Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return

This paper is devoted to asymptotic analysis for a multi-dimensional risk model with a general dependence structure and stochastic return driven by a geometric Lévy process. We take into account both the dependence among the claim sizes from different lines of businesses and that between the claim sizes and their common claim-number process. Under certain mild technical conditions, we obtain for two types of ruin probabilities precise asymptotic expansions which hold uniformly for the whole time horizon.     

A Mathematical Theory of Evidence turns 40

The book that launched the Dempster–Shafer theory of belief functions appeared 40 years ago. This intellectual autobiography looks back on how I came to write the book and how its ideas played out in my later work.     

Interactive hidden Markov models and their applications

^** Email: wching{at}hkusua.hku.hk In this paper, we propose an Interactive hidden Markov model(IHMM). In a traditional HMM, the observable states are affecteddirectly by the hidden states, but not vice versa. In the proposedIHMM, the transitions of hidden states depend on the observablestates. We also develop an efficient estimation method for themodel parameters. Numerical examples on the sales demand dataand economic data are given to demonstrate the applicabilityof the model.     

HIGHER ORDER THEORY ACROSS A THREE DIMENSIONAL AXIALLY-SYMMETRICAL CURVED SHOCK NEAR THE STAGNATION POINT

The next order conditions across a three-dimensional curved shock near stagnationpoint have been established,including the effects of heat conduction,viscosity and the shockstructure.These shock conditions involve the local shock curvature in addition to its localinclination.Explicit results have been obtained for the correctional formulations in themass flux across the shock,the stagnation enthalpy,the tangential component of velocityand the normal component of momentum flux.     

Some limit theorems for a Dirichlet series related to the Euler function

Using some conjectures on the mean-value of generalized numbers, limit theorems in the sense of the weak convergence of probability measures for the Dirichlet series related to the Euler function are proved. Also, the limit measure is studied. Partially supported by the Lithuanian State Science and Studies Foundation. Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania: Šiauliai University, P. Višinskio 25, 5400 Šiauliai, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 3, pp. 331–342, July–September, 1999. Translated by A. Laurinčikas     

Non-metallic catalysts for diamond synthesis under high pressure and high temperature

Recent results on conversion from graphite to diamond by aid of non-metallic catalysts are reviewed. The current status of experimental advances is presented and typical examples from relevant literature are provided for understanding the mechanism of the graphite-diamond conversion by aid of these non-metallic catalysts. Furthermore, a tendency of graphite-diamond transformation assisted by carbonates, sulfates or phosphorus under high pressure and high temperature has been investigated by calculating the activation energy and transformation probability of the carbon atoms over a potential barrier. It was found that the activation energy is highly sensitive to the catalyst chosen. The probability sequence of graphite-diamond transformation with these catalysts was put forward. Project supported by the National Natural Science Foundation of China (Grant No. 19674970).     

Design and observations of satellite laser ranging system for daylight tracking at Shanghai Observatory

The first satellite laser ranging system for daylight tracking in China was set up at Shanghai Observatory, Chinese Academy of Sciences. Both false alarm probability due to strong background noises and detection probability of the laser returns with single photon level from satellite in daylight for our system are analysed. The system design and performance characteristics of subsystems, adopted techniques and satellite ranging observations are given. Project supported by the astronomical council of Chinese Academy of Sciences and the National Basic Research Project “Modern Crustal Movement and Geodynamics Research”.     

Particle Deposition in Porous Media: Analysis of Hydrodynamic and Weak Inertial Effects

We have studied the transport and capture of non-Brownian particles in porous media, when the particles are mainly submitted to hydrodynamic and weak inertial effects. Visualization experiments have been performed using several models of porous media which consist of transparent etched networks of interconnected channels. Typical particle deposits have been observed at the corners of the grains of the porous medium. Their shape and their orientation were dependent on flow rate and on the anisotropy of the flow field. A trajectory analysis model has been applied to a porous medium made of a doubly periodic array of rectangular grains very close to the experimental model. This numerical model has been used to localize particle deposits and to determine particle capture efficiency on the grains over a range of low Stokes numbers, grain aspect ratios and flow-field anisotropy ratios. The results have been interpreted in terms of shape of particle deposits and compared successfully to experimental observations.     

可拓概率空间讨论

本文提出了Ⅰ型和Ⅱ型可拓概率空间两个概念,并讨论了它们的一般性质     

双门限检测准则下检测概率的计算

双门限检测法是近年来通信领域提出的检测信号的一种方法。本文给出了在双门限检测准则下检测概率的计算公式