The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average d...The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.展开更多
In this article, we construct an exponential martingale for the compound Poisson process with latent variable. With the help of this exponential martingale, we provide an asymptotic behavior of the coherent entropic r...In this article, we construct an exponential martingale for the compound Poisson process with latent variable. With the help of this exponential martingale, we provide an asymptotic behavior of the coherent entropic risk measure for the compound Poisson process and a deviation inequality for the ruin probability of the partly shifted risk process.展开更多
A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for the...A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for theperformance evaluation on control charts. This paper proposes the explicit formula for evaluating the average runlength on a two-sided modified exponentially weighted moving average chart under the observations of a first-orderautoregressive process, referred to as AR(1) process, with an exponential white noise. The performance comparisonof the explicit formula and the numerical integral technique is carried out using the absolute relative change forchecking the correct formula and the CPU time for testing speed of calculation. The results show that the ARL ofthe explicit formula and the numerical integral equation method are hardly different, but this explicit formula ismuch faster for calculating the ARL and offered accurate values. Furthermore, the cumulative sum, the classicalEWMA and the modified EWMA control charts are compared and the results show that the latter is better for smalland intermediate shift sizes. In addition, the explicit formula is successfully applied to real-world data in the healthfield as COVID-19 data in Thailand and Singapore.展开更多
Blue photoluminescence is observed in aged porous silicon samples anodized under Ar^(+)488 nm laser illumination.No samples have been undergone any heating treatment process.Both nanosecond and microsecond decay of bl...Blue photoluminescence is observed in aged porous silicon samples anodized under Ar^(+)488 nm laser illumination.No samples have been undergone any heating treatment process.Both nanosecond and microsecond decay of blue photoluminescence have been measured.Samples show a good monoexponential microsecond decay with lifetimes of about 5.3μs.Photoluminescence excitation spectra of blue and red Photoluminescence indicate there is a large Stokes shift(about 800-900meV)in the excitation spectra of red photoluminescence while no this marked Stokes shift in that of blue photoluminescence.The possible origin of the photoluminescence is discussed based on the experimental results.展开更多
In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via marti...In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.展开更多
Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality...Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.展开更多
基金the National Natural Science Foundation of China (60674027, 60574007)Doctoral Foundation of Education Ministry of China (20050446001).
文摘The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.
基金Supported by National Natural Science Foundation of China(11301461)Natural Science Foundation of Jiangsu Province(BK20130435)University Natural Science Foundation of Jiangsu Province(13KJB110031)
文摘In this article, we construct an exponential martingale for the compound Poisson process with latent variable. With the help of this exponential martingale, we provide an asymptotic behavior of the coherent entropic risk measure for the compound Poisson process and a deviation inequality for the ruin probability of the partly shifted risk process.
基金The research was supported by King Mongkut’s University of Technology North Bangkok Contract No.KMUTNB-62-KNOW-018.
文摘A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for theperformance evaluation on control charts. This paper proposes the explicit formula for evaluating the average runlength on a two-sided modified exponentially weighted moving average chart under the observations of a first-orderautoregressive process, referred to as AR(1) process, with an exponential white noise. The performance comparisonof the explicit formula and the numerical integral technique is carried out using the absolute relative change forchecking the correct formula and the CPU time for testing speed of calculation. The results show that the ARL ofthe explicit formula and the numerical integral equation method are hardly different, but this explicit formula ismuch faster for calculating the ARL and offered accurate values. Furthermore, the cumulative sum, the classicalEWMA and the modified EWMA control charts are compared and the results show that the latter is better for smalland intermediate shift sizes. In addition, the explicit formula is successfully applied to real-world data in the healthfield as COVID-19 data in Thailand and Singapore.
基金Supported by the National Natural Science Foundation of China under Grant No.59372108the Laboratory of Excited State Processes,Changchun Institute of Physics,Chinese Academy of Sciences。
文摘Blue photoluminescence is observed in aged porous silicon samples anodized under Ar^(+)488 nm laser illumination.No samples have been undergone any heating treatment process.Both nanosecond and microsecond decay of blue photoluminescence have been measured.Samples show a good monoexponential microsecond decay with lifetimes of about 5.3μs.Photoluminescence excitation spectra of blue and red Photoluminescence indicate there is a large Stokes shift(about 800-900meV)in the excitation spectra of red photoluminescence while no this marked Stokes shift in that of blue photoluminescence.The possible origin of the photoluminescence is discussed based on the experimental results.
基金Supported by the Natural Science Foundation of Jiangsu Province(BK20130260)the National Natural Science Foundation of China(11301369)the Postdoctoral Science Foundation of China(2013M540371)
文摘In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.
基金Supported by National Social Science Fund of China(17BTJ023)
文摘Modeling log-mortality rates on O-U type processes and forecasting life expectancies are explored using U.S. data. In the classic Lee-Carter model of mortality, the time trend and the age-specific pattern of mortality over age group are linear, this is not the feature of mortality model. To avoid this disadvantage, O-U type processes will be used to model the log-mortality in this paper. In fact, this model is an AR(1) process, but with a nonlinear time drift term.Based on the mortality data of America from Human Mortality database(HMD), mortality projection consistently indicates a preference for mortality with O-U type processes over those with the classical Lee-Carter model. By means of this model, the low bounds of mortality rates at every age are given. Therefore, lengthening of maximum life expectancies span is estimated in this paper.
