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61.
Jing Ping YANG Shi Hong CHENG Xiao Qian WANG 《数学学报(英文版)》2007,23(3):467-478
This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 (a, b) family, bivariate recursive equations for the joint distribution of the cedent's aggregate claims and the reinsurer's aggregate claims are obtained. 相似文献
62.
S. Juneja 《Queueing Systems》2007,57(2-3):115-127
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems
in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient
algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such
tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable
bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric
sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key
idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation
then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance
sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates
it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for
the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.
相似文献
63.
重离子治疗计划系统的构想 总被引:2,自引:1,他引:1
对重离子柬治癌的优势进行简要的回顾,并着重介绍了用于重离子放射治疗的治疗计划系统。治疗计划系统是一套软件系统,不同的硬件设施应有与其相匹配的软件系统,即治疗计划系统。在此基础上,针对兰州重离子加速器的特点提出一些关于治疗计划系统方面的构想。After a brief review concerning the advantages of heavy ions in radiotherapy, more interests are concentrated on treatment planning system (TPS) for heavy ion radiotherapy. Compared to the hardware devices such as accelerator and beam delivery system, the TPS is a set of software system, and different therapy facilities require their corresponding TPSs. Based on the specialities of the Heavy Ion Research Facility in Lanzhou (HIIRFL), some suggestions on the TPS for tumor therapy at HIRFL finally are given. 相似文献
65.
A family of skew Hadamard difference sets 总被引:1,自引:0,他引:1
Cunsheng Ding 《Journal of Combinatorial Theory, Series A》2006,113(7):1526-1535
In 1933 a family of skew Hadamard difference sets was described by Paley using matrix language and was called the Paley-Hadamard difference sets in the literature. During the last 70 years, no new skew Hadamard difference sets were found. It was conjectured that there are no further examples of skew Hadamard difference sets. This conjecture was proved to be true for the cyclic case in 1954, and further progress in favor of this conjecture was made in the past 50 years. However, the conjecture remains open until today. In this paper, we present a family of new perfect nonlinear (also called planar) functions, and construct a family of skew Hadamard difference sets using these perfect nonlinear functions. We show that some of the skew Hadamard difference sets presented in this paper are inequivalent to the Paley-Hadamard difference sets. These new examples of skew Hadamard difference sets discovered 70 years after the Paley construction disprove the longstanding conjecture on skew Hadamard difference sets. The class of new perfect nonlinear functions has applications in cryptography, coding theory, and combinatorics. 相似文献
66.
考虑二阶半线性中立型差分方程给出了方程(1)的解的振动性的充分条件.所有结果推广和改进了关于中立和时滞差分方程已有结果. 相似文献
67.
68.
对G.Ladas的一个开问题的解答 总被引:3,自引:0,他引:3
本文获得了一个高阶非线性差分方程具有无界正解的充分条件,所得结果解决了G.Ladas提出的一个开问题。 相似文献
69.
Successive column correction algorithms for solving sparse nonlinear systems of equations 总被引:1,自引:0,他引:1
Guangye Li 《Mathematical Programming》1989,43(1-3):187-207
This paper presents two algorithms for solving sparse nonlinear systems of equations: the CM-successive column correction algorithm and a modified CM-successive column correction algorithm. Aq-superlinear convergence theorem and anr-convergence order estimate are given for both algorithms. Some numerical results and the detailed comparisons with some previously established algorithms show that the new algorithms have some promise of being very effective in practice.This research was partially supported by contracts and grants: DOE DE-AS05-82ER1-13016, AFOSR 85-0243 at Rice University, Houston, U.S.A. and Natural Sciences and Engineering Research Council of Canada grant A-8639. 相似文献
70.
椭圆型问题一类广义差分法的L~2模误差估计 总被引:1,自引:0,他引:1
1.引 言 广义差分法作为处理偏微分方程的离散技术,能够保持质量,动量,能量等物理量的守恒.广义差分法(有些文献称为box method[3];finite volume element method[4],[5],[6])利用在对偶剖分体积单元积分原始方程,并将近似解限制于某一有限元空间而得到离散方程.因此,它在局部区域保持了原始方程的物理守恒性和其他重要特性.从而被广泛地应用于数值求解数学物理方程,特别是计算流体力学和热传导问题[11]. 对广义差分法的研究已有许多文献,专著[10]有详细的介绍.早期的工作主要考虑标准的重心对偶剖分.近年来Cai et,al[4],[5],[6],在某些假定下对较一般的对偶剖分给出了能量模误差估计,Huang and Xi[9]去掉了文献[6]中的这些限制.Chou,Li[8]和Li, 相似文献