Modelling losses and locating the tail with the Pareto Positive Stable distribution

This paper focuses on modelling the severity distribution. We directly model the small, moderate and large losses with the Pareto Positive Stable (PPS) distribution and thus it is not necessary to fix a threshold for the tail behaviour. Estimation with the method of moments is straightforward. Properties, graphical tests and expressions for value-at risk and tail value-at-risk are presented. Furthermore, we show that the PPS distribution can be used to construct a statistical test for the Pareto distribution and to determine the threshold for the Pareto shape if required. An application to loss data is presented. We conclude that the PPS distribution can perform better than commonly used distributions when modelling a single loss distribution for moderate and large losses. This approach avoids the pitfalls of cut-off selection and it is very simple to implement for quantitative risk analysis.     

Crossover between tetrahedral and hexagonal structures in liquid water

It is widely accepted that liquid water structure is comprised of two closely interweaved components; i.e. tetrahedral (low density) and hexagonal (high density) structures. The relative amount of these components is temperature and pressure dependent. We propose an order parameter, based on the radial distribution function, that quantifies the relative structural composition at any defined temperature and pressure, thus establishing the crossover point in structural dominance. At 300 K this point lies close to 2 kbar, pressure at which water looses most of its ‘anomalous’ properties.     

A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains

Masuyama (2011) obtained the subexponential asymptotics of the stationary distribution of an M/G/1 type Markov chain under the assumption related to the periodic structure of G-matrix. In this note, we improve Masuyama’s result by showing that the subexponential asymptotics holds without the assumption related to the periodic structure of G-matrix.     

Univariate Geometric Stable Laws

The paper summarizes recent advances in the theory of geometric stable (GS) distributions. The results presented include parametrizations, characterizations, mixture representations, properties, asymptotic and convergent series expansions of densities and distribution functions, moments and tail behavior, simulation, and estimation.     

A Note on the Difference of Gaussian Measure of Two Balls in Hilbert Spaces

§１．　Ｉｎｔｒｏｄｕｃｔｉｏｎ　　ＬｅｔＨｂｅａｓｅｐａｒａｂｌｅＨｉｌｂｅｒｔｓｐａｃｅ，μｂｅａｓｙｍｍｅｔｒｉｃＧａｕｓｓｉａｎｍｅａｓｕｒｅｏｎＨａｎｄλ１≥λ２≥…０ｂｅｔｈｅｅｉｇｅｎｖａｌｕｅｓｏｆｔｈｅｃｏｖａｒｉａｎｃｅμＴ．ＺａｋｇｉｖｅｓｔｈｅｅｓｔｉｍａｔｅｏｆｔｈｅｄｉｆｆｅｒｅｎｃｅｏｆＧａｕｓｓｉａｎｍｅａｓｕｒｅｏｆｔｗｏｂａｌｌ．μ｛ｘ∈Ｈ：ｙｘｙ≤ｔ｝－μ｛ｘ∈Ｈ：ｙｘ＋ｒｙ≤ｔ｝ｉｎ［１，２］．Ｉｎｔｈｉｓｎｏｔｅｗｅｏｂｔａｉｎａｆｉｎｅｒｅｓｔｉｍａｔ…     

Dynamics of surface reactions: from “hot” precursors to conventional thermal activation

Heterogeneous catalytic reactions usually contain steps, e.g., adsorption, generating energy-rich (“hot”) precursors for other steps. With increasing the rate of energy relaxation one can observe a transition from the reaction regime dominated by “hot” precursors to conventional thermal activation. To illustrate this transition in detail and to show what may happen in various situations, I present an analytical model based on the Fokker-Planck equation for energy relaxation.     

HIRFL新B1聚束器冷却系统设计

在利用 MAFIA程序计算得到的新 B1聚束器腔体表面电流分布的基础上 ,提出了新 B1聚束器的冷却方案 ,并计算了水流及水管表面的电流分布 ,得到了冷却所需要的流量。最后估计了由于工作温度的升高所引起的并联阻抗的减小及频率的漂移。     

On the efficiency of a testimator for the mean of an inverse Gaussian distribution

Though the sample mean is a natural estimator for the mean μ of an Inverse Gaussian (IG) distribution having another parameter λ, when a guess μ₀ for μ seems plausible, an alternative adaptive estimator which shrinks towards μ₀ when a preliminary test for H₀:μ = μ₀ is tenable or else towards , is considered a suitable competitor. Certain numerical illustrations are presented showing higher efficiency of such a testimator over in several situations when the sample size is small and λ is either known or unknown.     

On non-null distributions connected with testing that a real normal distribution is complex

The exact and the asymptotic non-null distribution of the maximal invariant corresponding to testing that the covariance matrix of a 2m-dimensional real normal distribution has complex structure is obtained.     

我国东西部高等教育布局结构研究

关于我国东西部高等教育布局均衡性问题,目前国内的研究观点和结论大相径庭,研究方法各不相同.一种观点认为,东西部高等教育无论从规模还是从质量上都有相当大的差距;另一种观点认为,在某种意义下,高等教育并不存在东西部分布的不均衡.本文针对我国高等学校地理(空间)布局的不平衡问题及目前研究方法的缺陷,采用国际上通用的衡量分布不平衡的G IN I模型,对基本衡量指标作相对化处理,分析了东西部高等教育的差异及变化趋势;提出西部高等教育发展的对策及建议.