Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

Application of stochastic optimal control to the suboptimal design of thrust-mass profiles

Stochastic optimal control techniques are applied to compare the performance of identical medium-range air-to-air missiles which have different thrust-mass profiles. The measure of the performance is the probability of reaching a lock-on-point with a favorable range of guidance and flight parameters, during a fixed time interval [0,t _f ], given that, during the flight, the trajectories of the missile are subjected to a variety of constraints including dynamic pressure constraints.     

谐振子薛定谔方程的简单解法

物质的许多物理与化学性质都可以用线性谐振子模型解释，本文用简单的数学运算求解线性谐振子的薛定谔方程，避免了特殊函数等复杂的数学运算，得出了量子力学教材完全相同的结果。     

Minimizing makespan on a single machine subject to random breakdowns

We investigate optimal sequencing policies for the expected makespan problem with an unreliable machine, where jobs have to be reprocessed in their entirety if preemptions occur because of breakdowns. We identify a class of uptime distributions under which LPT minimizes expected makespan.     

Topics in data assimilation: Stochastic processes

Stochastic models with varying degrees of complexity are increasingly widespread in the oceanic and atmospheric sciences. One application is data assimilation, i.e., the combination of model output with observations to form the best picture of the system under study. For any given quantity to be estimated, the relative weights of the model and the data will be adjusted according to estimated model and data error statistics, so implementation of any data assimilation scheme will require some assumption about errors, which are considered to be random. For dynamical models, some assumption about the evolution of errors will be needed. Stochastic models are also applied in studies of predictability.

The formal theory of stochastic processes was well developed in the last half of the twentieth century. One consequence of this theory is that methods of simulation of deterministic processes cannot be applied to random processes without some modification. In some cases the rules of ordinary calculus must be modified.

The formal theory was developed in terms of mathematical formalism that may be unfamiliar to many oceanic and atmospheric scientists. The purpose of this article is to provide an informal introduction to the relevant theory, and to point out those situations in which that theory must be applied in order to model random processes correctly.     

相位差与q变形广义相干叠加态的压缩特性

对于q变形的非简谐振子广义相干态的叠加态β〉+eiφβeiδ〉,其量子涨落的可能高阶压缩阶数可以表示为k≠2πn/δ,这里n是整数.当δ=π时,压缩阶数不能是偶数即只能是奇数,这正是q变形非简谐振子广义奇偶相干态的结果.由此表明参数相位差δ对决定q变形的非简谐振子广义相干态叠加态的高阶压缩阶数起决定性作用.     

Duffing方程的唯三周期解问题

考虑Duffing方程x+g(x,t)=h(t),在g(x,t)满足简单的凸凹性条件。以及g＇(x,t)跨越第一共振点时,本文指出,当强迫振动项h(t)充分小时,所讨论的Duffing方程的2π周期解恰有三个.     

Students’ Reasoning About One-Object Stochastic Phenomena in an ICT-Environment

This paper focuses on the different ways in which students in lower secondary school (14–16 year olds) experience compound random events, presented to them in the form of combined junctions. A carefully designed ICT environment was developed enabling the students to interact with different representations of such structures. Data for the analysis was gathered from two interview sessions. The analysis of the interaction is based on constructivist principles on learning; i.e. we adopted a student-oriented perspective, taking into consideration the different ways students try to make sense of chance encounters. Our results show how some students give priority to geometrical and physical concerns, and we discuss how seeking causal explanations of random phenomena may have encouraged this. With respect to numerically oriented models a division strategy appears to stand out as the preferred one.     

Quantum Dynamics of Systems Connected by a Canonical Transformation

Quantum Hamiltonian systems corresponding to classical systems related by a general canonical transformation are considered. The differential equation to find the unitary operator, which corresponds to the canonical transformation and connects quantum states of the original and transformed systems, is obtained. The propagator associated with their wave functions is found by the unitary operator. Quantum systems related by a linear canonical point transformation are analyzed. The results are tested by finding the wave functions of the under-, critical-, and over-damped harmonic oscillator from the wave functions of the harmonic oscillator, free-particle system, and negative harmonic potential system, using the unitary operator to connect them, respectively.     

Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters

In this paper, the problem of stochastic stability for a class of time-delay Hopfield neural networks with Markovian jump parameters is investigated. The jumping parameters are modeled as a continuous-time, discrete-state Markov process. Without assuming the boundedness, monotonicity and differentiability of the activation functions, some results for delay-dependent stochastic stability criteria for the Markovian jumping Hopfield neural networks (MJDHNNs) with time-delay are developed. We establish that the sufficient conditions can be essentially solved in terms of linear matrix inequalities.