This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu...This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained.展开更多
In this paper, a new statistic model named Center-Distance Continuous Probability Model (CDCPM) for speech recognition is described, which is based on Center-Distance Normal (CDN) distribution. In a CDCPM, the probabi...In this paper, a new statistic model named Center-Distance Continuous Probability Model (CDCPM) for speech recognition is described, which is based on Center-Distance Normal (CDN) distribution. In a CDCPM, the probability transition matrix is omitted, and the observation probability density function (PDF) in each state is in the form of embedded multiple-model (EMM) based on the Nearest Neighbour rule. The experimental results on two giant real-world Chinese speech databases and a real-world continuous-manner 2000 phrase system show that this model is a powerful one. Also,a distance measure for CDCPMs is proposed which is based on the Bayesian minimum classification error (MCE) discrimination.展开更多
This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random ...This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.展开更多
This paper solves the recognition problems of the Vowel Consonant and efficiency syllable of Uighurspeech, which is based on the Center-Distance Continuance Probability Model and Uighur speech database. And it an-alyz...This paper solves the recognition problems of the Vowel Consonant and efficiency syllable of Uighurspeech, which is based on the Center-Distance Continuance Probability Model and Uighur speech database. And it an-alyzes the result of recognition,brings forward the rationality that Uighur syllable is used as the base element ofrecognition and the difficulties we find in this study. This paper also gives the method of how to solve these problems.展开更多
Quantitative safety assessment of safety systems plays an important role in decision making at all stages of system lifecycle, i.e., design, deployment and phase out. Most safety assessment methods consider only syste...Quantitative safety assessment of safety systems plays an important role in decision making at all stages of system lifecycle, i.e., design, deployment and phase out. Most safety assessment methods consider only system parameters, such as configuration, hazard rate, coverage, repair rate, etc. along with periodic proof-tests （or inspection）. Not considering demand rate will give a pessimistic safety estimate for an application with low demand rate such as nuclear power plants, chemical plants, etc. In this paper, a basic model of IEC 61508 is used. The basic model is extended to incorporate process demand and behavior of electronic- and/or computer-based system following diagnosis or proof-test. A new safety index, probability of failure on actual demand （PFAD） based on extended model and demand rate is proposed. Periodic proof-test makes the model semi-Markovian, so a piece-wise continuous time Markov chain （CTMC） based method is used to derive mean state probabilities of elementary or aggregated state. Method to determine probability of failure on demand （PFD） （IEC 61508） and PFAD based on these state probabilities are described. In example, safety indices of PFD and PFAD are compared.展开更多
基金supported by the Nature Science Foundation of Hebei Province(A2014202202)supported by the Nature Science Foundation of China(11471218)
文摘This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained.
文摘In this paper, a new statistic model named Center-Distance Continuous Probability Model (CDCPM) for speech recognition is described, which is based on Center-Distance Normal (CDN) distribution. In a CDCPM, the probability transition matrix is omitted, and the observation probability density function (PDF) in each state is in the form of embedded multiple-model (EMM) based on the Nearest Neighbour rule. The experimental results on two giant real-world Chinese speech databases and a real-world continuous-manner 2000 phrase system show that this model is a powerful one. Also,a distance measure for CDCPMs is proposed which is based on the Bayesian minimum classification error (MCE) discrimination.
文摘This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.
文摘This paper solves the recognition problems of the Vowel Consonant and efficiency syllable of Uighurspeech, which is based on the Center-Distance Continuance Probability Model and Uighur speech database. And it an-alyzes the result of recognition,brings forward the rationality that Uighur syllable is used as the base element ofrecognition and the difficulties we find in this study. This paper also gives the method of how to solve these problems.
文摘Quantitative safety assessment of safety systems plays an important role in decision making at all stages of system lifecycle, i.e., design, deployment and phase out. Most safety assessment methods consider only system parameters, such as configuration, hazard rate, coverage, repair rate, etc. along with periodic proof-tests （or inspection）. Not considering demand rate will give a pessimistic safety estimate for an application with low demand rate such as nuclear power plants, chemical plants, etc. In this paper, a basic model of IEC 61508 is used. The basic model is extended to incorporate process demand and behavior of electronic- and/or computer-based system following diagnosis or proof-test. A new safety index, probability of failure on actual demand （PFAD） based on extended model and demand rate is proposed. Periodic proof-test makes the model semi-Markovian, so a piece-wise continuous time Markov chain （CTMC） based method is used to derive mean state probabilities of elementary or aggregated state. Method to determine probability of failure on demand （PFD） （IEC 61508） and PFAD based on these state probabilities are described. In example, safety indices of PFD and PFAD are compared.
