Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

Asymmetry in the Multiprotein Systems of Molecular Biology

Signaling in living systems needs to achieve high specificity, to be reversible, and to achieve high signal to noise. Signaling mediated by multiprotein systems has evolved that avoids the requirement for high-affinity binary complexes that would be difficult to reverse and which, in the overcrowded cell, would lead to excessive noise in the system. Symmetrical structures are only occasionally formed. When they are, it is principally to colocate components, for example, the tyrosyl kinases of growth factors, where dimers form. Symmetry is, however, often broken, presumably to create more sensitivity and specificity in the signaling system by assembling other components, into higher-order multiprotein systems. The binding of a single heparin to two 1:1 FGF:FGFR complexes is an example, as is the binding of a single ligase to the Xrcc4 dimer, perhaps so creating a further DNA-binding site.     

TDI线扫相机光学通道建模与仿真

卫星相机建模与仿真研究不论在民用还是军事领域都具有重要的理论研究和实际应用价值。根据TDI线扫相机的工作原理建立了一个TDI线扫相机光学通道的数学模型,该模型包括从景物到TDI CCD离散图像的几何投影关系和能量传递关系两部分,对于确定的成像系统,给定景物参数和光学系统参数,就可以确定对应图像传感器上的离散图像。为了验证模型,对一幅卫星图像进行了计算机仿真。建立的模型可以用来研究当成像条件改变时对图像的影响,进一步还可以用来发展虚拟卫星相机系统。     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

某实时控制系统在QNX上的具体实现

简述了QNX实时操作系统的特点，详细介绍了一实时控制系统在QNX4．25上的具体实现。     

Online weighted flow time and deadline scheduling

In this paper we study some aspects of weighted flow time. We first show that the online algorithm Highest Density First is an O(1)-speed O(1)-approximation algorithm for P|r_i,pmtn|∑w_iF_i. We then consider a related Deadline Scheduling Problem that involves minimizing the weight of the jobs unfinished by some unknown deadline D on a uniprocessor. We show that any c-competitive online algorithm for weighted flow time must also be c-competitive for deadline scheduling. We then give an O(1)-competitive algorithm for deadline scheduling.     

Dual frames in connected with generalized sampling in shift-invariant spaces

The aim of this article is to derive stable generalized sampling in a shift-invariant space by using some special dual frames in L²(0,1). These sampling formulas involve samples of filtered versions of the functions in the shift-invariant space. The involved samples are expressed as the frame coefficients of an appropriate function in L²(0,1) with respect to some particular frame in L²(0,1). Since any shift-invariant space with stable generator is the image of L²(0,1) by means of a bounded invertible operator, our generalized sampling is derived from some dual frame expansions in L²(0,1).     

描述光伏效应的新解析模型

 对陆启生等人提出的描述光伏效应的解析模型涉及的边界条件进行了讨论，提出了一个适用性更宽的解析模型。通过对新模型、陆的模型以及另一个解析模型的比较，对前两个模型能够描述光伏型光电探测器在强光辐照时的信号饱和效应的原因进行了解释。     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

基于空间平滑的矩阵分解算法

本文研究了协方差矩阵分解算法解相关的问题,提出了一种修正的矩阵分解算法-基于空间平滑的矩阵分解（SSMD）算法。SMMD算法能在低信噪比条件下的估计相干信源,且估计精度比原修正的算法高,计算量比原修正算法小,最后通过大量的计算机仿真实验来说明矩阵修正算法的性能。