A model was proposed for addressing investment risk of the flee reserve in the form of credit or currency risk. This risk was expressed by a constant amount K （ e. g., securitization） upon an interest-increasing eve...A model was proposed for addressing investment risk of the flee reserve in the form of credit or currency risk. This risk was expressed by a constant amount K （ e. g., securitization） upon an interest-increasing event and a random variable Z representing the recovery rate of a bond or a devaluation factor. The model equation is an integro-differential equation with deviating arguments. The analytical solutions were obtained for the probability of survival as Z is a discrete random variable and as Z is a continuous random variable respectively.展开更多
We consider a discrete time risk model in which the net payout （insurance risk） {Xk, k = 1, 2,...} are assumed to take real values and belong to the heavy-tailed class L∩ D and the discount factors （financial risk...We consider a discrete time risk model in which the net payout （insurance risk） {Xk, k = 1, 2,...} are assumed to take real values and belong to the heavy-tailed class L∩ D and the discount factors （financial risk） {Yk, k = 1,2,...} concentrate on [θ, L], where 0 〈 0 〈 1, L 〈 ∞, {Xk, k = 1,2,...}, and {Yk, k=1,2,...} are assumed to be mutually independent. We investigate the asymptotic behavior of the ruin probability within a finite time horizon as the initial capital tends to infinity, and figure out that the convergence holds uniformly for all n ≥ 1, which is different from Tang Q H and Tsitsiashvili G （Adv Appl Prob, 2004, 36： 1278-1299）.展开更多
In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duratio...In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.展开更多
The random field characteristics of earthquake occurrence is studied, the random field of earthquake occurrence is defined according to basic concepts of random field, and expectations of the random field are discusse...The random field characteristics of earthquake occurrence is studied, the random field of earthquake occurrence is defined according to basic concepts of random field, and expectations of the random field are discussed. It is proved that this random field is inhomogeneous. The average of the random field can not be estimated from the spatial-distribution average. So, in order to overcome this shortcoming, and assistant random field is introduced.This assistant random filed is homogenous and ergodic. The average of this random field can be evaluated from spatial-distribution average. On the basis of these results, earthquake occurrence rate adopted by Chinese Seismic Zoning Map(1990 version) are tested by using recent 15 years data and recent 50 years data.展开更多
The author discusses necessary and sufficient conditions of the complete con- vergence for sums of B-valued independent but not necessarily identically distributed r.v.'s in Banach space of type p, and obtains cha...The author discusses necessary and sufficient conditions of the complete con- vergence for sums of B-valued independent but not necessarily identically distributed r.v.'s in Banach space of type p, and obtains characterization of Banach space of type p in terms of the complete convergence. A series of classical results on iid real valued r.v.'s are ex- tended. As application authors give the analogous results for randomly indexed sums.展开更多
Consider a branching random walk, where the underlying branching mechanism is governed by a Galton-Watson process and the moving law of particles by a discrete random variable on the integer lattice Z. Denote by Zn（z...Consider a branching random walk, where the underlying branching mechanism is governed by a Galton-Watson process and the moving law of particles by a discrete random variable on the integer lattice Z. Denote by Zn（z） the number of particles in the n-th generation in the model for each z ∈ Z. We derive the exact convergence rate in the local limit theorem for Zn（z） assuming a condition like ＂EN（logN）1＋λ 〈 ∞＂ for the offspring distribution and a finite moment condition on the motion law. This complements the known results for the strongly non-lattice branching random walk on the real line and for the simple symmetric branching random walk on the integer lattice.展开更多
This paper is to investigate the convergence rate of asymptotic normality of frequency polygon estimation for density function under mixing random fields, which include strongly mixing condition and some weaker mixing...This paper is to investigate the convergence rate of asymptotic normality of frequency polygon estimation for density function under mixing random fields, which include strongly mixing condition and some weaker mixing conditions. A Berry-Esseen bound of frequency polygon is established and the convergence rates of asymptotic normality are derived. In particularly, for the optimal bin width , it is showed that the convergence rate of asymptotic normality reaches to ?when mixing coefficient tends to zero exponentially fast.展开更多
This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on hal...This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on half-duplex mode. Then, we give out receiving diversity relay scheme and coding diversity relay scheme, and present their jointly decoding methods. Furthermore, we discuss the performance of the two schemes with different power allocation coefficients. Simulations show that our relay schemes can achieve different gain with the help of relay node. And, we should allocate power to source node to just guarantee relay node can decode successfully, and allocate remain power to relay node as far as possible. In this way, this DF relay system not only achieves diversity gain, but also achieves higher and smooth spectrum efficiency.展开更多
目的心房颤动(房颤)的节律和心率治疗是两种常见的治疗策略,目前两者之间的选择仍存在争议,本研究通过荟萃分析评估这两种策略的综合获益。方法在Cochrane Central Register of Controlled Trials、Embase、PMC和Web of Science中搜索...目的心房颤动(房颤)的节律和心率治疗是两种常见的治疗策略,目前两者之间的选择仍存在争议,本研究通过荟萃分析评估这两种策略的综合获益。方法在Cochrane Central Register of Controlled Trials、Embase、PMC和Web of Science中搜索随机对照试验。使用STATA 15.0软件来评估研究的效果、敏感性、异质性和发表偏倚。结果研究共纳入了22项试验,42037例参与者。与速率控制组相比,节律治疗获得的主要终点事件更少,且随时间增加更加更为显著。5年随访显示,两组的远期生存率无明显差异。节律控制对左心室射血分数(LVEF,SMD=-0.40,95%CI:-0.68~-0.13,P=0.004)、代谢当量(METs,SMD=-0.42,95%CI:-0.76~-0.08,P=0.016)、运动耐受时间(SMD=-0.71,95%CI:-0.76~-0.49,P=0.000)和生活质量(QOL)评分(SMD=-0.92,95%CI:-1.76,-0.07,P=0.034)的改善更加显著。在节律控制组中缺血性卒中更少(OR=0.85,95%CI:0.78,0.94,P=0.016)。在左心房内径(LAD)、左心室舒张末期内径(LVEDD)、栓塞事件中两种治疗策略无显著性差异。结论恢复窦性心律可显著改善心功能和生活质量,节律控制的综合获益在长期治疗中更为显著。心率控制一直被认为是一种可行的妥协方案,但节律性治疗无疑将是更广阔的发展前景。与之前的指南相比,这项荟萃分析建议采用更积极的节律性治疗。展开更多
基金Project supported by National Natural Science Foundation of China （Grant Nos. 10471088, 60572126）
文摘A model was proposed for addressing investment risk of the flee reserve in the form of credit or currency risk. This risk was expressed by a constant amount K （ e. g., securitization） upon an interest-increasing event and a random variable Z representing the recovery rate of a bond or a devaluation factor. The model equation is an integro-differential equation with deviating arguments. The analytical solutions were obtained for the probability of survival as Z is a discrete random variable and as Z is a continuous random variable respectively.
基金supported by the National Natural Science Foundation of China (10671149)the Ministry of Education of China, the Natural Science Foundation of Jiangxi(2008GQS0035)the Foundation of the Hubei Provincial Department of Education (B20091107)
文摘We consider a discrete time risk model in which the net payout （insurance risk） {Xk, k = 1, 2,...} are assumed to take real values and belong to the heavy-tailed class L∩ D and the discount factors （financial risk） {Yk, k = 1,2,...} concentrate on [θ, L], where 0 〈 0 〈 1, L 〈 ∞, {Xk, k = 1,2,...}, and {Yk, k=1,2,...} are assumed to be mutually independent. We investigate the asymptotic behavior of the ruin probability within a finite time horizon as the initial capital tends to infinity, and figure out that the convergence holds uniformly for all n ≥ 1, which is different from Tang Q H and Tsitsiashvili G （Adv Appl Prob, 2004, 36： 1278-1299）.
基金The NNSF (10671072) of China"Shu Guang" project (04SG27) of Shanghai Municipal Education CommissionShanghai Education Development Foundation
文摘In this paper, we examine further annuity-due risk model presented by Cai （Probability in the Engineering and Informational Sciences, 16（2002）, 309-324）. We consider the computation for the distribution of duration of first negative surplus and the algorithm is shown for calculating probability that ruin occurs and the duration of first negative surplus takes any nonnegative integers values. Numerical illustration for the main result is given.
文摘The random field characteristics of earthquake occurrence is studied, the random field of earthquake occurrence is defined according to basic concepts of random field, and expectations of the random field are discussed. It is proved that this random field is inhomogeneous. The average of the random field can not be estimated from the spatial-distribution average. So, in order to overcome this shortcoming, and assistant random field is introduced.This assistant random filed is homogenous and ergodic. The average of this random field can be evaluated from spatial-distribution average. On the basis of these results, earthquake occurrence rate adopted by Chinese Seismic Zoning Map(1990 version) are tested by using recent 15 years data and recent 50 years data.
基金Supported by the Science Fund of Tongji University
文摘The author discusses necessary and sufficient conditions of the complete con- vergence for sums of B-valued independent but not necessarily identically distributed r.v.'s in Banach space of type p, and obtains characterization of Banach space of type p in terms of the complete convergence. A series of classical results on iid real valued r.v.'s are ex- tended. As application authors give the analogous results for randomly indexed sums.
文摘Consider a branching random walk, where the underlying branching mechanism is governed by a Galton-Watson process and the moving law of particles by a discrete random variable on the integer lattice Z. Denote by Zn（z） the number of particles in the n-th generation in the model for each z ∈ Z. We derive the exact convergence rate in the local limit theorem for Zn（z） assuming a condition like ＂EN（logN）1＋λ 〈 ∞＂ for the offspring distribution and a finite moment condition on the motion law. This complements the known results for the strongly non-lattice branching random walk on the real line and for the simple symmetric branching random walk on the integer lattice.
文摘This paper is to investigate the convergence rate of asymptotic normality of frequency polygon estimation for density function under mixing random fields, which include strongly mixing condition and some weaker mixing conditions. A Berry-Esseen bound of frequency polygon is established and the convergence rates of asymptotic normality are derived. In particularly, for the optimal bin width , it is showed that the convergence rate of asymptotic normality reaches to ?when mixing coefficient tends to zero exponentially fast.
文摘This paper investigates rate adaptation schemes for decoding-and-forward (DF) relay system based on random projections codes (RPC). We consider a classic three node relay system model, where relay node performs on half-duplex mode. Then, we give out receiving diversity relay scheme and coding diversity relay scheme, and present their jointly decoding methods. Furthermore, we discuss the performance of the two schemes with different power allocation coefficients. Simulations show that our relay schemes can achieve different gain with the help of relay node. And, we should allocate power to source node to just guarantee relay node can decode successfully, and allocate remain power to relay node as far as possible. In this way, this DF relay system not only achieves diversity gain, but also achieves higher and smooth spectrum efficiency.
文摘目的心房颤动(房颤)的节律和心率治疗是两种常见的治疗策略,目前两者之间的选择仍存在争议,本研究通过荟萃分析评估这两种策略的综合获益。方法在Cochrane Central Register of Controlled Trials、Embase、PMC和Web of Science中搜索随机对照试验。使用STATA 15.0软件来评估研究的效果、敏感性、异质性和发表偏倚。结果研究共纳入了22项试验,42037例参与者。与速率控制组相比,节律治疗获得的主要终点事件更少,且随时间增加更加更为显著。5年随访显示,两组的远期生存率无明显差异。节律控制对左心室射血分数(LVEF,SMD=-0.40,95%CI:-0.68~-0.13,P=0.004)、代谢当量(METs,SMD=-0.42,95%CI:-0.76~-0.08,P=0.016)、运动耐受时间(SMD=-0.71,95%CI:-0.76~-0.49,P=0.000)和生活质量(QOL)评分(SMD=-0.92,95%CI:-1.76,-0.07,P=0.034)的改善更加显著。在节律控制组中缺血性卒中更少(OR=0.85,95%CI:0.78,0.94,P=0.016)。在左心房内径(LAD)、左心室舒张末期内径(LVEDD)、栓塞事件中两种治疗策略无显著性差异。结论恢复窦性心律可显著改善心功能和生活质量,节律控制的综合获益在长期治疗中更为显著。心率控制一直被认为是一种可行的妥协方案,但节律性治疗无疑将是更广阔的发展前景。与之前的指南相比,这项荟萃分析建议采用更积极的节律性治疗。
