Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ（n） =EX1Xn＋1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level （x/√2 l...Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ（n） =EX1Xn＋1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level （x/√2 log n＋√2 log n-log（4π log n）/2√log n） √1-τ（n） ＋ X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on （0,1].展开更多
This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special c...This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.展开更多
A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of ...A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density （GMPHD） filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.展开更多
The differences between two sequences of nonnegative independent and identically distributed random variables with sub-exponential tails and the random index are studied. The random index is a strictly stationary rene...The differences between two sequences of nonnegative independent and identically distributed random variables with sub-exponential tails and the random index are studied. The random index is a strictly stationary renewal counting process generated by some negatively associated random variables. Using a revised large deviation result of partial sums, the elementary renewal theorem and the central limit theorem of negatively associated random variables, a precise large deviation result is derived for the random sums. The result is applied to the customer-arrival-based insurance risk model. Some uniform asymptotics for the ruin probabilities of an insurance company are obtained as the number of customers or the time tends to infinity.展开更多
Anovel beamforming algorithmnamed Delay Multiply and Sum(DMAS),which excels at enhancing the resolution and contrast of ultrasonic image,has recently been proposed.However,there are nested loops in this algorithm,so t...Anovel beamforming algorithmnamed Delay Multiply and Sum(DMAS),which excels at enhancing the resolution and contrast of ultrasonic image,has recently been proposed.However,there are nested loops in this algorithm,so the calculation complexity is higher compared to the Delay and Sum(DAS)beamformer which is widely used in industry.Thus,we proposed a simple vector-based method to lower its complexity.The key point is to transform the nested loops into several vector operations,which can be efficiently implemented on many parallel platforms,such as Graphics Processing Units(GPUs),and multi-core Central Processing Units(CPUs).Consequently,we considered to implement this algorithm on such a platform.In order to maximize the use of computing power,we use the GPUs andmulti-core CPUs inmixture.The platform used in our test is a low cost Personal Computer(PC),where a GPU and a multi-core CPU are installed.The results show that the hybrid use of a CPU and a GPU can get a significant performance improvement in comparison with using a GPU or using amulti-core CPU alone.The performance of the hybrid system is increased by about 47%–63%compared to a single GPU.When 32 elements are used in receiving,the fame rate basically can reach 30 fps.In the best case,the frame rate can be increased to 40 fps.展开更多
Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are...Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption.展开更多
We investigate how displaced thermal states （DTSs） evolve in a laser channel. Remarkably, the initial DTS, an example of a mixed state, still remains mixed and thermal. At long times, they finally decay to a highly ...We investigate how displaced thermal states （DTSs） evolve in a laser channel. Remarkably, the initial DTS, an example of a mixed state, still remains mixed and thermal. At long times, they finally decay to a highly classical thermal field only related to the laser parameters κ and g. The normal ordering product of density operator of the DTS in the laser channel leads to obtaining the analytical time-evolution expressions of the photon number, Wigner function, and von Neumann entropy. Also, some interesting results are presented via numerically investigating these explicit time-dependent expressions.展开更多
通过将模型的状态噪声和观测噪声均表示成高斯和的形式,推导出非线性非高斯状态空间模型的高斯和递推算法,进一步提出了对应的扩展卡尔曼和滤波器(extended Kalman sum filter,EKSF)和高斯厄密特和滤波器(Gauss-Hermite sum filter,GHSF...通过将模型的状态噪声和观测噪声均表示成高斯和的形式,推导出非线性非高斯状态空间模型的高斯和递推算法,进一步提出了对应的扩展卡尔曼和滤波器(extended Kalman sum filter,EKSF)和高斯厄密特和滤波器(Gauss-Hermite sum filter,GHSF)。EKSF和GHSF分别用扩展卡尔曼滤波器(extended Kalman filter,EKF)和高斯厄密特滤波器(Gauss-Hermite filter,GHF)作为高斯子滤波器。分析的结果表明,现有的高斯和滤波算法是本文算法的特例;仿真结果表明,EKSF和GHSF能有效处理非线性非高斯模型的状态滤波问题,与高斯和粒子滤波器(Gaussian sum particle filter,GSPF)相比,EKSF和GHSF在保证精度的同时,大大降低了计算量,仿真时间分别约为GSPF的5%和6%。展开更多
基金Supported by the Program for Excellent Talents in Chongqing Higher Education Institutions (120060-20600204)
文摘Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ（n） =EX1Xn＋1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level （x/√2 log n＋√2 log n-log（4π log n）/2√log n） √1-τ（n） ＋ X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on （0,1].
基金Supported by the Foundation of Suzhou Science and Technology University
文摘This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.
基金National Natural Science Foundation of China (60572023)
文摘A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density （GSPHD） filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussian sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaussian mixture probability hypothesis density （GMPHD） filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special case of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.
基金The National Natural Science Foundation of China (No.10671139,11001052)the Natural Science Foundation of Jiangsu Province(No. BK2008284 )+2 种基金China Postdoctoral Science Foundation ( No.20100471365)the Natural Science Foundation of Higher Education Institutions of Jiangsu Province (No. 09KJD110003)Postdoctoral Research Program of Jiangsu Province (No.0901029C)
文摘The differences between two sequences of nonnegative independent and identically distributed random variables with sub-exponential tails and the random index are studied. The random index is a strictly stationary renewal counting process generated by some negatively associated random variables. Using a revised large deviation result of partial sums, the elementary renewal theorem and the central limit theorem of negatively associated random variables, a precise large deviation result is derived for the random sums. The result is applied to the customer-arrival-based insurance risk model. Some uniform asymptotics for the ruin probabilities of an insurance company are obtained as the number of customers or the time tends to infinity.
基金This work was supported by the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJQN201801606)the Natural Sci-ence Foundation Project of CQ CSTC(cstc2017jcyjAX0092)+3 种基金the Scientific Research Program of Chongqing University of Education(Grant Nos.KY201924C,2017XJZDWT02)the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJ1601410)the Project‘Future School(Infant Education)’of National Center For Schooling Development Programme of China(Grant No.CSDP18FC2202)the Chongqing Electronics Engineering Technology Research Center for Interactive Learning,and the Chongqing Big Data Engineering Laboratory for Children.
文摘Anovel beamforming algorithmnamed Delay Multiply and Sum(DMAS),which excels at enhancing the resolution and contrast of ultrasonic image,has recently been proposed.However,there are nested loops in this algorithm,so the calculation complexity is higher compared to the Delay and Sum(DAS)beamformer which is widely used in industry.Thus,we proposed a simple vector-based method to lower its complexity.The key point is to transform the nested loops into several vector operations,which can be efficiently implemented on many parallel platforms,such as Graphics Processing Units(GPUs),and multi-core Central Processing Units(CPUs).Consequently,we considered to implement this algorithm on such a platform.In order to maximize the use of computing power,we use the GPUs andmulti-core CPUs inmixture.The platform used in our test is a low cost Personal Computer(PC),where a GPU and a multi-core CPU are installed.The results show that the hybrid use of a CPU and a GPU can get a significant performance improvement in comparison with using a GPU or using amulti-core CPU alone.The performance of the hybrid system is increased by about 47%–63%compared to a single GPU.When 32 elements are used in receiving,the fame rate basically can reach 30 fps.In the best case,the frame rate can be increased to 40 fps.
文摘Let {(D n, FFFn),n/->1} be a sequence of martingale differences and {a ni, 1≤i≤n,n≥1} be an array of real constants. Almost sure convergence for the row sums ?i = 1n ani D1\sum\limits_{i = 1}^n {a_{ni} D_1 } are discussed. We also discuss complete convergence for the moving average processes underB-valued martingale differences assumption.
基金Project supported by the National Natural Science Foundation of China(Grant No.11347026)the Natural Science Foundation of Shandong Province,China(Grant Nos.ZR2016AM03 and ZR2017MA011)
文摘We investigate how displaced thermal states （DTSs） evolve in a laser channel. Remarkably, the initial DTS, an example of a mixed state, still remains mixed and thermal. At long times, they finally decay to a highly classical thermal field only related to the laser parameters κ and g. The normal ordering product of density operator of the DTS in the laser channel leads to obtaining the analytical time-evolution expressions of the photon number, Wigner function, and von Neumann entropy. Also, some interesting results are presented via numerically investigating these explicit time-dependent expressions.
文摘通过将模型的状态噪声和观测噪声均表示成高斯和的形式,推导出非线性非高斯状态空间模型的高斯和递推算法,进一步提出了对应的扩展卡尔曼和滤波器(extended Kalman sum filter,EKSF)和高斯厄密特和滤波器(Gauss-Hermite sum filter,GHSF)。EKSF和GHSF分别用扩展卡尔曼滤波器(extended Kalman filter,EKF)和高斯厄密特滤波器(Gauss-Hermite filter,GHF)作为高斯子滤波器。分析的结果表明,现有的高斯和滤波算法是本文算法的特例;仿真结果表明,EKSF和GHSF能有效处理非线性非高斯模型的状态滤波问题,与高斯和粒子滤波器(Gaussian sum particle filter,GSPF)相比,EKSF和GHSF在保证精度的同时,大大降低了计算量,仿真时间分别约为GSPF的5%和6%。
