Some Results behind Dividend Problems

We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed.     

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

理想气体吸热和放热的讨论

根据热力学第一定律和理想气体状态方程推导了理想气体的热容量公式,并对理想气体在p-V图上的直线过程和循环过程的温度变化及吸热和放热进行了讨论.     

On bulk-service MAP/PH L,N /1/N G-Queues with repeated attempts

We consider a retrial queue with a finite buffer of size N, with arrivals of ordinary units and of negative units (which cancel one ordinary unit), both assumed to be Markovian arrival processes. The service requirements are of phase type. In addition, a PH^L,N bulk service discipline is assumed. This means that the units are served in groups of size at least L, where 1≤ L≤ N. If at the completion of a service fewer than L units are present at the buffer, the server switches off and waits until the buffer length reaches the threshold L. Then it switches on and initiates service for such a group of units. On the contrary, if at the completion of a service L or more units are present at the buffer, all units enter service as a group. Units arriving when the buffer is full are not lost, but they join a group of unsatisfied units called “orbit”. Our interest is in the continuous-time Markov chain describing the state of the queue at arbitrary times, which constitutes a level dependent quasi-birth-and-death process. We start by analyzing a simplified version of our queueing model, which is amenable to numerical calculation and is based on spatially homogeneous quasi-birth-and-death processes. This leads to modified matrix-geometric formulas that reveal the basic qualitative properties of our algorithmic approach for computing performance measures. AMS Subject Classification: Primary 60K25 Secondary 68M20 90B22.     

6σ管理中需要澄清的几个问题

6σ管理作为组织实施连续质量改进的一种经营策略,已引起企业界和学术界的极大兴趣,并在一些企业中得到很好应用。正确实施6σ,需要对其基本概念、假设条件、相关约束等有一个较为全面的了解和认识。本文探讨了6σ文献和应用过程中需要关注的几个问题,其中包括6σ的基本概念和特点;分布假设;过程均值1.5σ漂移的可行性;过程能力指数;短期波动和长期波动;6σ改进和6σ设计等。     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

一类二阶两点边值问题的单调迭代方法

通过改进经典的单调迭代方法对于一类二阶两点边值的问题的正解建立了单调迭代程序。这些迭代程序都是从常值函数开始的，因而是可行并且有效的。     

On the complexity of suboptimal decoding for list and decision feedback schemes

We consider bounded distance list decoding, such that the decoder calculates the list of all codewords within a sphere around the received vector. We analyze the performance and the complexity of this suboptimum list decoding scheme for the binary symmetric channel. The reliability function of the list decoding scheme is equivalent to the sphere-packing bound, where the decoding complexity is asymptotically bounded by 2^nR(1-R). Furthermore, we investigate a decision feedback strategy that is based on bounded distance list decoding. Here, any output with zero or many codewords will call for a repeated transmission. In this case the decoding complexity will be of the order 2^nR(1-C), where C denotes the channel capacity. The reliability function is close to Forney's feedback exponent.