Persistence of sums of correlated increments and clustering in cellular automata

Let $T$ be the first return time to $(?\infty ,0]$ of sums of increments given by a functional of a stationary Markov chain. We determine the asymptotic behavior of the survival probability, $\mathbb{P}(T\ge t)～C{t}^{?1∕2}$ for an explicit constant $C$. Our analysis is based on a connection between the survival probability and the running maximum of the time-reversed process, and relies on a functional central limit theorem for Markov chains. As applications, we recover known clustering results for the 3-color cyclic cellular automaton and the Greenberg–Hastings model, and we prove a new clustering result for the 3-color firefly cellular automaton.     

反导火力单元空间杀伤区内拦截概率研究

拦截概率是评价反导作战效能的重要指标,对交战前任务规划至关重要。选取某一拦截弹建立其在空间的可达集区域,针对中段反导逆轨拦截情况,确立其在空间中的杀伤区。针对杀伤区内任一点可能为拦截点的情况,对某一来袭导弹的弹道轨迹,选取可拦截弧段上的理论拦截点,通过在选取不同高度上的理论拦截点上,调整拦截弹的发射位置,从而得到拦截点在杀伤区内不同高度,不同距离以及在不同的交汇角时对拦截概率的影响。为反导作战的阵地部署研究和交战策略提供了一定的参考。     

Hidden Markov models revealing the stress field underlying the earthquake generation

The application of the hidden Markov models (HMMs) is attempted for revealing key features for the earthquake generation which are not accessible to direct observation. Considering that the states of the HMM correspond to levels of the stress field, our objective is to identify these states. The observations are considered after grouping earthquake magnitudes and the cases of different number of states are examined. The problems of HMMs theory are solved and the ensuing HMMs are compared on the basis of Akaike and Bayesian information criteria. A new insight on the evaluation of future seismic hazard is given by calculating the mean number of steps for the first visit to a particular state, along with the respective variance. We further calculate an estimator of the mean number of steps for the first visit to a particular state and we construct its confidence interval. Additionally, a second approach to the problem is followed by assuming a different determination of observations. The HMMs applied to both approaches, contribute significantly to seismic hazard assessment via revealing the number of the stress levels as well as the way in which these levels are associated with certain earthquake occurrence.     

Extinction Effects of Multiplicative Non-Gaussian L′evy Noise in a Tumor Growth System with Immunization

The extinction phenomenon induced by multiplicative non-Gaussian Levy noise in a tumor growth model with immune response is discussed. Under the influence of the stochastic immune rate, the model is analyzed in terms of a stochastic differential equation with multiplicative noise. By means of the theory of the infinitesimal generator of Hunt processes, the escape probability, which is used to measure the noise-induced extinction probability of tumor cells, is explicitly expressed as a function of initial tumor cell density, stability index and noise intensity. Based on the numerical calculations, it is found that for different initial densities of tumor cells, noise parameters play opposite roles on the escape probability. The optimally selected values of the multiplicative noise intensity and the stability index are found to maximize the escape probability.     

Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.      

基于HMM的机载设备状态健康评估方法研究

针对机载设备的状态健康评估问题,采用隐马尔科夫模型(HMM)对其进行性能退化程度的评估。首先引入状态条件概率矢量对HMM进行不确定性改进,并推导了其表达式;其次以状态条件概率比值为基础,给出了机载设备状态等级量化分值的计算方法,并据此设计了机载设备状态健康评估流程。最后以飞机发动机温控放大器为例进行仿真验证,结果表明上述方法能够给出直观、准确的状态评估结果。     

带连续变利率风险模型最终破产概率上界

考虑了带二元连续变利息力的Sparre Andersen风险模型.研究了积累值盈余过程的表达式与性质;在利率递增环境下,利用推广后的调节系数方程组与递归技术推导了最终破产概率的上界,结论表明得到的破产概率上界是更为一般的Lundberg指数上界.     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

Study of Bimodal Drop Size Distributions of Emulsion

In order to increase the present understanding of bimodal emulsion drop size distributions, systematic series of experiments have been carried out to investigate the effects of formulation variables on bimodal drop size distributions, and probability distribution functions were proposed to analyze the distribution. The results show that, the span of the drop size and Sauter mean diameter become larger when the dispersed phase volume fraction becomes higher and rotor speed becomes lower; the Frechet function represents the experimental data satisfactorily. The prediction model of Sauter mean diameter established by combining the prediction theory of the maximum stable drop diameter and experimental analysis results can fit the experimental data well.     

低能C36团簇在金刚石(100)晶面沉积时的影响因素

"使用Brenner-LJ拟合势描述了金刚石与C36团簇原子间的相互作用,并用分子动力学模拟的方法研究单个C36(D6h)在金刚石(100)晶面的沉积机制．通过仿真实验分析了C36团簇的入射能量、入射点位置、入射姿势、入射角度等因素对其成核初期化学吸附过程以及沉积后其稳定性的影响．研究发现：由于C36入射点位置及入射姿势的不同,其在金刚石(100)晶面沉积时的沉积阈值最小值为20 eV,最大值为60 eV;在入射角不超过60o斜射时,由于水平运动分量的存在,C36可能翻滚及平滑至成键能量较小的区域后再成键