选择性转发攻击是对无线传感网络(wireless sensor networks,WSNs)最危险的攻击,特别是在移动环境的WSNs下。为此,针对基于IPv6的移动WSNs,对选择性转发攻击进行研究,并提出基于序贯概率比测试(sequential probability ratio test,SPRT...选择性转发攻击是对无线传感网络(wireless sensor networks,WSNs)最危险的攻击,特别是在移动环境的WSNs下。为此,针对基于IPv6的移动WSNs,对选择性转发攻击进行研究,并提出基于序贯概率比测试(sequential probability ratio test,SPRT)的检测算法(SPRT-DA),该算法通过计算接受与丢失的数据包数识别恶意节点,并采用自适应的阈值机制排除恶意节点。实验数据表明,提出的SPRT-DA算法的检测率逼近100%。展开更多
The global financial crisis （GFC） has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for ca...The global financial crisis （GFC） has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme conditions using structural modeling techniques. Conditional Value at Risk （CVaR） and Conditional Probability of Default （CPD） techniques are used to measure capital erosion. Significant increase in Probability of Default （PD） is found during the GFC period. The market asset value based approach indicates a much higher PD than external ratings indicate. Capital adequacy recommendations are formulated which distinguish between real and nominal capital based on asset fluctuations.展开更多
In this paper, we will explore the essence of the phenomenon that state with less entanglement may generate greater Bell violation in the two-qubit Bell tests with CH-type inequalities, i.e., more nonlocality with les...In this paper, we will explore the essence of the phenomenon that state with less entanglement may generate greater Bell violation in the two-qubit Bell tests with CH-type inequalities, i.e., more nonlocality with less entanglement. We will show that this interesting but counterintuitive phenomenon is caused by the rotational asymmetry of the nonmaximally entangled state in the measurement plane. This asymmetry allows the both-side detection probabilities and the one-side detection probabilities obtain their maximal values with nonmaximally entangled state. But the maximal Bell violation may not always happen on nonmaximally entangled state, because these probabilities will compete with each other, and the Bell violation behaves differently for various CH-type inequalities.展开更多
In this paper, we address an open problem raised by Levy(2009) regarding the design of a binary minimax test without the symmetry assumption on the nominal conditional probability densities of observations. In the bin...In this paper, we address an open problem raised by Levy(2009) regarding the design of a binary minimax test without the symmetry assumption on the nominal conditional probability densities of observations. In the binary minimax test, the nominal likelihood ratio is a monotonically increasing function and the probability densities of the observations are located in neighborhoods characterized by placing a bound on the relative entropy between the actual and nominal densities. The general minimax testing problem at hand is an infinite-dimensional optimization problem, which is quite difficult to solve. In this paper, we prove that the complicated minimax testing problem can be substantially reduced to solve a nonlinear system of two equations having only two unknown variables, which provides an efficient numerical solution.展开更多
文摘选择性转发攻击是对无线传感网络(wireless sensor networks,WSNs)最危险的攻击,特别是在移动环境的WSNs下。为此,针对基于IPv6的移动WSNs,对选择性转发攻击进行研究,并提出基于序贯概率比测试(sequential probability ratio test,SPRT)的检测算法(SPRT-DA),该算法通过计算接受与丢失的数据包数识别恶意节点,并采用自适应的阈值机制排除恶意节点。实验数据表明,提出的SPRT-DA算法的检测率逼近100%。
文摘The global financial crisis （GFC） has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme conditions using structural modeling techniques. Conditional Value at Risk （CVaR） and Conditional Probability of Default （CPD） techniques are used to measure capital erosion. Significant increase in Probability of Default （PD） is found during the GFC period. The market asset value based approach indicates a much higher PD than external ratings indicate. Capital adequacy recommendations are formulated which distinguish between real and nominal capital based on asset fluctuations.
基金Supported by National Natural Science Foundation of China under Grant Nos.10905028,U1204616,11204072,61378011Program for Science & Technology Innovation Talents in Universities of Henan Province under Grant No.2012HASTIT028+2 种基金Program for Science and Technology Innovation Research Team in University of Henan Province under Grant No.13IRTSTHN020Science Foundation of Henan Provincial Education Department under Grant No.2010A140010Hubei Provincial Department of Education under Grant No.20121406
文摘In this paper, we will explore the essence of the phenomenon that state with less entanglement may generate greater Bell violation in the two-qubit Bell tests with CH-type inequalities, i.e., more nonlocality with less entanglement. We will show that this interesting but counterintuitive phenomenon is caused by the rotational asymmetry of the nonmaximally entangled state in the measurement plane. This asymmetry allows the both-side detection probabilities and the one-side detection probabilities obtain their maximal values with nonmaximally entangled state. But the maximal Bell violation may not always happen on nonmaximally entangled state, because these probabilities will compete with each other, and the Bell violation behaves differently for various CH-type inequalities.
基金supported by National Natural Science Foundation of China(Grant Nos.61473197,61671411 and 61273074)Program for Changjiang Scholars and Innovative Research Team in University(Grant No.IRT 16R53)Program for Thousand Talents(Grant Nos.2082204194120 and 0082204151008)
文摘In this paper, we address an open problem raised by Levy(2009) regarding the design of a binary minimax test without the symmetry assumption on the nominal conditional probability densities of observations. In the binary minimax test, the nominal likelihood ratio is a monotonically increasing function and the probability densities of the observations are located in neighborhoods characterized by placing a bound on the relative entropy between the actual and nominal densities. The general minimax testing problem at hand is an infinite-dimensional optimization problem, which is quite difficult to solve. In this paper, we prove that the complicated minimax testing problem can be substantially reduced to solve a nonlinear system of two equations having only two unknown variables, which provides an efficient numerical solution.
