Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

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.      

Recent radiochemical studies of the fission process

This article summarizes the recent radiochemical investigations on mass, charge kinetic energy and fragment angular distributions in low energy fission of actinides.     

Skew Models II

If g and G are the pdf and the cdf of a distribution symmetric around 0 then the pdf 2g(u)G(λ u) is said to define a skew distribution. In this paper, we provide a mathematical treatment of the skew distributions when g and G are taken to come from one of Pearson type II, Pearson type VII or the generalized t distribution.      

不同溶剂体系中改性氢氧化镁的分散行为

研究了不同的表面改性剂对超细氢氧化镁的表面改性.并分别以水和乙醇为溶剂,研究了表面改性后氢氧化镁的分散行为.实验结果表明,以水为溶剂的体系,六偏磷酸钠分散性能最好,而以乙醇为溶剂,硅烷偶联剂KH-550分散性能最好,其用量为基体量的5%左右,可使制备的超细氢氧化镁粒径达到0.2 μm尺度以下.试验结果对进一步认识超细氢氧化镁的性质及其应用具有重要意义.     

重离子治疗计划系统的构想

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.     

热容模式下激光介质的动态光学畸变

 开展了热容模式下激光介质动态光学畸变研究，初步分析了温度梯度、光弹效应及介质端面变形对整个波前畸变带来的影响，并将光学畸变转化为谐振腔损耗，数值模拟了热容激光器输出功率随时间的变化规律，模拟结果表明：当激光器工作温度低于400 K时，由粒子数玻耳兹曼分布引起的功率下降可以忽略，动态热效应是实验中热容激光器输出功率随时间快速下降的原因。     

介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

柱形分布的电荷产生的电势

将无限长线电荷看成二维平面上的一个“源”,利用电势叠加原理计算了无限长柱形均匀分布的电荷产生的电势.这些柱体的截面电荷分布包括可解析表示和不可求解表示两种,后者可以通过数值计算给出结果.因此这种方法实际上可以计算任意截面柱形电荷分布的电势.通过计算,展示了各种电荷分布所产生电场的特性和共同特征.     

有Edgeworth展式的分布的随机加权逼近的重对数律

本文研究了未知分布的逼近问题，利用随机加权法，给出了有Edgeworth展式的一类（未知）分布的模拟分布，证明了在一定条件下，模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn），称之为随机加权逼近的重对数律。     

二维光子晶体中极化原子自发辐射的开关效应

利用二维光子晶体的各向异性，结合原子的偶极辐射能量分布特点，提出通过改变原子的极化方向，可以使其自发辐射寿命显著地缩短或者延长，实现开关控制．发现在某些空间位置上，极化原子寿命的改变可高达33倍．