Stability criteria in terms of two measures for functional differential equation with variable‐time impulses

This paper focuses on the stability in terms of two measures for functional differential equation with variable‐time impulses. Being different from most of existing literatures, the impulses of functional differential equation are assumed to be closely associated to the current state. We propose a new comparison principle for the considered systems and establish several stability criteria in terms of two measures. Also, the theoretical results are applied in a class of delayed neural network systems with variable‐tine impulses, and numerical simulations are introduced to illustrate the effectiveness of our results. Copyright © 2014 John Wiley & Sons, Ltd.     

Trivial and simple spectrum for SL(d, ℝ) cocycles with free base and fiber dynamics

Let AC_D(M,SL(d,R)) denote the pairs (f,A) so that f ∈ A ⊂ Diff¹(M) is a C¹-Anosov transitive diffeomorphisms and A is an SL(d,R) cocycle dominated with respect to f. We prove that open and densely in AC_D(M,SL(d,R)), in appropriate topologies, the pair (f,A) has simple spectrum with respect to the unique maximal entropy measure μ_f. Then, we prove prevalence of trivial spectrum near the dynamical cocycle of an area-preserving map and also for generic cocycles in AutLeb(M) × L^p(M,SL(d,R)).     

带止步与中途退出策略的M~x/M/1/N单重工作休假排队系统

研究了带有止步和中途退出的M~x/M/1/N单重工作休假排队系统.顾客成批到达,到达后每批中的顾客,或者以概率b决定进入队列等待服务,或者以概率1-b止步(不进入系统).顾客进入系统后可能因为等待的不耐烦而在没有接受服务的情况下离开系统(中途退出).系统中一旦没有顾客,服务员立即进入单重工作休假.首先,利用马尔科夫过程理论建立了系统稳态概率满足的方程组.其次利用矩阵解法求出了稳态概率的矩阵解并得到了系统的平均队长、平均等待队长以及顾客的平均消失概率等性能指标.最后通过数值例子分析了工作休假时的低服务率η和休假率θ这两个参数对系统平均队长的影响.     

Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces

The stochastic integrals of M- type 2 Banach valued random functions w.r.t. compensated Poisson random measures introduced in (Rüdiger, B., 2004, In: Stoch. Stoch. Rep., 76, 213–242.) are discussed for general random functions. These are used to solve stochastic integral equations driven by non Gaussian Lévy noise on such spaces. Existence and uniqueness of the path wise solutions are proven under local Lipshitz conditions for the drift and noise coefficients on M-type 2 as well as general separable Banach spaces. The continuous dependence of the solution on the initial data as well as on the drift and noise coefficients are shown. The Markov properties for the solutions are analyzed.     

Multifractal formalism for self-similar measures with weak separation condition

For any self-similar measure μ on satisfying the weak separation condition, we show that there exists an open ball U₀ with μ(U₀)>0 such that the distribution of μ, restricted on U₀, is controlled by the products of a family of non-negative matrices, and hence μ|_U0 satisfies a kind of quasi-product property. Furthermore, the multifractal formalism for μ|_U0 is valid on the whole range of dimension spectrum, regardless of whether there are phase transitions. Moreover the dimension spectra of μ and μ|_U0 coincide for q0. This result unifies and improves many of the recent works on the multifractal structure of self-similar measures with overlaps.     

Decay of geometry for Fibonacci critical covering maps of the circle

We study the growth of Dfⁿ(f(c)) when f is a Fibonacci critical covering map of the circle with negative Schwarzian derivative, degree d2 and critical point c of order ℓ>1. As an application we prove that f exhibits exponential decay of geometry if and only if ℓ2, and in this case it has an absolutely continuous invariant probability measure, although not satisfying the so-called Collet–Eckmann condition.     

To split or not to split: Capital allocation with convex risk measures

Convex risk measures were introduced by Deprez and Gerber [Deprez, O., Gerber, H.U., 1985. On convex principles of premium calculation. Insurance: Math. Econom. 4 (3), 179-189]. Here the problem of allocating risk capital to subportfolios is addressed, when convex risk measures are used. The Aumann-Shapley value is proposed as an appropriate allocation mechanism. Distortion-exponential measures are discussed extensively and explicit capital allocation formulas are obtained for the case that the risk measure belongs to this family. Finally the implications of capital allocation with a convex risk measure for the stability of portfolios are discussed. It is demonstrated that using a convex risk measure for capital allocation can produce an incentive for infinite fragmentation of portfolios.     

微弱电流高精度自动测量系统

为了实现辐射探测中对微弱电流信号的实时准确测量,设计了一套微弱电流测量系统。介绍了系统的工作原理,及I-V转换和放大单元的低噪声抗干扰设计、-△模数转换技术和单片机程序的设计。系统通过USB与计算机进行通信,计算机应用软件可以完成采集频率和量程控制、数据处理、显示和存储等功能。经过验证,该系统能满足10-13~10-3 A的大动态微弱电流测量,分辨力为四位半, 能自动量程判断,具有较高的精度和稳定性,已成功应用于辐射探测实验。     

Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching

In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on the technique of constructing a proper approximating strong solution system and conducting a limiting type of argument to pass on stability of strong solutions to mild ones. In particular, the stochastic stability under the fixed‐index sequence monotonicity condition and under the average dwell‐time switching are considered.