Performance Analysis with Truncated Heavy-Tailed Distributions

This paper deals with queues and insurance risk processes where a generic service time, resp. generic claim, has the form U ∧ K for some r.v. U with distribution B which is heavy-tailed, say Pareto or Weibull, and a typically large K, say much larger than . We study the compound Poisson ruin probability ψ(u) or, equivalently, the tail of the M/G/1 steady-state waiting time W. In the first part of the paper, we present numerical values of ψ(u) for different values of K by using the classical Siegmund algorithm as well as a more recent algorithm designed for heavy-tailed claims/service times, and compare the results to different approximations of ψ(u) in order to figure out the threshold between the light-tailed regime and the heavy-tailed regime. In the second part, we investigate the asymptotics as K → ∞ of the asymptotic exponential decay rate γ = γ ^(K) in a more general truncated Lévy process setting, and give a discussion of some of the implications for the approximations. AMS 2000 Subject Classification Primary 68M20, Secondary 60K25 †Partially supported by MaPhySto—A Network in Mathematical Physics and Stochastics, founded by the Danish National Research Foundation. An erratum to this article is available at .     

自旋轨道耦合Su-Schrieffer-Heeger原子链系统的电子输运特性

在Su-Schrieffer-Heeger (SSH)原子链中,电子在胞内和胞间的跳跃依赖于其自旋时,即SSH原子链存在自旋轨道耦合作用时,存在不同缠绕数的非平庸拓扑边缘态.如何探测自旋轨道耦合SSH原子链不同缠绕数的边缘态是一个重要问题.本文在紧束缚近似下研究了自旋轨道耦合SSH原子链的非平庸拓扑边缘态性质及其零能附近的电子输运特性.研究发现四重和二重简并边缘态的缠绕数分别为2和1;并且仅当源极入射电子的自旋被极化(铁磁电极)时,自旋轨道耦合SSH原子链在零能附近的电子输运特性才能反映其边缘态的能谱特性.尤其是,随着自旋轨道耦合SSH原子链与左、右导线之间的耦合强度由弱到强改变,对于缠绕数为2的四重简并边缘态,入射电子在零能附近的透射峰数目将从4个变为0;而对于缠绕数为1的二重简并边缘态情形,其透射峰数目将从2个变为0.因此,在源极为铁磁电极的情形下,通过观察自旋轨道耦合SSH原子链在零能附近电子共振透射峰的数目随着其与左、右导线之间耦合强度的变化,来探测其不同缠绕数的边缘态.上述结果为基于电子输运特性探测自旋轨道耦合SSH原子链不同拓扑性质的边缘态提供了一种可选择的理论方案.     

Systematic calculations of cluster radioactivity half-lives in trans-lead nuclei

In the present work, based on the Wentzel-Kramers-Brillouin (WKB) theory, considering the cluster preformation probability (\begin{document}$ P_{c} $\end{document}), we systematically investigate the cluster radioactivity half-lives of 22 trans-lead nuclei ranging from ²²¹Fr to ²⁴²Cm. When the mass number of the emitted cluster \begin{document}$ A_{c} $\end{document} \begin{document}$ < $\end{document} 28, \begin{document}$P_{c} $\end{document} is obtained by the exponential relationship of \begin{document}$ P_{c} $\end{document} to the α decay preformation probability (\begin{document}$ P_{\alpha} $\end{document}) proposed by R. Blendowskeis \begin{document}$ et $\end{document} \begin{document}$ al. $\end{document} [Phys. Rev. Lett. 61, 1930 (1988)], while \begin{document}$ P_{\alpha} $\end{document} is calculated through the cluster-formation model (CFM). When \begin{document}$ A_{c} $\end{document} \begin{document}$ \ge $\end{document} 28, \begin{document}$ P_{c} $\end{document} is calculated through the charge-number dependence of \begin{document}$ P_{c} $\end{document} on the decay products proposed by Ren \begin{document}$ et $\end{document} \begin{document}$ al. $\end{document} [Phys. Rev. C 70, 034304 (2004)]. The half-lives of cluster radioactivity have been calculated by the density-dependent cluster model [Phys. Rev. C 70, 034304 (2004)] and by the unified formula of half-lives for alpha decay and cluster radioactivity [Phys. Rev. C 78, 044310 (2008)]. For comparison, a universal decay law (UDL) proposed by Qi \begin{document}$ et $\end{document} \begin{document}$ al. $\end{document} [Phys. Rev. C 80, 044326 (2009)], a semi-empirical model for both α decay and cluster radioactivity proposed by Santhosh [J. Phys. G: Nucl. Part. Phys. 35, 085102 (2008)], and a unified formula of half-lives for alpha decay and cluster radioactivity [Phys. Rev. C 78, 044310 (2008)] are also used. The calculated results of our work, Ni's formula , and the UDL can well reproduce the experimental data and are better than those of Santhosh's model. In addition, we extend this model to predict the half-lives for 51 nuclei, whose cluster radioactivity is energetically allowed or observed but not yet quantified in NUBASE2020.     

广义Pareto模型统计推断及其应用

广义Pareto分布能很好地拟合数据分布的尾部,广泛地应用于金融市场的风险管理、风险经营问题的研究。利用概率加权矩法得到了三参数广义Pareto模型的参数估计式,给出了阈值的选取方法和风险值的计算公式;利用计算机模拟,计算得出了KS检验统计量的临界值。     

Order Bounded Weighted Composition Operators Mapping into the Dirichlet Type Spaces

The authors characterize the order boundedness of weighted composition operators acting between Dirichlet type spaces.     

Invariant Differential Operators on Symmetric Cones and Hermitian Symmetric Spaces

We give a brief survey on the study of constructions of invariant differential operators on Riemannian symmetric spaces and of combinatorial and analytical properties of their eigenvalues, and pose some open questions.     

带有积分边值条件的分数阶微分包含解的存在性

本文利用Hausdorff非紧测度、分数阶的微积分理论和Kakutani不动点定理,研究了满足条件z(0)=z0,z(1)=λcI0+γ+z(η)=λ∫0η(η-s)γ-1/Γ(γ)z(s)ds的广义Bagley-Torvik型分数阶微分包含cDv1 z(t)-ac Dv2 Z(t)∈F(t,z(t)),t∈(0,1)解的存在性.其中1 0,a和λ是给定的常数.     

The Stratonovich Interpretation of Quantum Stochastic Approximations

The Stratonovich version of non-commutative stochastic calculus is introduced and shown to be equivalent to the Itô version developed by Hudson and Parthasarathy [1]. The conversion from Stratonovich to Itô version is shown to be implemented by a stochastic form of Wick's theorem: that is, involving the normal ordering of time-dependent noise fields. It is shown for a model of a quantum mechanical system coupled to a Bosonic field in a Gaussian state that under suitable scaling limits, in particular the weak coupling limit (for linear interactions) and low density limit (for scattering interactions), the limit form of the dynamical equation of motion is most naturally described as a quantum stochastic differential equation of Stratonovich form. We then convert the limit dynamical equations from Stratonovich to Itô form. Thermal Stratonovich noises are also presented.