具有延迟索赔风险模型的破产概率

本文考虑一类具有延迟索赔的风险模型,模型中包含两种索赔,其中一种索赔可能延迟发生.在索赔额服从指数分布的情形下,建立此风险模型破产概率所满足的微分方程,得到破产概率的精确表达式,给出了数值模拟结果.     

Invertibility of symmetric random matrices

We study symmetric random matrices H, possibly discrete, with iid above‐diagonal entries. We show that H is singular with probability at most , and . Furthermore, the spectrum of H is delocalized on the optimal scale . These results improve upon a polynomial singularity bound due to Costello, Tao and Vu, and they generalize, up to constant factors, results of Tao and Vu, and Erdös, Schlein and Yau.Copyright © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 44, 135‐182, 2014     

基于粗糙集的应急案例中概率规则挖掘方法

应急案例作为描述突发事件发生、发展及应对过程的文本,蕴含了潜在的规律与宝贵的经验。为了挖掘应急案例中各要素间潜在的关联关系,构建出基于粗糙集的应急案例中概率规则挖掘方法。首先,构建出应急案例知识五元组,描述应急案例共性特征,并将诸多应急案例信息组织成一张应急案例决策表;然后,应用遗传算法对应急案例决策表进行属性约简,进而获取概率规则;最后,以大兴安岭林区50起重特大火灾案例为例,阐述方法的具体执行过程,并通过两组测试实验证明了方法的可行性和有效性。该方法描述了应急案例的共性本体特征,具有较高的可重用性,有利于为决策者采取应急管理措施提供决策支持。     

一种求解物流设施二次分配问题的混合分布估计算法

为了求解物流设施二次分配问题,提出了一种混合分布估计算法(HEDA)。首先,根据QAP的距离和物流量矩阵信息,提出了一种基于假设物流中心启发式规则的种群初始化方法,用于提高初始种群的质量和算法的搜索效率;其次,针对HEDA的概率模型,提出了一种概率矩阵初始构型生成机制和扰动操作,用于提高算法的全局探索能力;最后,在分析QAP的结构性质的基础上,设计了一种基于快速评价的局部搜索策略,用于提高算法的局部开发能力。仿真计算实验和算法比较验证了HEDA的优化性能。     

一种使用在线评论信息的商品购买决策分析方法

在线评论信息对消费者的商品购买决策影响非常显著,如何使用数据体量较大的在线评论信息来进行有针对性的商品购买决策分析是近年来尤为需要关注的一个新研究内容。本文提出一种使用在线评论信息的商品购买决策分析方法。首先,通过在线评论信息的挖掘来确定了消费者所重点关注的关于候选商品的商品特征及其权重;然后,通过消费者情感的分析来构建了关于各候选商品的商品购买决策矩阵;在此基础上,通过给出的一种基于随机TOPSIS的方案排序方法来进行了各候选商品的排序。最后,依据携程网提供的关于三家客栈的在线评论信息进行了数据实验,从而说明了本文提出方法的实用性与可行性。     

正态分布两发现过程的数学文化比较

正态分布是概率论中最重要的分布,它分别由棣莫弗和高斯各自独立导出,其发现极大的促进了概率论和数理统计的发展.对正态分布两推导过程所蕴舍的概率思想及创新点进行了详细分析.另外,还比较了其不同的数学文化背景.     

Structural, optical and thermal investigations on Dy doped NaF–Li2O–B2O3 glasses

Structural, optical and thermal properties of Dy³⁺ doped lithium fluoroborate glasses have been studied for various concentrations of Dy³⁺ from 0.5 to 5 wt%. The XRD studies confirm the amorphous nature of the glasses while the FTIR spectra reveal the presence of BO₃ and BO₄ local structural units. The UV–VIS–NIR absorption studies were carried out to calculate the bonding parameters ( and δ), to identify the ionic/covalent nature of the glasses. The JO parameters, experimental and theoretical oscillator strengths were also determined and reported. The luminescence spectra have been studied to determine the radiative transition probability (A), stimulated emission cross section () and the experimental and calculated branching ratios (β_R) for the excited levels that include ⁴F_9/2→⁶H_11/2, ⁶H_13/2, and ⁶H_15/2 transitions. The variation of optical properties with varying concentrations of dysprosium oxide content in the glasses are reported and discussed. The thermal behavior of Dy³⁺ doped lithium fluoroborate glasses have been reported by recording DSC thermograms.     

Topological probability and connection strength induced activity in complex neural networks

Recent experimental evidence suggests that some brain activities can be assigned to small-world networks. In this work, we investigate how the topological probability p and connection strength C affect the activities of discrete neural networks with small-world (SW) connections. Network elements are described by two-dimensional map neurons (2DMNs) with the values of parameters at which no activity occurs. It is found that when the value of p is smaller or larger, there are no active neurons in the network, no matter what the value of connection strength is; for a given appropriate connection strength, there is an intermediate range of topological probability where the activity of 2DMN network is induced and enhanced. On the other hand, for a given intermediate topological probability level, there exists an optimal value of connection strength such that the frequency of activity reaches its maximum. The possible mechanism behind the action of topological probability and connection strength is addressed based on the bifurcation method. Furthermore, the effects of noise and transmission delay on the activity of neural network are also studied.     

时间相依更新风险模型中无限时绝对破产概率的渐近性

本文考虑了两类时间相依且带常利率和常值保费收入率的更新风险模型的无限时绝对破产概率, 其中索赔额及其到达时间间隔构成独立同分布的随机对列, 以及每个随机对遵循某种相依结构. 基于此, 当索赔额分布属于R_-∞∩J(γ), γ > 0 分布族时, 我们分别得到了两类时间相依结构下的无限时绝对破产概率的渐近公式和渐近上界.