Percentile residual life orders

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described. Copyright © 2010 John Wiley & Sons, Ltd.     

Classicalization times of parametrically amplified “Schrödinger cat” states coupled to phase-sensitive reservoirs

The exact Wigner function of a parametrically excited quantum oscillator in a phase-sensitive amplifying/attenuating reservoir is found for initial even/odd coherent states. Studying the evolution of negativity of the Wigner function we show the difference between the “initial positivization time” (IPT), which is inversely proportional to the square of the initial size of the superposition, and the “final positivization time” (FPT), which does not depend on this size. Both these times can be made arbitrarily long in maximally squeezed high-temperature reservoirs. Besides, we find the conditions when some (small) squeezing can exist even after the Wigner function becomes totally positive.     

ON THE EXPECTED DISCOUNTED PENALTY FUNCTION IN A MARKOV-DEPENDENT RISK MODEL WITH CONSTANT DIVIDEND BARRIER

This article considers a Markov-dependent risk model with a constant dividend barrier. A system of integro-differential equations with boundary conditions satisfied by the expected discounted penalty function, with given initial environment state, is derived and solved. Explicit formulas for the discounted penalty function are obtained when the initial surplus is zero or when all the claim amount distributions are from rational family. In two state model, numerical illustrations with exponential claim amounts are given.     

Water mist attenuates guided laser based on Monte Carlo method

The round-trip attenuating process of lasers used for guiding in artificial water mists is studied with the Monte-Carlo method. A new way for confirming the scattering directions of photons is established based on calculating Mie cumulative probability distribution function of the polydisperse mist and user defined function fitting by Matlab. Two Monte-Carlo methods for photons tracking are mentioned and their efficiencies are discussed and balanced in this paper. A conclusion is come to that the Wight method is evidently more efficiency than the Event method, and the former is adopted in this paper. The radiuses of frequently-used water mists are usually in the range of 10¹–10² μm which are found to be suited to attenuate the 10.6 μm laser and can be used for laser stealth. But the effect is worse for 1.06 μm laser.     

Hamilton-Poisson formulation for the rotational motion of a rigid body in the presence of an axisymmetric force field and a gyroscopic torque

We give sufficient conditions for the rigid body in the presence of an axisymmetric force field and a gyroscopic torque to admit a Hamilton-Poisson formulation. Even if by adding a gyroscopic torque we initially lose one of the conserved Casimirs, we recover another conservation law as a Casimir function for a modified Poisson structure. We apply this frame to several well-known results in the literature.     

Two-frequency mutual coherence function and its applications to pulse scattering by random rough surface

An analytic expression of the two-frequency mutual coherence function (MCF) was derived for a two-dimensional random rough surface. The scattered field was calculated by the Kirchhoff approximation, which is valid in the case that the radius of curvature of the surface is much larger than the incident wave length. The scattering problem of narrowband pulse was investigated to simplify the analytic expression of the two-frequency MCF. Numerical simulations show that the two-frequency MCF is greatly dependent on the root-mean-square (RMS) height, while less dependent on the correlation length. The analytic solutions were compared with the results of Monte Carlo simulation to assess the accuracy and computational efficiency. Supported by the National Natural Science Foundation of China (Grant No. 60571058) and the National Defense Foundation of China (Grant No. 51403020505DZ0111)     

Hash function based on the generalized Henon map

A new Hash function based on the generalized Henon map is proposed. We have obtained a binary sequence with excellent pseudo-random characteristics through improving the sequence generated by the generalized Henon map, and use it to construct Hash function. First we divide the message into groups, and then carry out the Xor operation between the ASCII value of each group and the binary sequence, the result can be used as the initial values of the next loop. Repeat the procedure until all the groups have been processed, and the final binary sequence is the Hash value. In the scheme, the initial values of the generalized Henon map are used as the secret key and the messages are mapped to Hash values with a designated length. Simulation results show that the proposed scheme has strong diffusion and confusion capability, good collision resistance, large key space, extreme sensitivity to message and secret key, and it is easy to be realized and extended.     

Wigner function for the generalized excited pair coherent state

This paper introduces the generalized excited pair coherent state （GEPCS）. Using the entangled state 〈η〉 representation of Wigner operator, it obtains the Wigner function for the GEPCS. In the ρ-γ phase space, the variations of the Wigner function distributions with the parameters q, α, k and l are discussed. The tomogram of the GEPCS is calculated with the help of the Radon transform between the Wigner operator and the projection operator of the entangled state ｜η1, η2, τ1, τ2｜. The entangled states ｜η〉 and ｜η1, η2, τ1, τ2〉 provide two good representative space for studying the Wigner functions and tomograms of various two-mode correlated quantum states.