At first, the concept of bridge reliability is given, followed with its mathematic model. Then, based on the analysis about the mechanism of the damage and repair of bridges, and the state diversion of bridge network,...At first, the concept of bridge reliability is given, followed with its mathematic model. Then, based on the analysis about the mechanism of the damage and repair of bridges, and the state diversion of bridge network, the state diversion process is proved to be birth-and-death process. In the end, the state diversion balance equation of bridge network is built, and the evaluation model of wartime bridge reliability is got. The model is used in a certain example, and it is proved to be precise and credible.展开更多
This paper aims at two problems which exist in most of repairable spare part demand models at present: the exponential distribution as the basic assumption and one typical distribution corresponding to a model. A gene...This paper aims at two problems which exist in most of repairable spare part demand models at present: the exponential distribution as the basic assumption and one typical distribution corresponding to a model. A general repairable spare part demand model built on quasi birth-and-death process is developed. This model assumes that both the operational time of the unit and the maintenance time of the unit follow the continuous time phase type distributions. The first passage time distribution to be out of spares, the first mean time to be out of spares, and an algorithm to get the minimal amount of spares under certain restrictions are obtained. At the end of this paper, a numerical example is given.展开更多
The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001...The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001）. It is described that the law of this process conditioned on first hitting 0 is just the probability measure induced by a （4 - δ）- dimensional radial Ornstein-Uhlenbeck process with parameter -λ. Moreover, it is shown that the law of the conditioned process associated with the left eigenfunction of the process conditioned on first hitting 0 is induced by a one-parameter diffusion.展开更多
Many systems can display a very short,rapid changing stage(quasi-discontinuous region)inside a relatively very long and slowly changing process.A quantitative definition for the"quasi-discontinuity"in these ...Many systems can display a very short,rapid changing stage(quasi-discontinuous region)inside a relatively very long and slowly changing process.A quantitative definition for the"quasi-discontinuity"in these systems has been introduced.We have shown by a simplified model that extra-large Feigenbaum constants can be found inside some period-doubling cascades due to the quasi-discontinuity.As an example,this phenomenon has also been observed in Rose-Hindmash model describing neuron activities.展开更多
Based on the parallel bar system, combining with the synergetic method, the catastrophe theory and the acoustic emission test, a new motivated statistical damage model for quasi-brittle solid was developed. Taking con...Based on the parallel bar system, combining with the synergetic method, the catastrophe theory and the acoustic emission test, a new motivated statistical damage model for quasi-brittle solid was developed. Taking concrete for instances, the rationality and the flexibility of this model and its parameters-determining method were identified by the comparative analyses between theoretical and experimental curves. The results show that the model can simulate the whole damage and fracture process in the fracture process zone of material when the materials are exposed to quasi-static uniaxial tensile traction. The influence of the mesoscopic damage mechanism on the macroscopic mechanical properties of quasi-brittle materials is summarized into two aspects, rupture damage and yield damage. The whole damage course is divided into the statistical even damage phase and the local breach phase, corresponding to the two stages described by the catastrophe theory. The two characteristic states, the peak nominal stress state and the critical state are distinguished, and the critical state plays a key role during the whole damage evolution course.展开更多
Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed...Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed by Alzaid and Al-Osh [1]. We compare three estimation methods, the methods of moments, quasi-likelihood and conditional maximum likelihood and study their asymptotic properties. To compare the bias of the estimators in small samples, we perform a simulation study for various parameter values. Using the theory of estimating equations, we obtain expressions for the variance-covariance matrices of those three estimators, and we compare their asymptotic efficiency. Finally, we apply the methods derived in the paper to a real time series.展开更多
In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This di...In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This discrete time multiserver queueing system with autoregressive arrivals is more suitable for modeling the Asynchronous Transfer Mode(ATM) multiplexer queue with Variable Bit Rate (VBR) coded teleconference traffic. DAR(1) is described by a few parameters and it is easy to match the probability distribution and the decay rate of the autocorrelation function with those of measured real traffic. For this queueing system we obtained the stationary distribution of the system size and the waiting time distribution of an arbitrary packet with the help of matrix analytic methods and the theory of Markov regenerative processes. Also we consider negative binomial distribution, generalized Poisson distribution, Borel-Tanner distribution defined by Frank and Melvin(1960) and zero truncated generalized Poisson distribution as the special cases of Quasi-Negative Binomial Distribution-II. Finally, we developed computer programmes for the simulation and empirical study of the effect of autocorrelation function of input traffic on the stationary distribution of the system size as well as waiting time of an arbitrary packet. The model is applied to a real data of number of customers waiting for checkout in an airport and it is established that the model well suits this data.展开更多
文摘At first, the concept of bridge reliability is given, followed with its mathematic model. Then, based on the analysis about the mechanism of the damage and repair of bridges, and the state diversion of bridge network, the state diversion process is proved to be birth-and-death process. In the end, the state diversion balance equation of bridge network is built, and the evaluation model of wartime bridge reliability is got. The model is used in a certain example, and it is proved to be precise and credible.
基金Supported by National Defense Foundation of P. R. China (41319060206)
文摘This paper aims at two problems which exist in most of repairable spare part demand models at present: the exponential distribution as the basic assumption and one typical distribution corresponding to a model. A general repairable spare part demand model built on quasi birth-and-death process is developed. This model assumes that both the operational time of the unit and the maintenance time of the unit follow the continuous time phase type distributions. The first passage time distribution to be out of spares, the first mean time to be out of spares, and an algorithm to get the minimal amount of spares under certain restrictions are obtained. At the end of this paper, a numerical example is given.
文摘The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001）. It is described that the law of this process conditioned on first hitting 0 is just the probability measure induced by a （4 - δ）- dimensional radial Ornstein-Uhlenbeck process with parameter -λ. Moreover, it is shown that the law of the conditioned process associated with the left eigenfunction of the process conditioned on first hitting 0 is induced by a one-parameter diffusion.
基金Supported by the National Natural Science Foundation of China under Grant No.19975039the Foundation of Jiangsu Provincial Education Committee under the Grant No.98kjb140006.
文摘Many systems can display a very short,rapid changing stage(quasi-discontinuous region)inside a relatively very long and slowly changing process.A quantitative definition for the"quasi-discontinuity"in these systems has been introduced.We have shown by a simplified model that extra-large Feigenbaum constants can be found inside some period-doubling cascades due to the quasi-discontinuity.As an example,this phenomenon has also been observed in Rose-Hindmash model describing neuron activities.
基金Projects(90510018, 50679006) supported by the National Natural Science Foundation of ChinaProject(NCET-05-0413) support by the Program for New Century Excellent Talents in University
文摘Based on the parallel bar system, combining with the synergetic method, the catastrophe theory and the acoustic emission test, a new motivated statistical damage model for quasi-brittle solid was developed. Taking concrete for instances, the rationality and the flexibility of this model and its parameters-determining method were identified by the comparative analyses between theoretical and experimental curves. The results show that the model can simulate the whole damage and fracture process in the fracture process zone of material when the materials are exposed to quasi-static uniaxial tensile traction. The influence of the mesoscopic damage mechanism on the macroscopic mechanical properties of quasi-brittle materials is summarized into two aspects, rupture damage and yield damage. The whole damage course is divided into the statistical even damage phase and the local breach phase, corresponding to the two stages described by the catastrophe theory. The two characteristic states, the peak nominal stress state and the critical state are distinguished, and the critical state plays a key role during the whole damage evolution course.
文摘Various models have been proposed in the literature to study non-negative integer-valued time series. In this paper, we study estimators for the generalized Poisson autoregressive process of order 1, a model developed by Alzaid and Al-Osh [1]. We compare three estimation methods, the methods of moments, quasi-likelihood and conditional maximum likelihood and study their asymptotic properties. To compare the bias of the estimators in small samples, we perform a simulation study for various parameter values. Using the theory of estimating equations, we obtain expressions for the variance-covariance matrices of those three estimators, and we compare their asymptotic efficiency. Finally, we apply the methods derived in the paper to a real time series.
文摘In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the marginal distribution. This discrete time multiserver queueing system with autoregressive arrivals is more suitable for modeling the Asynchronous Transfer Mode(ATM) multiplexer queue with Variable Bit Rate (VBR) coded teleconference traffic. DAR(1) is described by a few parameters and it is easy to match the probability distribution and the decay rate of the autocorrelation function with those of measured real traffic. For this queueing system we obtained the stationary distribution of the system size and the waiting time distribution of an arbitrary packet with the help of matrix analytic methods and the theory of Markov regenerative processes. Also we consider negative binomial distribution, generalized Poisson distribution, Borel-Tanner distribution defined by Frank and Melvin(1960) and zero truncated generalized Poisson distribution as the special cases of Quasi-Negative Binomial Distribution-II. Finally, we developed computer programmes for the simulation and empirical study of the effect of autocorrelation function of input traffic on the stationary distribution of the system size as well as waiting time of an arbitrary packet. The model is applied to a real data of number of customers waiting for checkout in an airport and it is established that the model well suits this data.
