Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming

In this work, different concepts of efficient solutions to problems of stochastic multiple-objective programming are analyzed. We center our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stochastic problem, such as expected-value efficiency, minimum-risk efficiency, etc., raises the question of their quality. Starting from this idea, we establish some relationships between the different concepts. Our study enables us to determine what type of efficient solutions are obtained by each of these concepts.     

可满足性（SAT）问题的概率研究

本文首先构造了随机均匀产生的d-SAT问题的概率模型,然后给出了SAT问题的解的个数的均值的计算公式,使用矩方法研究了解空间的元素满足方程的概率以及在临界点方程有解的概率和极限性质,最后确定n/m=Td=ln(2)/(ln2^d/2^d-1)是其解的平均个数的临界点,并且当n/m=rd时,方程有解的概率随着m→∞而趋于0。     

Hitting time of a half-line by two-dimensional random walk

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line {(x₁,x₂)|x₁0,x₂=0} before time n. It is proved that for aperiodic random walk with mean zero and finite 2+(>2)-th absolute moment, this probability times n^1/4 converges to some positive constant c^* as . We show that c^* is expressed by using the characteristic function of the increment of the random walk. For the simple random walk, this expression gives Mathematics Subject Classification (2000):60G50, 60E10     

一个风险模型的研究

研究了索赔到达过程为平稳无后效流,保单到达过程为平稳无后效流,并带扩散扰动项的盈余过程．讨论了该盈余过程的马尔科夫性和鞅性．然后用鞅方法得到其破产概率的表达式及其相应的Lundberg不等式．     

Asymptotics of the transition probabilities of the simple random walk on self-similar graphs

It is shown explicitly how self-similar graphs can be obtained as `blow-up' constructions of finite cell graphs . This yields a larger family of graphs than the graphs obtained by discretising continuous self-similar fractals.

For a class of symmetrically self-similar graphs we study the simple random walk on a cell graph , starting at a vertex of the boundary of . It is proved that the expected number of returns to before hitting another vertex in the boundary coincides with the resistance scaling factor.

Using techniques from complex rational iteration and singularity analysis for Green functions, we compute the asymptotic behaviour of the -step transition probabilities of the simple random walk on the whole graph. The results of Grabner and Woess for the Sierpinski graph are generalised to the class of symmetrically self-similar graphs, and at the same time the error term of the asymptotic expression is improved. Finally, we present a criterion for the occurrence of oscillating phenomena of the -step transition probabilities.

     

Extremes of q-Ornstein–Uhlenbeck processes

Two limit theorems are established on the extremes of a family of stationary Markov processes, known as $q$-Ornstein–Uhlenbeck processes with $q\in (?1,1)$. Both results are crucially based on the weak convergence of the tangent process at the lower boundary of the domain of the process, a positive self-similar Markov process little investigated so far in the literature. The first result is the asymptotic excursion probability established by the double-sum method, with an explicit formula for the Pickands constant in this context. The second result is a Brown–Resnick-type limit theorem on the minimum process of i.i.d. copies of the $q$-Ornstein–Uhlenbeck process: with appropriate scalings in both time and magnitude, a new semi-min-stable process arises in the limit.     

概率论中一些易混淆的概念的教学探讨

从理论和实践相结合上对《概率论》课程中的一些概念教学进行了探究.     

一类由一维概率密度函数构造多维概率密度函数的方法

将文献[1]给出的由一维连续型随机变量的概率密度函数构造二维连续型随机变量的概率密度函数的方法,推广为由一维连续型随机变量的概率密度函数构造三维连续型随机变量的概率密度函数的情况,并作出了证明和举例说明.说明利用本文的方法构造多维概率密度函数,其方法简单易行.     

连续时间遗传算法模型及其强收敛性分析

本文在隐马尔可夫链的框架下利用隐马尔可夫链{Xt:t∈[0,∞)}的观测链的概率分布提出一个连续化遗传算法模型，并给出其一个强收敛结果，讨论了其离散骨架的性质。