Wald意义下的局部π—Bayes最优决策

本文在某些必要的条件下，证明ｗａｌｄ意义下的最优决策的存在性。并表明：ｗａｌｄ意义下的最优决策作为一种π－Ｒａｙｅｓ最优决策实际上是局部的。     

Approximating the departure process from aG/G/1 loss system

The departure process from aG/G/1 loss system with generally distributed interarrival time, generally distributed service time, a single server, and no waiting room is approximated in steady state. Furthermore, the tandem behavior of the system is approximated, approximation results are provided, and are compared against those from a simulation study.

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Zusammenfassung Für das BedienungsmodellG/G/1 ohne Warteraum wird eine Approximation des Abgangsprozesses im stationären Zustand angegeben, wobei allgemein verteilte Zwischenankunfts- und Bedienungszeiten angenommen sind. Ferner werden für den Fall, daß mehrere solche Bediener in Reihen geschaltet sind, approximative Resultate angegeben und mit Simulationen überprüft.

     

单模光纤连接损耗研究

本文从单模光纤高斯模场解析分析法入手,推出了单模光纤归一化频率与高斯模场直径的解析表达式,此后,导出了单模光纤连接中同时存在横向偏移,轴线倾斜,端面间隙,以及光纤直径不匹配时的连接损耗更加完整而普通的计算公式,从而为单模光纤连接器及单模光纤熔接机对准系统的设计提供了依据。     

A numerical method for reflected diffusions: Control of the reflection directions and applications

We are concerned with a numerical method for the optimal control of the reflection directions of a reflected diffusion process, and with either a discounted or an ergodic cost criterion. The Markov chain approximation method is adapted to this nonclassical problem and convergence of the method is proved. The problem originally arose in the important application of rerouting in large trunk-line communications systems. A reasonable heavy-traffic approximation leads to the described model. The numerical method has been applied with success, but no proofs of convergence were given previously. Nonboundary controls can be easily added.This work was partially supported by Grants (AFOSR) F49620-92-J-008-1DEF, AFOSR-91-0375, and DAAH04-93-6-0070.     

基于微机的失磁保护装置

基于微型计算机的失磁保护装置因其主体是计算机,所以具有很强的计算功能及记忆功能,这些特点使得保护装置可以较高精度地实现复杂的保护特性.本文所述装置的硬件由单板机及扩展的一些外部装置组成,外部装置包括数据采集系统及打印机、开关控制设备等.软件由调试和运行两大部分组成,实现了单个单板机既能作开发工具,也能作运行主机的目的.     

Dielectric and magnetic properties of xNiFe2O4+(1−x)Ba0.9Sr0.1TiO3 composites

Magnetoelectric composites, namely, xNiFe₂O₄+(1−x)Ba_0.9Sr_0.1TiO₃ were prepared by standard double sintering ceramic method. The X-ray diffraction analysis was carried out to check the phases formed during sintering and to calculate the lattice parameters. Scanning electron microscope (SEM) micrographs were taken to understand the microstructure of the samples. The dielectric constant (ε′) and loss tangent (tan δ) were measured as a function of frequency in the frequency range 100 Hz–1 MHz. Variation of dielectric constant and loss tangent with temperature and composition has been reported. The hysteresis measurements were done to determine saturation magnetization (M_S) and coersivity (H_c). The variation of saturation magnetization and magnetic moment is interpreted in terms of composition.     

The Effects of Polarization and Non-Linearity on the Performance of WDM System with Optical Cross-Connects

The performance of a wavelength division multiplexing (WDM) system with optical cross-connects (OXCs) and in the presence of polarization and nonlinear effects was analyzed. We determined the effect of PMD and PDL; nonlinearity such as XPM, SPM, and FWM; and CD on the system performance. We found that the system outage probability is highest at DGD threshold for the respective maximum eye closure (EC). We showed that the allowable DGD depends on the time slot for one bit T, which is the inverse of the network bit rate. Wider T is more immune to large PMD with the EC still maintained at the same level since DGD/T is unchanged. Our analysis also indicated that as DGD increases, BER increases. The BER also increases with increase in PDL and further increases with the presence of XPM, SPM, FWM, and CD.     

Modeling operational risk incorporating reputation risk: An integrated analysis for financial firms

It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically not taken into account when modeling and assessing operational risk. The aim of this paper is to fill this gap by assessing the consequences of operational risk for a financial firm including reputational losses. Toward this end, we extend current operational risk models by incorporating reputation losses. We propose three different models for reputation risk: a simple deterministic approach, a stochastic model using distributional assumptions, and an extension of the second model by taking into account a firm’s ability to deal with reputation events. Our results emphasize that reputational losses can by far exceed the original operational loss and that neglecting reputational losses may lead to a severe underestimation of certain operational risk types and especially fraud events.     

A many-server functional strong law for a non-stationary loss model

The purpose of this note is to show that it is possible to establish a many-server functional strong law of large numbers (FSLLN) for the fraction of occupied servers (i.e., the scaled number-in-system) without explicitly tracking through a measure valued process either the age or the residual service times of the jobs in a non-Markovian, non-stationary loss model. This considerable analytical simplification is achieved by exploiting a semimartingale representation. The fluid limit is shown to be the unique solution of a Volterra integral equation.     

一类分布族的损失函数和风险函数的Bayes推断

本文考虑如下一类分布族:F(t)=[g(t)]θ,-∞A0(1)其中g(t)是关于t单调递增的可微函数,且g(A)=0,g(B)=1.在共轭先验分布下研究了未知参数η=1θ的损失函数和风险函数的B ayes估计及其保守性质,并给出相应的B ayes估计的合理性.