Estimation of Poisson-Generalized Pareto Compound Extreme Value Distribution by Probability-Weighted Moments and Empirical Analysis

This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.

The Roughness of Model Function to the Basis Functions

The roughness of the model function f（x） to the basis functions has been identified. When the model function is continuous segment, its roughness does not depend on the behavior of the first segment, but depends on ＂h＂, the shift in the slope of two consecutive segments. If the distribution of design is uniform, f（x） is continuous segment function, and h is constant, then the maximum roughness is h2/192 obtained at the midpoint of the observations. Suppose that we have a sequence of designs {Pn（x）} then its corresponding distribution {Fn （x）} converges weakly to some distribution F（x）. Let D（f） be a set of discontinuous points off（x）, it is possible to take the limit of the roughness if D（f） has zero （dF）-measure. The behavior of maximum roughness of the discontinuous segment function has been studied by using grid points.

Analysis of distribution uniformity of nodes in wireless sensor networks

Wireless sensor networks have several special characteristics which make against the network coverage, such as shortage of energy, difficulty with energy supply and so on. In order to prolong the lifetime of wireless sensor networks, it is necessary to balance the whole network load. As the energy consumption is related to the situation of nodes, the distribution uniformity must be considered. In this paper, a new model is proposed to evaluate the nodes distribution uniformity by considering some parameters which include compression discrepancy, sparseness discrepancy, self discrepancy, maximum cavity radius and minimum cavity radius. The simulation results show that the presented model could be helpful for measuring the distribution uniformity of nodes scattered randomly in wireless sensor networks.

Locating method of fire source for spontaneous combustion of sulfide ores

in order to achieve a more efficient way to accurately detect the position of the fire source of spontaneous combustion underground mine, a simple fire source locating method, based on infrared scanning system which can determine the point where the highest temperature on the surface of igniting ores occurs, was proposed. First, the differential equations that describe heat flow in ore body were presented and the relationship between the surface temperature distribution and the depth and intensity of inner fire source was established with a relatively simple heat transfer model. With the solution of equation, the expression of the relationship between the surface temperature distribution and the inner fire source was deduced and the mathematical-physical model of heat transfer process was set up. Then, with the model, visualization of fire source on the basis of MATLAB simulation platform was realized. The results show that： 1） within 10 m, when the detecting depth is less than 2 m, the temperature perturbation on ores surface can change rapidly, and then slowly; after 4 m, in contrast, it changes very little, and is even close to zero at 10 m; 2） When it is close to self-ignition duration and the detective depths are 2, 5 and 10 m, respectively, the maximum temperature differences are correspondingly 0.5, 0.04 and 0.005 ℃ in the scope of 1 m×1 m; under the same condition, the maximum temperature differences are 1.391, 0.136 and 0.018 ℃, respectively, in the scope of 2 m×2 m. Therefore, this system can be used to measure the temperature differences on the surface of ore body and determine the highest temperature point directly. Also, it is possible to determine the depth of fire source and its intensity by locating method of fire source indirectly.

A novel scale-free network model based on clique growth

A novel scale-flee network model based on clique （complete subgraph of random size） growth and preferential attachment was proposed. The simulations of this model were carried out. And the necessity of two evolving mechanisms of the model was verified. According to the mean-field theory, the degree distribution of this model was analyzed and computed. The degree distribution function of vertices of the generating network P（d） is 2m^2m1^-3（d-m1 ＋ 1）^-3, where m and m1 denote the number of the new adding edges and the vertex number of the cliques respectively, d is the degree of the vertex, while one of cliques P（k） is 2m^2Ek^-3, where k is the degree of the clique. The simulated and analytical results show that both the degree distributions of vertices and cliques follow the scale-flee power-law distribution. The scale-free property of this model disappears in the absence of any one of the evolving mechanisms. Moreover, the randomicity of this model increases with the increment of the vertex number of the cliques.

Impact of Heterogeneity on Forwarding Schemes in Opportunistic Networks

In the paper, we concentrate on the infl uence of heterogeneity on the performance of forwarding algorithms under opportunistic networks. Therefore, we first describe two different heterogeneous network models, and capture the heterogeneity which concern mobile nodes' contact dynamics under the individual models and the spatial models. Then we investigate inter-contact time is not fully follow exponential distribution and compare the performance of the delivery delay between direct forwarding protocol and three-hop forwarding protocol under three network models. We illustrate the performance of message delivery delay under the spray and wait protocol and prophet protocol from simulation results. Our simulation results show that the heterogeneity should be considered for the performance of forwarding protocols.

Numerical study of homogeneous–heterogeneous reactions on stagnation point flow of ferrofluid with non-linear slip condition

This study deals with the stagnation point flow of ferrofluid over a flat plate with non-linear slip boundary condition in the presence of homogeneous-heterogeneous reactions.Three kinds of ferroparticles,namely,magnetite(Fe_3O_4),cobalt ferrite(CoFe_2O_4) and manganese zinc ferrite(Mn-ZnFe_2O_4) are taken into account with water and kerosene as conventional base fluids.The developed model of homogeneous-heterogeneous reactions in boundary layer flow with equal and unequal diffusivities for reactant and autocatalysis is considered.The governing partial differential equations are converted into system of non-linear ordinary differential equations by mean of similarity transformations.These ordinary differential equations are integrated numerically using shooting method.The effects of pertinent parameters on velocity and concentration profiles are presented graphically and discussed.We found that in the presence of Fe_3O_4-kerosene and CoFe_2O_4-kerosene,velocity profiles increase for large values of α and β whereas there is a decrement in concentration profiles with increasing values of if and K_s.Furthermore,the comparison between non-magnetic(A1_2O_3) and magnetic Fe_3O_4 nanoparticles is given in tabular form.

Probabilistic total transfer capability analysis based on static voltage stability region integrated with a modified distributed-level nodal-loading model

In this paper, a new evaluation method of probabilistic TTC based on SVSR calculation is developed through a hierarchical simulation. A smooth technology based on the non-parametric kernel estimator is adapted to obtain the time-dependent probabilistic density function of the feeder-head load data. In order to describe possible operating change directions of the operating point, the original hyper-cone-like(HCL) model is constructed to consider the probabilistic distribution function(PDF) extracted from feeder-head load data to replace the simple Normal Distribution model and the uncertain generator outputs. To realize the fast TTC calculation of the current operating point in random conditions, a sub-hyper-cone-like(SHCL) model in full power injections space is proposed, which is a similarity transformation of the original one.

Multiple Image Method for the Two Conductor Spheres in a Uniform Electrostatic Field

A method using multiple mirror images of point charges is put forward to analyze the polarization of two identical conductor spheres in a uniform electrostatic field.By use of the method,the electric field distribution and the interaction force between two spheres can be calculated accurately even for very small gap between two spheres.Our results show that the magnitude of the product of the gap between two spheres and the local electric field in the center of the gap is approximately in the same order and the interaction between two spheres increases very fast as the two spheres are close to each other.We also show that the interaction force between two conductor spheres is almost same with that between two dielectric spheres with high permittivity.

ON WEIGHTED RANDOMLY TRIMMED MEANS

A class of robust location estimators called weighted randomly trimmed means are introduced and not only their consistency and asymptotic normality are proved, but their influence functions, asymptotic variances and breakdown points are also derived. They possess the same breakdown points as the median, and some of them own higher asymptotic relative efficiencies at the heavy-tailed distributions than some other well-known location estimators; whereas the trimmed means, Winsorized means and Huber＇s M-estimator possess higher asymptotic relative efficiencies at the light-tailed distributions, in which Huber＇s M-estimator is the most robust.

Dynamics of a delayed epidemic model with varying immunity period and nonlinear transmission

An epidemic model with a class of nonlinear incidence rates and distributed delay is analyzed. The nonlinear incidence is used to describe the saturated or the psychological effect of certain serious epidemics on the community when the number of infectives is getting larger. The distributed delay is derived to describe the dynamics of infectious diseases with varying immunity. Lyapunov functionals are used to show that the diseasefree equilibrium state is globally asymptotically stable when the basic reproduction number is less than or equal to one. Moreover, it is shown that the disease is permanent if the basic reproduction number is greater than one. Furthermore, the sufficient conditions under which the endemic equilibrium is locally and globally asymptotically stable are obtained.

ON STATE FEEDBACK AND POLE ASSIGNMENT OF THE SECOND ORDER COUPLED SINGULAR DISTRIBUTED PARAMETER SYSTEMS IN HILBERT SPACE

State feedback and pole assignment of the second order coupled singular distributed parameter systems are discussed via functional analysis and operator theory in Hilbert space, in which infinite many poles are changed. The solutions of the problem and the constructive expression of the solutions are given by the generalized inverse of bounded linear operator. This research is theoretically important for studying the pole assignment and stabilization of the singular distributed parameter systems.