Interference of probabilities and number field structure of quantum models

We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations.     

延迟和相关效应对Ne原子2p53s1,3P10-2p6 1S0跃迁的影响

利用多组态Dirac-Fock(MCDF)方法,系统地研究了延迟和相关效应对中性Ne原子2p53s1,3P01-2p61S0电偶极共振和复合跃迁的能量以及跃迁几率(寿命)的影响,给出了相应的跃迁能和辐射寿命,并与最新的实验观测和其他理论计算结果进行了比较.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

Estimates for transition probabilities on a compact manifold

The purpose of this note is to describe a procedure for transferring familiar estimates for transition probabilities on RN to transition probabilities on compact manifolds.     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Ranking Functions Induced by Weighted Average of Fuzzy Numbers

In this paper we present two definitions of possibilistic weighted average of fuzzy numbers, and by them we introduce two different rankings on the set of real fuzzy numbers. The two methods are dependent on several parameters. In the first case, the parameter is constant and the results generalize what Carlsson and Fuller have obtained in (2001). In the second case, the parameter is a function, not fixed a priori by the decision maker, but it depends on the position of the interval on the real axe. In all the two cases we call the parameter degree of risk, which takes into account of a risk-tendency or aversion of the decision maker.     

散射体系A+BC的平-振能量传递

用Alhassid与Levine所提出的动力学李代数的方法(简称A-L理论),研究了含有二级非简谐的共线散射体系A+BC的平-振能量传递问题,计算了散射过程含有主要动力学参量的跃迁矩阵和跃迁几率的解析表示式.     

An Analogue of the Cramér–Lundberg Approximation in the Optimal Investment Case

We consider ruin probabilities for an insurance company, which can also invest in the stock market. The risk process is modeled by a compound Poisson process and the stock price by geometric Brownian motion. We show that if the tails of the claims are light tailed, then the optimal strategy is asymptotically given by holding a constant $-value in the stock position. Furthermore, we show that a kind of Cramér–Lundberg approximation holds for the minimal ruin probability. Everything is shown under assumptions, which are analogous to the assumptions in the case of the classical Cramér–Lundberg approximation without investment.     

Transition energies, wavelengths, oscillator strengths and transition probabilities between 1s, 1sns and 1snp (2?n?9) states for He-like Silicon

Multiconfiguration Hartree-Fock calculations with Breit-Pauli relativistic corrections are reported for electric dipole transition (E1) energies, wavelengths, weighted oscillator strengths and transition probabilities between all of the 1s², 1sns and 1snp (2?n?9) states for He-like silicon. The results are found to compare very well with available other results except Δn=0 due to differences in the calculated excitation energies.     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...