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.     

Age Analysis of Status Updating System with Probabilistic Packet Preemption

The age of information (AoI) metric was proposed to measure the freshness of messages obtained at the terminal node of a status updating system. In this paper, the AoI of a discrete time status updating system with probabilistic packet preemption is investigated by analyzing the steady state of a three-dimensional discrete stochastic process. We assume that the queue used in the system is Ber/Geo/1/2*/η, which represents that the system size is 2 and the packet in the buffer can be preempted by a fresher packet with probability η. Instead of considering the system’s AoI separately, we use a three-dimensional state vector (n,m,l) to simultaneously track the real-time changes of the AoI, the age of a packet in the server, and the age of a packet waiting in the buffer. We give the explicit expression of the system’s average AoI and show that the average AoI of the system without packet preemption is obtained by letting η=0. When η is set to 1, the mean of the AoI of the system with a Ber/Geo/1/2* queue is obtained as well. Combining the results we have obtained and comparing them with corresponding average continuous AoIs, we propose a possible relationship between the average discrete AoI with the Ber/Geo/1/c queue and the average continuous AoI with the M/M/1/c queue. For each of two extreme cases where η=0 and η=1, we also determine the stationary distribution of AoI using the probability generation function (PGF) method. The relations between the average AoI and the packet preemption probability η, as well as the AoI’s distribution curves in two extreme cases, are illustrated by numerical simulations. Notice that the probabilistic packet preemption may occur, for example, in an energy harvest (EH) node of a wireless sensor network, where the packet in the buffer can be replaced only when the node collects enough energy. In particular, to exhibit the usefulness of our idea and methods and highlight the merits of considering discrete time systems, in this paper, we provide detailed discussions showing how the results about continuous AoI are derived by analyzing the corresponding discrete time system and how the discrete age analysis is generalized to the system with multiple sources. In terms of packet service process, we also propose an idea to analyze the AoI of a system when the service time distribution is arbitrary.     

约束最小二乘估计的优良性

对于线性模型y=Xθ ε,ε服从椭球等高单峰分布,未知参数θ满足不等式约束a′θ≥0,证明了在参数估计优良性的集中概率准则下,θ的约束最小二乘估计θ~*优于最小二乘估计θ.     

Was Pauling Mistaken about Metals?

Pauling described metallic bonds using resonance. The maximum probability domains in the Kronig–Penney model can show a picture of it. When the walls are opaque (and the band gap is large) the maximum probability domain for an electron pair essentially corresponds to the region between the walls: the electron pairs are localized within two consecutive walls. However, when the walls become transparent (and the band gaps closes), the maximum probability domain can be moved through the system without a significant loss in probability.     

高反射膜激光零几率损伤阈值的实验研究

在确定光学薄膜激光损伤阈值的实验数据处理过程中,发现一些样品的数据点分布偏离直线型式。对此,用国际标准规定的零几率来确定损伤阈值的同时,对测试数据点采用了不同的非直线拟合,也得到一个零几率损伤阈值。比较两者差异,并与实验测试结果对照,发现这些样品采用非直线拟合得出的零几率损伤阈值与实际情况更接近一些。     

高剥离类钠离子3s2S—3d2电四极矩E2光谱跃迁的理论计算

利用全相对论性多组态Dirac-Fock平均能级方法系统地计算了高剥离类钠离子3s2S—3d2D(Z=14～103）电四极矩E2光谱跃迁的能级间隔,跃迁几率和振子强度,计算中考虑了核的有限体积效应,Breit修正和QED修正,所得结果和最近的实验数据及理论计算值进行了比较,计算结果表明：高原子序数的高荷电离子的电四极矩E2光谱跃迁的跃迁几率和中性原子的电偶极E1的相当,在ICF和MCF高温高密度激光等离子体中,电四极矩E2光谱跃迁过程不容被忽视。     

On a class of dependent Sparre Andersen risk models and a bailout application

In this paper a one-dimensional surplus process is considered with a certain Sparre Andersen type dependence structure under general interclaim times distribution and correlated phase-type claim sizes. The Laplace transform of the time to ruin under such a model is obtained as the solution of a fixed-point problem, under both the zero-delayed and the delayed cases. An efficient algorithm for solving the fixed-point problem is derived together with bounds that illustrate the quality of the approximation. A two-dimensional risk model is analyzed under a bailout type strategy with both fixed and variable costs and a dependence structure of the proposed type. Numerical examples and ideas for future research are presented at the end of the paper.     

Perfect controlled joint remote state preparation independent of entanglement degree of the quantum channel

We construct a quantum circuit to produce a task-oriented partially entangled state and use it as the quantum channel for controlled joint remote state preparation. Unlike most previous works, where the parameters of the quantum channel are given to the receiver who can accomplish the task only probabilistically by consuming auxiliary resource, operation and measurement, here we give them to the supervisor. Thanks to the knowledge of the task-oriented quantum channel parameters, the supervisor can carry out proper complete projective measurement, which, combined with the feed-forward technique adapted by the preparers, not only much economizes (simplifies) the receiver's resource (operation) but also yields unit total success probability. Notably, such apparent perfection does not depend on the entanglement degree of the shared quantum channel. Our protocol is within the reach of current quantum technologies.     

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In this paper, for a kind of risk models with heavy-tailed and delayed claims, we derive the asymptotics of the infinite-time ruin probability and the uniform asymptotics of the finite-time ruin probability. The numerical simulation results are also presented. The results of theoretical analysis and numerical simulation show that the influence of the delay for the claim payment is nearly negligible to the ruin probability when the initial capital and running-time are all large.     

Weber Correspondence Analysis: The One-Dimensional Case

When designing programs or software for the implementation of Monte Carlo (MC) hypothesis tests, we can save computation time by using sequential stopping boundaries. Such boundaries imply stopping resampling after relatively few replications if the early replications indicate a very large or a very small p value. We study a truncated sequential probability ratio test (SPRT) boundary and provide a tractable algorithm to implement it. We review two properties desired of any MC p value, the validity of the p value and a small resampling risk, where resampling risk is the probability that the accept/reject decision will be different than the decision from complete enumeration. We show how the algorithm can be used to calculate a valid p value and confidence intervals for any truncated SPRT boundary. We show that a class of SPRT boundaries is minimax with respect to resampling risk and recommend a truncated version of boundaries in that class by comparing their resampling risk (RR) to the RR of fixed boundaries with the same maximum resample size. We study the lack of validity of some simple estimators of p values and offer a new, simple valid p value for the recommended truncated SPRT boundary. We explore the use of these methods in a practical example and provide the MChtest R package to perform the methods.