuzzy RPN model are able to fulfill the monotone output property, with the derived conditions (in Part I) satisfied. In addition, the proposed rule refinement technique is able to improve the output resolution property of the Bowles fuzzy RPN model.