Markov process functionals in finance and insurance

The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the following conclusions are obtained： the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent increments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Markov process being still a Markov process are given.

Ti/Al_2O_3 Functionally Gradient Material Prepared by the Explosive Compaction/SHS Process

Ti1Al2O3 Functionally Gradient Material (FGM) was prepared by an explosive compaction/SHS process. Ten sheets of the compounding powder were laminated and pressed to get a green body of FGM. It was then compacted explosively By burying the explosive compaction body into a stoichiometric Al/TiO2 mixture and igniting the combustion of the stoichiometric Al/TiO2 mixture, the SHS reaction of the explosive compaction body was initiated by the heat released from the combustion of the stoichiometric Al/TiO2 mixture. In this way, Ti/Al2O3 FGM was synthesized. The adiabatic temperatures of each gradient layer were calculated when the preheating temperatures were 298 K and 1173 K, respectively The microstructure, composition and properties of Ti/Al2O3 FGM and the reaction mechanism of each gradient layer were studied. It was found that Ti/Al2O3 FGM prepared by the explosive compaction/SHS process had a high density and a high microhardness. Its structure, composition and properties showed apparent gradient distribution. The structure of the standard stoichiometric ratio gradient layer of FGM was a network structure. Its reaction mode could be described as follows: Al powder melted first, then the molten Al penetrated into the TiO2 zone and reacted with TiO2, and big pores were left in the original positions of Al powder. The reaction of gradient layers with the addition of Al3O3 as diluents was similar to that of the standard stoichiometric ratio gradient layer, so were their structure and composition. However, the reaction of gradient layers with the addition of Ti as diluents was more complex and the composition deviated slightly from the designed one

ON THE MEASURABILITY FOR FUNCTIONAL OF EMPIRICAL PROCESSES

In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study.

Consideration of green intelligent steel processes and narrow window stability control technology on steel quality

In order to promote the intelligent transformation and upgrading of the steel industry, intelligent technology features based on the current situation and challenges of the steel industry are discussed in this paper. Based on both domestic and global research, functional analysis, reasonable positioning, and process optimization of each aspect of steel making are expounded. The current state of molten steel quality and implementation under narrow window control is analyzed. A method for maintaining stability in the narrow window control technology of steel quality is proposed, controlled by factors including composition, temperature, time, cleanliness, and consumption(raw material). Important guidance is provided for the future development of a green and intelligent steel manufacturing process.

Rupture process of the M_L=4.1 earthquake in Huailai Basin on July 20, 1995

On July 20, 1995, an earthquake of ML=4.1 occurred in Huailai basin, northwest of Beijing, with epicenter coordinates 40.326°N, 115.448°E and focal depth 5.5 km. Following the main shock, seismicity sharply increased in the basin. This earthquake sequence was recorded by Sino-European Cooperative Huailai Digital Seismograph Network (HDSN) and the hypocentres were precisely located. About 2 hours after the occurrence of the main shock, a smaller event of WL=2.0 took place at 40.323°N. 115.447°E with a focal depth of 5.0 km, which is very close to the main shock. Using the ML=2.0 earthquake as an empirical Green's function, a regularization method was applied toretrieve the far-field source-time fonction (STF) of the main shock. Considering the records of HDSN are the typeof velocity, to depress high frequency noise, we removed instrument response from the records of the two events,then integrated them to get displacement seismogram before applying the regularization method. From the 5 fieldstations, P phases in vertical direction which mostly are about 0.5 s in length were used. The STFs obtained fromeach seismic phases are in good agreement, showing that the Mt=4.1 eedhquake consisted of two events. STFsfrom each station demonstrate an obvious 'seismic Doppler effect'. Assuming the nodal plane striking 37° anddipping 40°, determined by using P wave first motion data and aftershock distribution, is the fault plane, through atrial and error method, the following results were drawn：Both of the events lasted about 0. 1s, the ruptUre length ofthe first one is 0.5 km, longer than the second one which is 0.3 km, and the rupture velocity of the first event is 5.0km/s, larger than that of the second one which is about 3.0 km/s; the second event took place 0.06 s later than thefirst one; on the fault plane, the first event ruptured in the direction γ=140° measured clockwise from the strike of the fault, while the second event ruptured at γ=80°, the initial point of the second one locates at γ= -100° and 0.52 km from the beginning point of the first one. Using far-field ground displacement spectrum measurement method, the following source parameters about the ML=4.1 earthquake were also reached： the scalar earthquake moment is 3.3×1013 N·m, stress drop 4.6 MPa, rupture radius 0. 16 km.

Auxiliary error and probability density function based neuro-fuzzy model and its application in batch processes

This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.

A data-derived soft-sensor method for monitoring effluent total phosphorus

The effluent total phosphorus(ETP) is an important parameter to evaluate the performance of wastewater treatment process(WWTP). In this study, a novel method, using a data-derived soft-sensor method, is proposed to obtain the reliable values of ETP online. First, a partial least square(PLS) method is introduced to select the related secondary variables of ETP based on the experimental data. Second, a radial basis function neural network(RBFNN) is developed to identify the relationship between the related secondary variables and ETP. This RBFNN easily optimizes the model parameters to improve the generalization ability of the soft-sensor. Finally, a monitoring system, based on the above PLS and RBFNN, named PLS-RBFNN-based soft-sensor system, is developed and tested in a real WWTP. Experimental results show that the proposed monitoring system can obtain the values of ETP online and own better predicting performance than some existing methods.

Electron-Vibrational Energy Exchange in Nitrogen-Containing Plasma:a Comparison Between an Analytical Approach and a Kinetic Model

This paper investigates the electron-vibrational（e-V）energy exchange in nitrogencontaining plasma,which is very efficient in the case of gas discharge and high speed flow.Based on Harmonic oscillator approximation and the assumption of the e-V relaxation through a continuous series of Boltzmann distributions over the vibrational states,an analytic approach is derived from the proposed scaling relation of e-V transition rates.A full kinetic model is then investigated by numerically solving the state-to-state master equation for all vibrational levels.The analytical approach leads to a Landau-Teller（LT）-type equation for relaxation of vibrational energy,and predicts the relaxation time on the right order of magnitude.By comparison with the kinetic model,the LT-type equation is valid in typical electron temperatures in gas discharge.However,the analytical approach is not capable of describing the vibrational distribution function during the e-V process in which a full kinetic model is required.

Reliability Analysis for Air-Gap Detonation Transfer Interface by Numerical Simulation

In order to reduce the test samples in the reliability design and assessment,the function process of air-gap detonation transfer interface was simulated by LS-DYNA software.The stress nephograms for the detonation transfer processes of six kinds of design parameters were analyzed.The results show that when the length of air-gap is between 2 and 18 mm,the detonation can be normally transferred which is consistent with the test result of NeyerD method.The result has referential value for design and analysis of similar products.

Neural Mechanism in Emotion Regulation by Simultaneous Recording of EEG and fMRI

The combination of electroencephalogram (EEG) and functional magnetic resonance imaging(fMRI) is a very attractive aim in neuroscience in order to achieve both high temporal and spatial resolution for the non-invasive study of cognitive brain function. In this paper, we record simultaneous EEG-fMRI of the same subject in emotional processing experiment in order to explore the characteristics of different emotional picture processing, and try to find the difference of the subjects' brain hemisphere while viewing different valence emotional pictures. The late positive potential(LPP) is a reliable electrophysiological index of emotional perception in humans. According to the analysis results, the slow-wave LPP and visual cortical blood oxygen level-dependent (BOLD) signals are both modulated by the rated intensity of picture arousal. The amplitude of the LPP correlate significantly with BOLD intensity in visual cortex, amygdala, temporal area, prefrontal and central areas across picture contents.

Thermodynamic performance of Dual-Miller cycle(DMC) with polytropic processes based on power output, thermal efficiency and ecological function

This study reports a new model of an air standard Dual-Miller cycle(DMC) with two polytropic processes and heat transfer loss.The two reversible adiabatic processes which could not be realized in practice are replaced with two polytropic processes in order to more accurately reflect the practical working performance. The heat transfer loss is taken into account. The expressions of power output, thermal efficiency, entropy generation rate(EGR) and ecological function are addressed using finite-time thermodynamic theory. Through numerical calculations, the influences of compression ratio, cut-off ratio and polytropic exponent on the performance are thermodynamically analyzed. The model can be simplified to other cycle models under specific conditions, which means the results have an certain universality and may be helpful in the design of practical heat engines. It is shown that the entropy generation minimization does not always lead to the best system performance.

Connexin 30 controls the extension of astrocytic processes into the synaptic cleft through an unconventional non-channel function

Neurons and glial cells, particularly astrocytes, are the two main cell populations in the central nervous system. While it is established that brain functions primarily rely on neuronal activity, an active contribution of astrocytes to information processing is only starting to be considered. There is growing evidence that astrocytes, as part of the tripartite synapse, participate in this challenge by receiving and integrating neuronal signals and, in turn, by sending signals that target neurons[1]. The involvement of astrocytes in information processing has mainly been studied at the level of the single astrocyte, often missing the role of astrocyte networks in this process.

Apolipoprotein E gene polymorphisms associated with processing speed and executive functions in healthy Han Chinese

Dear Editor,A few studies have focused on exploring APOE gene- related effects on cognitive functions and brain activities in healthy populations. Bondi et aL found that ε4 carriers perform significantly worse on the California Verbal Learning Test than non-carriers in non-demented old subjects （mean age, 72 years）ε11. But the results are not entirely consistent. For example, Scarmeas et aL found no effect of the E4 allele on neuropsychological performance[2] in young adults, and Jochemsen et al. found that the ε4 allele is associated with age-related cognitive decline[3]. Furthermore, protective and negative effects of the E2 allele on cognition are inconsistent[4＇ s]. APOE E2 is thought to be a protective allele for AD in the elderly population due to its role in the superior cognitive performance of ε2 carriers compared to E3 or E4 carriers[5]. However, the ε2 allele has also been found to have a negative effect on AD pathology[4].

On Evaluating the Rate Function of Large Deviations for Jump Processes

This is a sequel to our joint paper in which upper bound estimates for large deviations for Markov chains are studied.The purpose of this paper is to characterize the rate function of large devia- tions for jump processes.In particular,an explicit expression of the rate function is given in the case of the process being symmetrizable.

The uniqueness of the integration factor associated with the exchanged heat in thermodynamics

State functions play important roles in thermodynamics.Different from the process function,such as the exchanged heatδQ and the applied workδW,the change of the state function can be expressed as an exact differential.We prove here that,for a generic thermodynamic system,only the inverse of the temperature,namely 1/T,can serve as the integration factor for the exchanged heatδQ.The uniqueness of the integration factor invalidates any attempt to define other state functions associated with the exchanged heat,and in turn,reveals the incorrectness of defining the entransy E_(vh)=CVT^(2)/2 as a state function by treating T as an integration factor.We further show the errors in the derivation of entransy by treating the heat capacity C_(V)as a temperature-independent constant.

Grey clustering evaluation based on AHP and interval grey number

Purpose–The purpose of this paper is to propose a grey clustering evaluation model based on analytic hierarchy process(AHP)and interval grey number(IGN)to solve the clustering evaluation problem with IGNs.Design/methodology/approach–First,the centre-point triangular whitenisation weight function with real numbers is built,and then by using interval mean function,the whitenisation weight function is extended to IGNs.The weights of evaluation indexes are determined by AHP.Finally,this model is used to evaluate the flight safety of a Chinese airline.The results indicate that the model is effective and reasonable.Findings–When IGN meets certain conditions,the centre-point triangular whitenisation weight function based on IGN is not multiple-cross and it is normative.It provides a certain standard and basis for obtaining the effective evaluation indexes and determining the scientific evaluation of the grey class.Originality/value–The traditional grey clustering model is extended to the field of IGN.It can make full use of all the information of the IGN,so the result of the evaluation is more objective and reasonable,which provides supports for solving practical problems.