Persistence of sums of correlated increments and clustering in cellular automata

Let $T$ be the first return time to $(?\infty ,0]$ of sums of increments given by a functional of a stationary Markov chain. We determine the asymptotic behavior of the survival probability, $\mathbb{P}(T\ge t)～C{t}^{?1∕2}$ for an explicit constant $C$. Our analysis is based on a connection between the survival probability and the running maximum of the time-reversed process, and relies on a functional central limit theorem for Markov chains. As applications, we recover known clustering results for the 3-color cyclic cellular automaton and the Greenberg–Hastings model, and we prove a new clustering result for the 3-color firefly cellular automaton.     

Hidden Markov models revealing the stress field underlying the earthquake generation

The application of the hidden Markov models (HMMs) is attempted for revealing key features for the earthquake generation which are not accessible to direct observation. Considering that the states of the HMM correspond to levels of the stress field, our objective is to identify these states. The observations are considered after grouping earthquake magnitudes and the cases of different number of states are examined. The problems of HMMs theory are solved and the ensuing HMMs are compared on the basis of Akaike and Bayesian information criteria. A new insight on the evaluation of future seismic hazard is given by calculating the mean number of steps for the first visit to a particular state, along with the respective variance. We further calculate an estimator of the mean number of steps for the first visit to a particular state and we construct its confidence interval. Additionally, a second approach to the problem is followed by assuming a different determination of observations. The HMMs applied to both approaches, contribute significantly to seismic hazard assessment via revealing the number of the stress levels as well as the way in which these levels are associated with certain earthquake occurrence.     

Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.      

基于HMM的机载设备状态健康评估方法研究

针对机载设备的状态健康评估问题,采用隐马尔科夫模型(HMM)对其进行性能退化程度的评估。首先引入状态条件概率矢量对HMM进行不确定性改进,并推导了其表达式;其次以状态条件概率比值为基础,给出了机载设备状态等级量化分值的计算方法,并据此设计了机载设备状态健康评估流程。最后以飞机发动机温控放大器为例进行仿真验证,结果表明上述方法能够给出直观、准确的状态评估结果。     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

低能C36团簇在金刚石(100)晶面沉积时的影响因素

"使用Brenner-LJ拟合势描述了金刚石与C36团簇原子间的相互作用,并用分子动力学模拟的方法研究单个C36(D6h)在金刚石(100)晶面的沉积机制．通过仿真实验分析了C36团簇的入射能量、入射点位置、入射姿势、入射角度等因素对其成核初期化学吸附过程以及沉积后其稳定性的影响．研究发现：由于C36入射点位置及入射姿势的不同,其在金刚石(100)晶面沉积时的沉积阈值最小值为20 eV,最大值为60 eV;在入射角不超过60o斜射时,由于水平运动分量的存在,C36可能翻滚及平滑至成键能量较小的区域后再成键     

基于语义的软件服务故障自动诊断模型

模仿学习是机器人仿生机制研究的主要内容之一,即通过观察、理解、学习、模仿示教行为实现机器人的仿生特性。基于高斯过程分别表达采集离散示教信号所构成的示教轨迹和含有未知参数策略的模仿轨迹,构建模仿学习方法框架,将概率模型匹配引入到模仿学习中,以KL散度为代价函数比较两种轨迹的概率分布,运用梯度下降法寻求使KL散度最小的最优模仿控制策略,将策略应用于模仿机器人以完成与示教相同的模仿任务。以关节型机器人的机械臂摆动行为模仿为学习任务进行仿真,结果表明基于概率轨迹匹配的模仿学习方法能够实现机械臂摆动行为模仿,学习过程较传统方法简易且学习效果较好。     

基于概率密度演化的输电塔-线体系抗风可靠性分析

以三线两塔直线段输电塔-线体系为工程对象,应用有限元数值模拟,建立了基于概率密度演化的输电塔-线体系抗风可靠性分析方法。首先,应用谱表示-降维方法模拟结构脉动风场,生成风荷载的代表性样本集合。然后,结合概率密度演化理论,分析了输电塔-线体系考虑气弹效应的随机动力反应。最后,应用等价极值思想构建了风荷载作用下输电塔-线体系失效准则,进而对输电塔-线体系的抗风可靠性进行精细化分析。本文结合谱表示-降维方法与概率密度演化理论,实现了仅用较少数量的代表性样本来精细地分析结构的抗风可靠性,为工程实践提供参考。     

激光对远距离运动目标的辐照性能研究

研究激光对远距离运动目标的辐照功率在激光通信、激光破坏等领域具有重要意义。一般估算辐照功率时常忽略目标的随机运动。在考虑目标的随机运动概率密度分布的基础上,建立了远距离运动目标的精确激光辐照功率模型,并与辐照静止目标时的情形进行了定量的分析比较。辐照运动目标等效于扩大的激光束辐照静止目标。当系统的瞄准方差小于由模型计算出的等效静止方差极限时,可将目标看作为静止状态,由此带来的辐照功率估算误差小于10%,否则在计算时必须考虑目标的运动状态。