随机环境中分枝过程的等价定理

给定了随机环境中分枝过程(BPRE)的精确定义,讨论了有关的可测性问题和BPRE的基本性质．在此基础上,证明了BPRE的一个等价定理．     

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

Growth kinetics of iron boride layers: Dimensional analysis

Dimensional analysis is presented as a powerful tool in the study of the paste boriding process. In particular, a dimensional method is used to study the growth kinetics of the boride layers FeB and Fe₂B. Experiments were performed in AISI 1045 steel and AISI M2 steel, to test the suggested model. Samples of 1045 steel were prepared and treated using boron paste thickness of 3-5 mm, at temperatures of 1193, 1223 and 1273 K, with 2, 4 and 6 h of treatment time. The M2 specimens had boron paste thickness of 3 and 4 mm and temperatures of 1223, 1253 and 1273 K for 2 and 6 h. Results indicate that the growth of boron layers obeys power laws of the form y = αx^β, where α and β constants are a function of the material and the interface of interest. Validation of the model was carried out using experimental data with an average error percentage of 7.6% for Fe₂B in 1045 steel, 15.8% for FeB and 3.4% for Fe₂B in M2 steel.     

随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

火工品可靠性试验数据的综合分析方法

升降法试验数据和固定刺激量下的成败型试验数据,是两种最常见的火工品可靠性试验数据．我们应用Markov链,研究了升降法试验数据下,感度分布参数的极大似然估计的特性．在此基础上,应用Bootstrap方法和Bayes方法,给出了综合分析两种试验数据的方法．最后,将该方法应用于520底火的可靠性鉴定,得出了有益的结论．     

Liouville theorem and coupling on negatively curved Riemannian manifolds

By using probabilistic approaches, Liouville theorems are proved for a class of Riemannian manifolds with Ricci curvatures bounded below by a negative function. Indeed, for these manifolds we prove that all harmonic functions (maps) with certain growth are constant. In particular, the well-known Liouville theorem due to Cheng for sublinear harmonic functions (maps) is generalized. Moreover, our results imply the Brownian coupling property for a class of negatively curved Riemannian manifolds. This leads to a negative answer to a question of Kendall concerning the Brownian coupling property.     

Observation of hydrogen induced intermediate borides in PrFeB based alloys by Mössbauer effect spectroscopy

In the present work, a quantitative analysis of the phase compositions by Mössbauer effect spectroscopy of solid and conventional hydrogen disproportionated Pr_13.7Fe_80.3B_6.0 and Pr_13.7Fe_63.5Co_16.7Zr_0.1B_6.0 alloys was carried out. Significant amounts of intermediate borides t-Fe₃B and Pr(Fe, Co)₁₂B₆ were detected after solid hydrogen disproportionation treatment in Pr_13.7Fe_80.3B_6.0 and Pr_13.7Fe_63.5Co_16.7Zr_0.1B_6.0 alloys, respectively. After conventional hydrogenation–disproportionation–desorption–recombination treatment these phases were not detected and in no case residual Pr₂Fe₁₄B-phase was found. It was observed that the amount of intermediate borides after disproportionation can be correlated with the degree of texture after recombination at various temperatures.     

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.