REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM

The representation of additive functionals and local times for jump Markov processes are obtained. The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented.

THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS

In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately （simply, the ultimately leaving-time）, the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.

Exponential stability of impulsive jump linear systems with Markov process

The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

In this paper, we consider the two-sided first exit problem for jump diffusion processes having jumps with rational Laplace transforms. We investigate the probabilistic property of conditional memorylessness, and drive the joint distribution of the first exit time from an interval and the overshoot over the boundary at the exit time.

On the Stability of Stochastic Jump Kinetics

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By “reasonable” we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By “explicit”, finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.

Simulation on the Time Progress of the Non-Point Source Pollution Load in Initial Stage Runoff for Small Watershed

Taking a reservoir in South China as an example, we use rainfall-runoff unit hydrograph method to analyze the time changing process of surface runoff inflow, which generated by typical design rainfall. On the basis of time series data of flow and water quality in control section of the main rivers in Xili Reservoir, we establish mathematical response relation between non-point source pollutants flux, such as flux of COD, flux of NH3-H, in catchment area of control section and runoff. Then we simulate the time dynamic change progress of non-point source pollution load which generate with the initial stage runoff that generated by design rainfall and flow into reservoir. It can provide technical parameters for the design of non-point source which generate from early runoff treatment project.

On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.

Hyper-exponential jump-diffusion model under the barrier dividend strategy

In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.

深冲钢炼钢区段专线化层流运行模式实践

鉴于某钢厂深冲钢炼钢区段运行效率较低、能量耗散较大、过程稳定性较差等问题,对炼钢区段各工序内时间-事件进行解析,协调优化各工序作业时间;并结合生产线特点,构建“一对一”层流专线化生产路径。生产实践表明:采用专线化层流运行模式生产深冲钢,可避免前、后工序间交叉运行时铁素流在空间、时间、能耗上的不确定性;工序间链接时间缩短,炼钢区段总作业时间从247.9 min缩短至193.5 min;过程能量耗散减少,转炉终点温度从1671.7℃降至1653.9℃。

多点位监控视频分析在火灾过程重构中的应用

以一起大型仓库火灾事故调查为例,介绍了多点位监控视频分析在火灾过程重构中的应用。通过点位初筛筛选出包含有效信息的视频,通过相对时间校准消除了各点位的时间误差,然后根据各点位视频画面综合分析确定了起火时间,根据各点位光影交叉定位和相互印证,确定了起火部位和火势发展情况,从而重构了该起火灾的起火过程。在此基础上,分析了火灾调查工作中提取多点位监控视频的注意事项,总结了多点位监控视频分析中的一些原则和方法。

高用胶量厚橡胶层二系叠层弹簧橡胶堆制品硫化成型工艺研究及硫化时间确定

研究硫化成型工艺对高用胶量厚橡胶层二系叠层弹簧橡胶堆制品质量的影响,并探究其硫化时间的确认方法。结果表明:采用压铸硫化成型方式完全可以满足该制品生产需求,且产品质量稳定性和生产合格率较高;根据产品胶料差示扫描量热分析、核磁共振法交联密度分析和刚度分析结果,采用胶层临界气泡点时间确定的产品硫化时间适宜,产品得到充分硫化。

基于点扩散函数的图像学高分辨率技术

常规基于一维假设的高分辨率处理技术如反褶积、反Q滤波方法等,针对水平构造或者小倾角构造有较好的处理效果,但在面向高陡构造或者断裂等复杂构造时处理效果不佳。而偏移成像结果可以看作是点扩散函数(PSF)与真实反射系数褶积的结果,高维空间条件下的高分辨率处理技术实际上是此正演问题的一个反问题,即基于成像结果进行反射系数反演。为此,提出了一种基于点扩散函数的高分辨率处理技术,首先基于点扩散函数的计算原理,推导出了基于高频近似条件下的快速求解算法,并在高维空间褶积理论的指导下结合图像学反演算法研发了纯数据驱动的点扩散函数提取技术,最后采用高维空间反褶积算法求得高分辨率成像结果,实现地震频带的有效拓宽和成像分辨率的提升。模型数据和实际数据测试结果表明,该算法可在不损失低频的前提下有效扩宽高频,且具有在计算效率与常规高分辨率算法基本相当的条件下有效提高不同展布方位地质体分辨率的优势。

Estimation for Nonnegative First-Order Autoregressive Processes with an Unknown Location Parameter

Consider a first-order autoregressive processes , where the innovations are nonnegative random variables with regular variation at both the right endpoint infinity and the unknown left endpoint θ. We propose estimates for the autocorrelation parameter f and the unknown location parameter θ by taking the ratio of two sample values chosen with respect to an extreme value criteria for f and by taking the minimum of over the observed series, where represents our estimate for f. The joint limit distribution of the proposed estimators is derived using point process techniques. A simulation study is provided to examine the small sample size behavior of these estimates.

Research on Estimation of Time Delay Difference in Passive Locating for Impulse Signal

Analyzed the relation between time delay difference and time delay estimation errors, based on the principles of three-point locating, a reformed threshold method for time delay difference estimation of impulse signals, called as amendment estimation for short, is developed by introducing channel equalization technique to its conventional version, named as direct estimation in this paper, to improve the estimation stability. After inherent relationship between time delay and phase shift of signals is analyzed, an integer period error compensation method utilized the diversities of both contribution share and contribution mode of concerned estimates is proposed under the condition of high precision phase lag estimation. Finally, a cooperative multi-threshold estimation method composed of amendment and direct estimations to process impulse signals with three thresholds is established. In sea trials data tests of passive locating, this method improves the estimation precision of time delay difference efficiently. The experiments verify the theoretical predictions.

A Statistical Model for Long-Term Forecasts of Strong Sand Dust Storms

Historical evidence indicates that dust storms of considerable ferocity often wreak havoc, posing a genuine threat to the climatic and societal equilibrium of a place. A systematic study, with emphasis on the modeling and forecasting aspects, thus, becomes imperative, so that efficient measures can be promptly undertaken to cushion the effect of such an unforeseen calamity. The present work intends to discover a suitable ARIMA model using dust storm data from northern China from March 1954 to April 2002, provided by Zhou and Zhang (2003), thereby extending the idea of empirical recurrence rate (ERR) developed by Ho (2008), to model the temporal trend of such sand dust storms. In particular we show that the ERR time series is endowed with the following characteristics: 1) it is a potent surrogate for a point process, 2) it is capable of taking advantage of the well developed and powerful time series modeling tools and 3) it can generate reliable forecasts, with which we can retrieve the corresponding mean number of strong sand dust storms. A simulation study is conducted prior to the actual fitting, to justify the applicability of the proposed technique.

Exploiting Virtual Elasticity of Production Systems for Respecting OTD-Part 1: Post-Optimality Conditions for Ergodic Order Arrivals in Fixed Capacity Regimes

Respecting the on-time-delivery (OTD) for manufacturing orders is mandatory. This depends, however, on the probability distribution of incoming order rate. The case of non-equal distribution, such as aggregated arrivals, may compromise the observance of on-time supplies for some orders. The purpose of this paper is to evaluate the conditions of post-optimality for stochastic order rate governed production systems in order to observe OTD. Instead of a heuristic or a simulative exploration, a Cartesian-based approach is applied to developing the necessary and sufficient mathematical condition to solve the problem statement. The research result demonstrates that increasing speed of throughput reveals a latent capacity, which allows arrival orders above capacity limits to be backlog-buffered and rescheduled for OTD, exploiting the virtual manufacturing elasticity inherent to all production systems to increase OTD reliability of non JIT-based production systems.

基于改进JPS的移动机器人路径规划算法

在移动机器人的路径规划技术中,跳点搜索算法(JPS)因具备简单、快速、易实现的特性而被广泛使用。然而,传统的JPS算法由于启发式函数搜寻效率低导致其搜索的节点数量冗余,而且难以有效兼顾规划路径的安全性。针对该问题,本文提出了一种改进的JPS算法。该方法设计了一种由对角线距离和方向信息结合的启发式函数用于提高寻路效率,并且进一步对规划路径进行平滑处理以有效兼顾规划路径的安全可靠性。移动机器人在复杂障碍物环境下的路径规划仿真实验表明,相较于JPS算法,本文改进后的JPS算法平均规划时间减少了13.4%,平均路径长度减少了3.1%,平均危险点数量降低了83.3%。

3D线激光检测封装陶瓷平面度研究

使用线扫描激光可以得到工件样品的点云数据描述工件的三维空间信息,通过对工件的三维空间信息的处理可以用来测量工件的平面度与尺寸。通过随机采样一致性(RANSAC,Random Sample Consensus)点云分割算法,提取出陶瓷的主平面。而后为了尽可能消除点云平面与工艺基准面的不重合,计算并提取出拟合平面的单位法向量,随后利用罗德里格斯公式求得法向量旋转至垂直与视觉平台的旋转矩阵,实现点云倾斜度矫正。而平面度的评定则采用最小区域评定法,同时与其他测量手段进行对比。

基于Kalman滤波的自适应数据融合方法及在轮毂检测中的应用

为了满足生产需要,对轮毂端径跳动量及最低点检测数据处理算法进行了研究。提出基于Kalman滤波的自适应数据融合方法,此算法可以根据标准化后的采样数据与三次B样条近似拟合算法得到的平滑后的数据点采用自适应方法计算各个数据点的不同权重系数最终得到融合后的数据;根据转换公式计算得到各面的端径跳动量差值及最低点角度。实验结果表明该算法数据处理的有效性及良好的鲁棒性。同时开发了轮毂检测系统,系统在轮毂以90度/s的情况下转动一圈得到测量数据后经过系统软硬件处理可使检测精度达到±3度以内,在测量时间及精度方面满足了客户技术文件要求,达到了满意的效果。

低熔点氨纶在大圆机上的应用

纬编针织物的用途越来越广泛,由原先的丝袜、内衣、睡衣到现在的运动休闲外套,针织面料内衣外穿化已成趋势,对面料的防勾、防脱散性能要求逐渐提高,而连云港杜钟新奥神氨纶有限公司研发生产的低熔点氨纶能解决这一问题。低熔点氨纶储存条件苛刻,在生产弹力布的过程中,容易出现粘连断头、染后粘合不良等现象。文章对低熔点氨纶的存储时间及纬弾布后整理工艺的选择进行对比,寻找面料粘合的最佳工艺。