Optimal volume-corrected laplace-metropolis method

The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented.     

基于人工神经网络的商业银行信用风险模型

在对人工神经网络的基本原理进行简要介绍的基础上 ,着重对构建商业银行信用风险的人工神经网络模型进行了研究 ,实证结果表明 ,人工神经网模型具有很高的预测精度     

Simple Constructions of Almost k-wise Independent Random Variables

We present three alternative simple constructions of small probability spaces on n bits for which any k bits are almost independent. The number of bits used to specify a point in the sample space is (2 + o(1)) (log log n + k/2 + log k + log 1/?), where ? is the statistical difference between the distribution induced on any k bit locations and the uniform distribution. This is asymptotically comparable to the construction recently presented by Naor and Naor (our size bound is better as long as ? < 1/(k log n)). An additional advantage of our constructions is their simplicity.     

马尔可夫链在产品可靠性预测中的应用

事物未来的状态仅仅受事物现状的影响，而与过去的状态无关，也就是具有马尔可夫性。用马尔可夫链的理论与方法，对具有马尔可夫性产品的可靠性进行预测，既为产品的可靠性设计和产品售后服务的经济性分析提供了参考，也为马尔可夫模型的实际应用拓广了范围。通过实例说明在数学软件的帮助下这种预测方法的简单可行性。     

A subjective Bayesian approach to the theory of queues II — Inference and information in M/M/1 queues

This is a sequel to Part I of A Subjective Bayesian Approach to the Theory of Queues. The focus here is on inference and a use of Shannon's measure of information for assessing the amount of information conveyed by the various types of data from queues. The notation and terminology used here is established in Part I.     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Second-order properties of the loss probability inM/M/s/s +c systems

The Erlang loss function, which gives the steady state loss probability in anM/M/s/s system, has been extensively studied in the literature. In this paper, we look at the similar loss probability inM/M/s/s + c systems and an extension of it to nonintegral number of servers and queue capacity. We study its monotonicity properties. We show that the loss probability is convex in the queue capacity, and that it is convex in the traffic intensity if is below some ^* and concave if is greater that ^*, for a broad range of number of servers and queue capacities. We prove that the one-server loss system is the onlyM/M/s/s +c system for which the loss probability is concave in the traffic intensity in all its range.Research supported by Grant BD/645/90-RM from Junta Nacional de Investigação Científica e Tecnológica.On leave from: Departamento de Matemática, Instituto Superior Técnico, Av. Rovisco Pais, 1096 Lisboa Codex, Portugal.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

Performance of orthogonal frequency division multiplexing based M-ary quadrature amplitude modulation in asymmetrical dual-hop mixed RF-FSO transmission system

This paper investigates the performance of a dual-hop mixed relay system with radio frequency (RF) and free-space optics (FSO) communication under the effect of pointing error (PE) and atmospheric turbulence (AT). This paper considers a system where RF and FSO links are cascaded. The RF link is modeled by Nakagami-m fading, and the FSO link is modeled as gamma–gamma (G-G) fading channel. Both the channel models use orthogonal frequency division multiplexing (OFDM) with M-ary quadrature amplitude modulation (QAM). The expressions for probability density function, cumulative distribution function, signal-to-noise ratio, and ergodic capacity are derived. The moment generating function (MGF) of fading and the bit error rate (BER) of the OFDM-based M-ary QAM scheme is derived in terms of Meijer's G-function. It has been observed that, in fixed gain relay systems, the modulation scheme's BER is dominated by the SNR of the RF link. While in a variable gain relay system, the turbulence conditions of the FSO system affect the SNR and the BER of the modulation method. The feasibility of heterodyne detection and intensity modulation direct detection (IM/DD) is analyzed in terms of outage probability and ergodic capacity. The results can be used to choose the optimal modulation order and relay system for QAM-OFDM-based optical wireless systems.