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21.
Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis
for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also
apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible
dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our
algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.
相似文献
22.
How can the basic compatibility of theory and observations be investigated for nonlinear processes without requiring stochastic characterizations for residual error terms? The present paper proposes a flexible least-cost approach. For each possible estimatex for the sequence of process states, letc D (x) andx M(x) denote the costs incurred for deviations away from the prior dynamic specifications and prior measurement specifications, respectively. Define the cost-efficiency frontier to be the greatest lower bound for the set of all possible cost pairs [c D (x),c M(x)], conditional on the given observations. State sequence estimatesx that attain the cost-efficiency frontier indicate the possible ways that the actual process could have developed over time in a manner minimally incompatible with the prior dynamic and measurement specifications. An algorithm is developed for the exact sequential updating of the cost-efficient state sequence estimates as the duration of the process increases and additional observations are obtained. 相似文献
23.
非对称三态叠加多模泛函叠加态光场的高次压缩——广义电场分量的不等幂次和压缩效应研究 总被引:2,自引:0,他引:2
多模真空态|{0j}〉q与两个空间强度分布特征不同的多模复共轭泛函相干态|{f(j a)*(x,y,z)}〉q和|{f(j b)*(x,y,z)}〉q的线性叠加组成的三态叠加多模泛函叠加态光场|ψ(f3)〉q,利用多模压缩态理论,研究了态|ψ(f3)〉q中广义电场分量的不等幂次高次和(H)压缩特性.结果表明:在一定的条件下,态|ψ(f3)〉q的广义电场分量可呈现出周期性变化的任意奇数次和任意偶数次的不等幂次高次H压缩效应;光场的经典振幅和经典初始相位的任意非对称空间分布特征对其压缩程度和压缩深度等压缩特性将产生直接的影响. 相似文献
24.
Chemical techniques were employed to synthesize CdS nanoparticles embedded in polymer (PEG 300) and sol-gel silica matrices. Systematic growth of particles (radius 3–9 nm) was obtained by adjusting post-deposition annealing temperature and time to examine the dependence of surface-state–related luminescence on particle size. Photoluminescence (PL) peak energy showed a linear dependence with a gentle slope in the weak confinement region and a steep slope in the strong confinement region, the divergence being observed near the excitonic Bohr radius for CdS. The empirical relation proposed for the weak confinement region could be used for estimating chemically prepared CdS nanoparticle size with a high degree of reliability from PL peak energy. 相似文献
26.
Howel Tong 《应用数学学报(英文版)》2002,18(2):177-184
Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series. 相似文献
27.
Final state interaction effects inpp→ pΛK
+ andpd →3Heη reactions are explored near threshold to study the sensitivity of the cross-sections to thepΛ potential and theηN scattering matrix. The final state scattering wave functions between Λ andp andη and3He are described rigorously. The Λ production is described by the exchange of one pion and aK-meson between two protons in the incident channel. Theη production is described by a two-step model, where in the first step a pion is produced. This pion then produces anη by interacting with another nucleon 相似文献
28.
We study the transversal spin–spin correlations in the non-equilibrium steady state of the XY chain constructed by coupling a finite cutout of the chain to the two infinite parts to its left and right acting as thermal reservoirs at different temperatures. We prove that the spatial decay of these correlations is at least exponentially fast. 相似文献
29.
Sergey P. Gladchenko Yurii Z. Kovdrya Viktor A. Nikolaenko 《Journal of Molecular Liquids》2005,120(1-3):175-179
Conductivity of electrons in a quasi-one-dimensional (Q1D) system over liquid helium in narrow channels with the parabolic profile of the potential well has been investigated at temperature T, from 0.4 to 1.8 K, for different driving electric fields and radius of channel curvature. The interval of linear electron densities varied from 2.18×103 up to 1.7×106 cm−1.
The inverse mobility (1/μeff) in the electron-ripplon scattering region at the high linear densities of charges in the channel increases with temperature decreasing. This anomalous behavior of the electron transport in the low-temperature region has been explained by either the electron ordering or the polaronic effects in confined conducting channels. The nonlinear behavior of the electron velocity as a function of a driving electric field is supposed to be due to Breg–Cherenkov radiation of the ripplons. The radiation occurred if the velocity of electrons in the channel approaches to the critical value. 相似文献
30.