Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate

Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.

乡镇污水处理厂(站)及配套管网项目EPC总承包模式下的设计管理

本文就这类项目设计管理工作中的重、难点问题,设计与施工、生产怎样进一步融合等问题,进行了梳理和思考总结,并提出了一些相应的解决办法和思路。从国家层面到地方政府,对水环境污染治理的重视程度日益上升,对于不满足出水水质要求或处理规模不满足现状的乡镇污水处理厂(站)及配套管网,甚至有的乡镇还未覆盖污水处理厂(站)而自然排放的情况,进行新、改、扩建和提标的工作就显得尤为重要,并且迫在眉睫。其关键又在于设计,设计单位的好坏、设计成果的快慢、设计的规模、标准、组成、结构、工艺等特征方案的确定等,直接影响后续采购、实施工作的顺利开展。而设计的关键又在于对现状乡镇的整体调研和现状数据的收集,以及根据当地自然水域污染物排放标准的规定,选定与之配套的处理工艺以达到出水水质排放标准。

Hierarchical Code Assignment Algorithm and StateBased CDMA Protocol for UWSN

The characteristics of underwater acoustic channel such as long propagation delay and low bit rate cause the MAC(Medium Access Control) protocols designed for radio channels to be either inapplicable,or have low efficiency for UWSN(Underwater Sensor Network).We propose a hierarchical and distributed code assignment algorithm based on divisive probability function which can avoid conflict between spread codes with high probability,and provide a statebased MAC protocol for UWSN.Without RTS/CTS(Request To Send/Clear To Send) handshaking,each node maintains a neighbor table including state field,and packages are forwarded according to the state of the receiver,so it can avoid the interference caused by transmitting to a sending node in a half-duplex system and improve channel utilization.The design of power control minimizes the nearfar effect inherent in CDMA.Simulation results reveal that state-based CDMA protocol shows outstanding performance in throughput,delivery ratio and resource-consumption.

Controlled Remote Preparation of a Two-Qubit State via an Asymmetric Quantum Channel

I present a new scheme for probabilistic remote preparation of a general two-qubit state from a sender to either of two receivers.The quantum channel is composed of a partial entangled tripartite Greenberger-Horne-Zeilinger (GHZ) state and a W-type state.I try to realize the remote two-qubit preparation by using the usual projective measurement and the method of positive operator-valued measure,respectively.The corresponding success probabilities of the scheme with different methods as well as the total classical communication cost required in this scheme are also calculated.

Controlled Probabilistic Teleportation of an Unknown Multi-Particle High-Dimensional Entangled State

We propose a protocol for controlled probabilistic teleportation of an unknown tripartite qutrit entangled state with two partial tripartite qutrit entangled states as the quantum channel. It is found that teleportation associated with the generalized qutrit Bell-basis measurement, the generalized qutrit π-state measurement and the generalized Hadamard operator in three-dimensional Hilbert space. We generalize the protocol for controlled probabilistic teleportation of an unknown k-particle qudit entangled state with a multi-particle qudit entangled state and a tripartite qudit entangled state as the quantum channel. We also calculate the classical communication cost required in both cases.

Controlled Teleportation of Two-Partic le Entanglement via a Cluster State

In order to teleport an unknown two-par-ticle entangled state via a cluster state, a controlled teleportation schelre is proposed. It is shown that an unknown two-particle entangled state can be successfully transmitted from the sender Alice to the receiver Bob with the help of the supervisor Charlie via the only one four-particle cluster state. The receiver can reconstruct the teleported state according to the lmasurement results of the sender and supervisor. Quantum Controlled-NOT （CNOT） gate and POVM are used, which have been accom-plished in a quantum experiment, so it is believed that this scheme will be realized by experirnent. By analysis, the success probability of the proposed scheme reaches 1.0.

Power Control for Fading Channels in Cognitive Radio Networks with Outage-Probability Minimization

Cognitive radio allows Secondary Users （SUs） to dynamically use the spectrum resource licensed to Prirmry Users （PUs）, and significantly improves the efficiency of spectrum utilization and is viewed as a promising technology. In cognitive radio networks, the problem of power control is an important issue. In this paper, we mainly focus on the problem of power control for fading channels in cognitive radio networks. The spectrum sharing underlay scenario is considered, where SUs are allowed to coexist with PUs on the condition that the outage probability of PUs is below the maximum outage probability threshold limitation due to the interference caused by SUs. Moreover, besides the outage probability threshold which is defined to protect the performance of PUs, we also consider the maximum transmit power constraints for each SU. With such a setup, we emphasize the problem of power control to minimize the outage probability of each SU in fading channels. Then, based on the statistical information of the fading channel, the closed expression for outage probability is given in fading channels. The Dual-Iteration Power Control （DIPC） algorithm is also proposed to minimize the outage probability based on Perron-Frobenius theory and gradient descent method under the constraint condition. Finally, simulation results are illustrated to demonstrate the performance of the proposed scheme.

Hellinger distance based probability distribution approach to performance monitoring of nonlinear control systems

Control performance monitoring has attracted great attention in both academia and industry over the past two decades. However, most research efforts have been devoted to the performance monitoring of linear control systems, without considering the pervasive nonlinearities(e.g. valve stiction) present in most industrial control systems. In this work, a novel probability distribution distance based index is proposed to monitor the performance of non-linear control systems. The proposed method uses Hellinger distance to evaluate change of control system performance. Several simulation examples are given to illustrate the effectiveness of the proposed method.

A novel dynamic call admission control policy for wireless network

To address the issue of resource scarcity in wireless communication, a novel dynamic call admission control scheme for wireless mobile network was proposed. The scheme established a reward computing model of call admission of wireless cell based on Markov decision process, dynamically optimized call admission process according to the principle of maximizing the average system rewards. Extensive simulations were conducted to examine the performance of the model by comparing with other policies in terms of new call blocking probability, handoff call dropping probability and resource utilization rate. Experimental results show that the proposed scheme can achieve better adaptability to changes in traffic conditions than existing protocols. Under high call traffic load, handoff call dropping probability and new call blocking probability can be reduced by about 8%, and resource utilization rate can be improved by 2%-6%. The proposed scheme can achieve high source utilization rate of about 85%.

Probabilistic Model of the Brown Rat Control

We represent assessment of the rats control operator＇s actions, starting from the placement of rat control means （chemical, mechanical and others） in the object territory until the full its elimination and followed by assessment of the probability of rat population recovery. The probability of success is evaluated when using a combination of rat control means. We took into account changes in rat population occurring in different calendar periods of the year. The proposed calculation method can be used in training programs, as well as for the local forecast of releasing objects from rats and rats＇ re-settling.

Generating W State with Qubits of Superconducting Quantum Interference Devices via Adiabatic Passage

A scheme is proposed to generate W state with qubits of superconducting quantum interference devices （SQUIDs）, based on adiabatic passage along dark state. Taking advantages of adiabatic passage, the scheme is very robust against decoherence, and it does not need to control the classical field and the interaction time accurately. Because of the achievable strong coupling between SQUID qubits and cavity, W state can be generated with high successful probability.

Pure Multiplicative Noises Induced Population Extinction in an Anti-tumor Model under Immune Surveillance

The dynamical characters of a theoretical anti-tumor model under immune surveillance subjected to a pure multiplicative noise are investigated. The effects of pure multiplicative noise on the stationary probability distribution （SPD） and the mean first passage time （MFPT） are analysed based on the approximate Fokker-Planck equation of the system in detail. For the anti-tumor model, with the multiplieative noise intensity D increasing, the tumor population move towards to extinction and the extinction rate can be enhanced. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.

Role based access control design using Triadic concept analysis

Role based access control is one of the widely used access control models.There are investigations in the literature that use knowledge representation mechanisms such as formal concept analysis(FCA),description logics,and Ontology for representing access control mechanism.However,while using FCA,investigations reported in the literature so far work on the logic that transforms the three dimensional access control matrix into dyadic formal contexts.This transformation is mainly to derive the formal concepts,lattice structure and implications to represent role hierarchy and constraints of RBAC.In this work,we propose a methodology that models RBAC using triadic FCA without transforming the triadic access control matrix into dyadic formal contexts.Our discussion is on two lines of inquiry.We present how triadic FCA can provide a suitable representation of RBAC policy and we demonstrate how this representation follows role hierarchy and constraints of RBAC on sample healthcare network available in the literature.

Adaptive Local Outlier Probability for Dynamic Process Monitoring

Complex industrial processes often have multiple operating modes and present time-varying behavior. The data in one mode may follow specific Gaussian or non-Gaussian distributions. In this paper, a numerically efficient movingwindow local outlier probability algorithm is proposed, lies key feature is the capability to handle complex data distributions and incursive operating condition changes including slow dynamic variations and instant mode shifts. First, a two-step adaption approach is introduced and some designed updating rules are applied to keep the monitoring model up-to-date. Then, a semi-supervised monitoring strategy is developed with an updating switch rule to deal with mode changes. Based on local probability models, the algorithm has a superior ability in detecting faulty conditions and fast adapting to slow variations and new operating modes. Finally, the utility of the proposed method is demonstrated with a numerical example and a non-isothermal continuous stirred tank reactor.

Online Forum Post Opinion Classification Based on Tree Conditional Random Fields Model

There is a major defect when using the traditional topic-opinion model for post opinion classifications in an online forum discussion.The accuracy of the classification based on the topic-opinion model highly depends on the observable topic-opinion features aiming at the subject,while a large number of posts do not have such features in a forum.Therefore,for the most part,the accuracy is less than 78%.To solve this problem,we propose a new method to identify post opinions based on the Tree Conditional Random Fields(T-CRFs)model.First,we select the topic-opinion features of the posts and associated opinion features between posts to construct the T-CRFs model,and then we use the T-CRFs model to label the opinions of the tree-structured posts under the same topic iteratively to reach a maximum joint probability.To reduce the training cost,we design a simplified tree diagram module and some feature templates.Experimental results suggest the proposed method costs less training time and improves the accuracy by 11%.

Sensing Time Optimization in Energy-Harvesting Cognitive Radio with Interference Rate Control

In this paper,an energy-harvesting cognitive radio(CR) is considered,which allows the transmitter of the secondary user(SU) to harvest the primary signal energy from the transmitter of the primary user(PU) when the presence of the PU is detected.Then the harvested energy is converted into the electrical power to supply the transmission of the SU at the detected absence of the PU.By adopting the periodic spectrum sensing,the average total transmission rate of the SU is maximized through optimizing the sensing time,subject to the constraints of the probabilities of false alarm and detection,the harvested energy and the interference rate control.The simulation results show that there deed exists an optimal sensing time that maximizes the transmission rate,and the maximum transmission rate of the energy-harvesting CR can better approach to that of the traditional CR with the increasing of the detection probability.

Conceptual Proposal of a Facility Design for Accommodating Minipigs for Pharmaceutical and Radiopharmaceutical Research

The use of Animal House Facilities of IPEN-CNEN/SP （Nuclear and Energetic Research Institute-National Nuclear Energy Commission/SP, Brazil） has provided rats and mice with controlled sanitary quality for research and quality control in the production of radiopharmaceuticals lots, produced at IPEN, following rules of CONCEA-Brazilian National Council for Animal Experimentation Control and approved in CEUA （Ethics Committee on the Use of Animals）, before they are sent to hospitals and clinics spread out in Brazil, for use in nuclear medicine. The production and the supply of high quality laboratory animals have fundamental importance for the accomplishment of vanguard scientific research, with reproducibility and universality. The quality of those animals depends, largely, on the available facilities for their production and lodging, to assure the demanded sanitary control and animal＇s welfare, in agreement with the ethical principles that control the activity. Therefore, the facilities design is of vital importance so that the mentioned requirements can be reached. Nevertheless, pigs and miniature pigs have gained importance as large animal models in medicine. With their size, organ capacity, and physiology resembling in several aspects that of humans, pigs are well suited for preclinical experiments and long-term safety studies. Minipigs will be used for preclinical testing of radiopharmaceuticals and assays radioactive materials for cardiac tests. This paper describes the premises and preliminary activities that have been performed at IPEN for the design of new Animal House Facilities dedicated to keeping minipigs taking into account fundamental aspects such as： animal＇s welfare, sanitation, genetic, in agreement with the ethical principles that control the activity and environmental concerns.

Variable structure control for descriptor Markovian jump systems subject to partially unknown transition probabilities

The descriptor Markovian jump systems( DMJSs)with partially unknown transition probabilities( PUTPs) are studied by means of variable structure control. First,by virtue of the strictly linear matrix inequality( LMI) technique,a sufficient condition is presented, under which the DMJSs subject to PUTPs are stochastically admissible. Secondly,a novel sliding surface function based on the system state and input is constructed for DMJSs subject to PUTPs; and a dynamic sliding mode controller is synthesized, which guarantees that state trajectories will reach the pre-specified sliding surface in finite time despite uncertainties and disturbances. The results indicate that by checking the feasibility of a series of LMIs,the stochastic admissibility of the overall closed loop system is determined. Finally,the validity of the theoretical results is illustrated with the example of the direct-current motor. Furthermore,compared with the existing literature,the state convergence rate,buffeting reduction and overshoot reduction are obviously optimized.

Robust background subtraction in traffic video sequence

For intelligent transportation surveillance, a novel background model based on Mart wavelet kernel and a background subtraction technique based on binary discrete wavelet transforms were introduced. The background model kept a sample of intensity values for each pixel in the image and used this sample to estimate the probability density function of the pixel intensity. The density function was estimated using a new Marr wavelet kernel density estimation technique. Since this approach was quite general, the model could approximate any distribution for the pixel intensity without any assumptions about the underlying distribution shape. The background and current frame were transformed in the binary discrete wavelet domain, and background subtraction was performed in each sub-band. After obtaining the foreground, shadow was eliminated by an edge detection method. Experimental results show that the proposed method produces good results with much lower computational complexity and effectively extracts the moving objects with accuracy ratio higher than 90%, indicating that the proposed method is an effective algorithm for intelligent transportation system.

Brief Introduction to and Review on Elements of Computational Statistics

A brief introduction and review of new book about the Elements of Computational Statistics is given.