关于非齐次m阶马氏信源的渐近均分割性

本文研究非齐次m阶马氏信源的渐近均分割性，首先我们得到关于此种信源m 1元函数的一类强极限定理，作为推论，得到关于任意非齐次m阶马氏信源状态和熵密度的几个极限定理，最后得到一类非齐次m阶马氏信源的渐近均分割性。     

On distributionally regenerative processes

The paper is concerned with characterization results for distributional regeneration. It is shown that distributional regeneration is equivalent to renewal representation of the associated (shift) Markov operator. A sufficient condition for the distributional regeneration of the transfer operator in terms of variation is also formulated. Finally, a minorization condition is formulated and proved to be sufficient for recurrent co-Feller operators.     

教学质量的时齐马尔可夫链评估法

本文研究了教学质量评估中的一种定量分析方法──时齐马尔可夫链评估法．阐明了这种方法的理论依据及其实施程序、并指出它较之其他教学质量评估法更显合理．     

The effect of multiple optima on the simple GA run-time complexity

Genetic algorithms are stochastic search algorithms that have been applied to optimization problems. In this paper we analyze the run-time complexity of a genetic algorithm when we are interested in one of a set of distinguished solutions. One such case occurs when multiple optima exist. We define the worst case scenario and derive a probabilistic worst case bound on the number of iterations required to find one of these multiple solutions of interest.     

Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.     

Practical stopping criteria for validating safety-critical software by estimating impartial reliability

In this research, we investigate stopping rules for software testing and propose two stopping rules from the aspect of software reliability testing based on the impartial reliability model. The impartial reliability difference (IRD-MP) rule considers the difference between the impartial transition-probability reliabilities estimated for both software developer and consumers at their predetermined prior information levels. The empirical–impartial reliability difference (EIRD-MP) rule suggests stopping a software test when the computed empirical transition reliability is tending to its estimated impartial transition reliability. To insure the high-standard requirement for safety-critical software, both rules take the maximum probability (MP) of untested paths into account.     

Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented. An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated. AMS Subject Classifications Primary 60K25 · 60K20     

On multiple integrals of special form

Multiple integrals generalizing the iterated kernels of integral operators are expressed as single integrals in the case of a special representation of the kernel (this is our theorem). Besides integral equations, Markov processes involve these integrals as well. As a consequence of the theorem, we obtain transition probability densities of certain Markov processes. As an illustration, we consider nine examples.     

一种改进的Fuzzy-HMMS算法及其收敛性

对D at T ran和M ichae lW agner等人提出的FCM-FE-HMM S算法作了进一步的补充和改进,提出了改进的FCM-FE-HMM S算法,并给出了算法收敛性分析,得出在给定初值的情况下该算法将收敛到一个局部最优解。     

Optimal production and rationing decisions in supply chains with information sharing

This paper considers a two-echelon capacitated supply chain with two non-identical retailers and information sharing. We characterize the optimal inventory policies. We also study the benefits of the optimal stock rationing policy over the first come first served (FCFS) and the modified echelon-stock rationing (MESR) policies.