Deconvolving compactly supported densities

This paper addresses the statistical problem of density deconvolution under the condition that the density to be estimated has compact support. We introduce a new estimation procedure, which establishes faster rates of convergence for smooth densities as compared to the optimal rates for smooth densities with unbounded support. This framework also allows us to relax the usual condition of known error density with non-vanishing Fourier transform, so that a nonparametric class of densities is valid; therefore, even the shape of the noise density need not be assumed. These results can also be generalized for fast decaying densities with unbounded support. We prove optimality of the rates in the underlying experiment and study the practical performance of our estimator by numerical simulations.      

基于三维矩阵重构争论有向图的域间路由振荡检测算法

边界网关协议(Border G atew ay P rotoco l,BGP)是当前In ternet域间路由协议的事实标准,基于策略的路由选择过程使它不再是严格意义上的距离矢量协议,也不再具有距离矢量协议的收敛性.V aradhan指出,自治系统各自为政的策略配置方式会导致全局策略冲突,引起永久性的路由振荡.针对该问题,G riffin利用稳定路径问题(S tab le Path P rob lem,SPP)模型形式化的抽象出BGP协议行为,并以此为基础提出了一种分布式的策略冲突检测算法,尽管该算法完全避免了传统方法的缺陷,但仍然存在泄漏策略信息和对BGP协议改动太大以及浪费网络资源的问题.本文提出了一种基于安全多方计算的检测路由策略冲突的方法,用于在怀疑BGP路由发生振荡时,动态的检测系统中是否存在策略冲突.该方法采纳了G riffin的理论基础,同时由于巧妙的运用了安全多方计算协议,可以完全解决G riffin算法的问题,具有很好的实用性.     

k-紧优有向双环网络无限族的构建

本文给出了一种方法用于构造k-紧优双环网络无限族(k≥1),并用此方法构造出了4族3-紧优无限族,3族新的4-紧比无限族,3族5-紧优无限族及2族6-紧优无限族．     

Optimal intensity control of a multi-class queue

We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knownc is the optimal solution to our problem.Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138.     

Solution of a class of stochastic linear-convex control problems using deterministic equivalents

In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship.     

Prophet inequalities for parallel processes

Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {X_{i, j}, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then

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and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes.     

Hereditary optimal control problems: Numerical method based upon a padé approximation

In this paper, we consider a particular approximation scheme which can be used to solve hereditary optimal control problems. These problems are characterized by variables with a time-delayed argumentx(t – ). In our approximation scheme, we first replace the variable with an augmented statey(t) x(t - ). The two-sided Laplace transform ofy(t) is a product of the Laplace transform ofx(t) and an exponential factor. This factor is approximated by a first-order Padé approximation, and a differential relation fory(t) can be found. The transformed problem, without any time-delayed argument, can then be solved using a gradient algorithm in the usual way. Four problems are solved to illustrate the validity and usefulness of this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant NCC-2-106.     

检测实验室如何开展管理评审工作

详细论述了管理评审的基本概念、如何开展管理评审工作以及中国实验室国家认可委员会的有关政策。     

Tactical problems involving uncertain actions

The purpose of this paper is to solve anm-silent versusn-silent duel with arbitrary accuracy functionsP andQ which are continuously differentiable in [0, 1] with positive derivatives in (0, 1) and such thatP(0)=Q(0)=0,P(1)(0, 1),Q(1)(0, 1). The game can be interpreted as a game in which the players know only that the numbers of their actions have binomial distribution.Part of this paper was written during the author's stay at the Institute of Statistics and Mathematical Economics, University of Karlsruhe, FRG. The author wishes to thank Prof. S. Trybua, Technical University of Wrocaw, Poland, for helpful discussion in preparing the paper and Prof. D. Pallaschke, University of Karlsruhe, FRG, for help in preparing the numerical example.     

Optimal virtual orbitals to relax wave functions built up with transferred extremely localized molecular orbitals

Extremely localized molecular orbitals (ELMOs), namely orbitals strictly localized on molecular fragments, are easily transferable from one molecule to another one. Hence, they provide a natural way to set up the electronic structure of large molecules using a data base of orbitals obtained from model molecules. However, this procedure obviously increases the energy with respect to a traditional MO calculation. To gain accuracy, it is important to introduce a partial electron delocalization. This can be carried out by defining proper optimal virtual orbitals that supply an efficient set for nonorthogonal configurations to be employed in VB-like expansions.