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Markov process functionals in finance and insurance 被引量:7
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作者 GENG Xian-min LI Liang 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2009年第1期21-26,共6页
The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process ... The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the following conclusions are obtained: the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent increments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Markov process being still a Markov process are given. 展开更多
关键词 Markov process functional process with independent increments risk process
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ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES 被引量:11
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作者 刘艳 杨文权 胡亦钧 《Acta Mathematica Scientia》 SCIE CSCD 2006年第2期321-330,共10页
This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is ... This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is derived for the distribution of the surplus immediately before ruin, for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin. The asymptotic property of these ruin functions is also investigated. 展开更多
关键词 Correlated aggregate claims Poisson process Erlang process ruin functions
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QUALITY FUNCTION DEPLOYMENT IN BOTTOM-UP PROCESS FOR DESIGN REUSE 被引量:4
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作者 Tan Runhua, Duan Guolin, Liang Yanhong, Yuan Caiyun (School of Mechanical Engineering,Hebei University of Technology) 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2001年第4期381-384,共4页
To deal with a bottom up process model for design reuses a specific extended house of quality(EHOQ)is proposed Two kinds of supported functions,basic supported functions and new supported functions,are defined.Two ... To deal with a bottom up process model for design reuses a specific extended house of quality(EHOQ)is proposed Two kinds of supported functions,basic supported functions and new supported functions,are defined.Two processes to determine two kinds of functions are presented A kind of EHOQ matrix for a company is given and its management steps are studied. 展开更多
关键词 Quality function deployment BOTTOM up process Design reuse
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The Partial Autocorrelation Function of an ARMA (1.1) Process 被引量:1
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作者 Liang Shihui Mao Huijuan(Guizhou Uninersity) (Ningbo college) 《怀化学院学报》 1991年第1期80-83,共4页
In this paper, we obtain an explicit expression for the partial autocorrelation of an ARMA (1.1) process and discuss its asymptotic behaviour briefly.
关键词 AUTOCORRELATION function. partial AUTOCORRELATION function ANNA process the yule-walkerequations.
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Chemical and biological flocculation process to treat municipal sewage and analysis of biological function 被引量:6
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作者 XIASi-qing YANGDian-hai XUBin ZHAOJian-fu 《Journal of Environmental Sciences》 SCIE EI CAS CSCD 2005年第1期163-167,共5页
The pilot scale experimental apparatus and the procedure of the chemical and biological flocculation process to verify the feasibility in treating Shanghai municipal sewage were introduced in this paper. In addition, ... The pilot scale experimental apparatus and the procedure of the chemical and biological flocculation process to verify the feasibility in treating Shanghai municipal sewage were introduced in this paper. In addition, the biological function of the process was discussed. The results of optimal running showed that in the reaction tank, the concentration of mixed liquor suspended solid(MLSS) was 2 g/L, hydraulic retention time(HRT) was 35 min, dosage of liquid polyaluminium chloride(PAC) was 60 mg/L, and the concentration of polyacrylamide(PAM) was 0 5 mg/L. The effluent average concentrations of COD Cr , TP, SS and BOD 5 were 50 mg/L, 0 62 mg/L, 18 mg/L, and 17 mg/L, respectively. These were better than the designed demand. In addition, the existence of biological degradation in this system was proven by several methods. The removal efficiencies of the chemical and biological flocculation process were 20% higher than that of the chemical flocculation process above at the same coagulant dosage. The treatment process under different situations was evaluated on a pilot scale experiment, and the results provided magnificent parameters and optimal condition for future operation of the plant. 展开更多
关键词 chemical and biological flocculation process municipal water biological function
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ON THE MEASURABILITY FOR FUNCTIONAL OF EMPIRICAL PROCESSES
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作者 朱力行 《Acta Mathematica Scientia》 SCIE CSCD 1992年第4期457-462,共6页
In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit techni... In this paper, we give some results for checking the measurability of functional of empirical processes, their direct applications concern with the measurability of statis-tics constructed by Projection pursuit technique, thus the results obtained provide a basis in theory for projection pursuit study. 展开更多
关键词 ON THE MEASURABILITY FOR functionAL OF EMPIRICAL processES
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Processing Treatments of Beniseed (<i>Sesamum indicum</i>Linn) on Nutrients, Anti-Nutrients Composition and Functional Properties of Flour
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作者 Nwamaka A. Obeta Chika E. Otuu +1 位作者 Fabian U. Ugwuona Evangeline S. Peter 《Food and Nutrition Sciences》 2020年第4期314-325,共12页
Beniseed is an important oilseed, with high oil content and nutrient composition. The effect of processing (roasting, soaking, boiling, and germination) on proximate, mineral composition, anti-nutrients and functional... Beniseed is an important oilseed, with high oil content and nutrient composition. The effect of processing (roasting, soaking, boiling, and germination) on proximate, mineral composition, anti-nutrients and functional properties of the beniseed flour were analysed. Also the sensory properties of cookies from blends of wheat and beniseed flours were determined. The results showed that moisture, fat, crude protein, carbohydrate, ash and crude fibre contents of the flours were significantly different and ranged from 3.20% - 4.79%, 34.34% - 50.43%, 15.19% - 30.65%, 18.90% - 22.16%, 4.54% - 6.01% and 4.30% - 7.59%, respectively. Processing significantly (p < 0.05) reduced the anti-nutritional factors and germination gave the highest mineral values in the beniseed flours. Water absorption capacity, oil absorption capacity, foaming stability, foaming capacity and swelling index, ranged from 1.00 - 1.28, 1.10 - 1.13, 98.72 - 108.82, 2.94 - 19.80 and 1.14 - 1.54 respectively. Sensory evaluation showed that 20% soaked beniseed flour substitution of wheat had no significant difference with 100% wheat cookies. Germinated sample gave a more desired nutrient composition (low fat and carbohydrate, high protein and mineral composition) but performed poorly in sensory attributes. In conclusion, beniseed gave a good flour blend with wheat in baked products, also further processing of the germinated flour to improve the appearance will give more nutritious cookies. 展开更多
关键词 Beniseed functionAL NUTRIENTS processING
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Ti/Al_2O_3 Functionally Gradient Material Prepared by the Explosive Compaction/SHS Process 被引量:2
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作者 Yimin LI(Powder Metallurgy Research Institute, Central-South University of Technology, Changsha 410083, China)Ziqiao ZHENG(Department of Materials Science and Engineering, Central-South University of Technology, Changsha 410083, China) 《Journal of Materials Science & Technology》 SCIE EI CAS CSCD 1999年第3期271-275,共5页
Ti1Al2O3 Functionally Gradient Material (FGM) was prepared by an explosive compaction/SHS process. Ten sheets of the compounding powder were laminated and pressed to get a green body of FGM. It was then compacted expl... Ti1Al2O3 Functionally Gradient Material (FGM) was prepared by an explosive compaction/SHS process. Ten sheets of the compounding powder were laminated and pressed to get a green body of FGM. It was then compacted explosively By burying the explosive compaction body into a stoichiometric Al/TiO2 mixture and igniting the combustion of the stoichiometric Al/TiO2 mixture, the SHS reaction of the explosive compaction body was initiated by the heat released from the combustion of the stoichiometric Al/TiO2 mixture. In this way, Ti/Al2O3 FGM was synthesized. The adiabatic temperatures of each gradient layer were calculated when the preheating temperatures were 298 K and 1173 K, respectively The microstructure, composition and properties of Ti/Al2O3 FGM and the reaction mechanism of each gradient layer were studied. It was found that Ti/Al2O3 FGM prepared by the explosive compaction/SHS process had a high density and a high microhardness. Its structure, composition and properties showed apparent gradient distribution. The structure of the standard stoichiometric ratio gradient layer of FGM was a network structure. Its reaction mode could be described as follows: Al powder melted first, then the molten Al penetrated into the TiO2 zone and reacted with TiO2, and big pores were left in the original positions of Al powder. The reaction of gradient layers with the addition of Al3O3 as diluents was similar to that of the standard stoichiometric ratio gradient layer, so were their structure and composition. However, the reaction of gradient layers with the addition of Ti as diluents was more complex and the composition deviated slightly from the designed one 展开更多
关键词 AL SHS Ti/Al2O3 functionally Gradient Material Prepared by the Explosive Compaction/SHS process
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Board-invited review: Sensitivity and responses of functional groups to feed processing methods on a molecular basis 被引量:2
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作者 Peiqiang Yu 《Journal of Animal Science and Biotechnology》 SCIE CAS 2013年第1期1-4,共4页
In complex feed structures, there exist main chemical functional groups which are associated with nutrient utilization and availability and functionality. Each functional group has unique molecular structure therefore... In complex feed structures, there exist main chemical functional groups which are associated with nutrient utilization and availability and functionality. Each functional group has unique molecular structure therefore produce unique molecular vibration spectral profile. Feed processing has been used to improve nutrient utilization for many years. However, to date, there was little study on processing-induced changes of feed intrinsic structure and functional groups on a molecular basis within intact tissue. This is because limited research technique is available to study inherent structure on a molecular basis. Recently bioanalytical techniques: such as Synchrotron Infrared Microspectroscopy as well as Diffuse Reflectance Infrared Fourier Transform molecular spectroscopy have been developed. These techniques enable to detect molecular structure change within intact tissues. These techniques can prevent destruction or alteration of the intrinsic protein structures during processing for analysis. However, these techniques have not been used in animal feed and nutrition research. The objective of this review was show that with the advanced technique, sensitivity and responses of functional groups to feed processing on a molecular basis could be detected in my research team. These functional groups are highly associated with nutrient utilization in animals. 展开更多
关键词 Sensitivity and responses of functional groups Molecular structures Feed processing Nutrient utilizationand availability
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Development and Application of High-efficiency,Interactive Processing Functions of SP2 Parallel Computer
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《China Oil & Gas》 CAS 2000年第2期44-44,共1页
关键词 Development and Application of High-efficiency Interactive processing functions of SP2 Parallel Computer SP
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On the Functional Empirical Process and Its Application to the Mutual Influence of the Theil-Like Inequality Measure and the Growth
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作者 Pape Djiby Mergane Gane Samb Lo 《Applied Mathematics》 2013年第7期986-1000,共15页
We set in this paper a coherent theory based on functional empirical processes that allows to consider both the poverty and the inequality indices in one Gaussian field in which the study of the influence of the one o... We set in this paper a coherent theory based on functional empirical processes that allows to consider both the poverty and the inequality indices in one Gaussian field in which the study of the influence of the one over the other is done. We use the General Poverty Index (GPI), that is a class of poverty indices gathering the most common ones and a functional class of inequality measures including the Entropy Measure, the Mean Logarithmic Deviation, the different inequality measures of Atkinson, Champernowne, Kolm and Theil called Theil-Like Inequality Measures (TLIM). Our results are given in a unified approach with respect to the two classes instead of their particular elements. We provide the asymptotic laws of the variations of each class over two given periods and the ratio of the variation and derive confidence intervals for them. Although the variances may seem somehow complicated, we provide R codes for their computations and apply the results for the pseudo-panel data for Senegalwith a simple analysis. 展开更多
关键词 functional Empirical process Asymptotic NORMALITY WELFARE and Inequality Measure Weak LAWS Pro and Anti-Poor GROWTH
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Apolipoprotein E gene polymorphisms associated with processing speed and executive functions in healthy Han Chinese
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作者 Cheng-Cheng Zhang H ong-Yan Ren +9 位作者 Ming-LiLi Qiang Wang Wei Deng Wan-Jun Guo Wei Lei Bo Xiang Lian-Sheng Zhao Xiao-Hong Ma Yong-Gang Yao Tao Li 《Neuroscience Bulletin》 SCIE CAS CSCD 2015年第3期368-370,共3页
Dear Editor,A few studies have focused on exploring APOE gene- related effects on cognitive functions and brain activities in healthy populations. Bondi et aL found that ε4 carriers perform significantly worse on the... Dear Editor,A few studies have focused on exploring APOE gene- related effects on cognitive functions and brain activities in healthy populations. Bondi et aL found that ε4 carriers perform significantly worse on the California Verbal Learning Test than non-carriers in non-demented old subjects (mean age, 72 years)ε11. But the results are not entirely consistent. For example, Scarmeas et aL found no effect of the E4 allele on neuropsychological performance[2] in young adults, and Jochemsen et al. found that the ε4 allele is associated with age-related cognitive decline[3]. Furthermore, protective and negative effects of the E2 allele on cognition are inconsistent[4' s]. APOE E2 is thought to be a protective allele for AD in the elderly population due to its role in the superior cognitive performance of ε2 carriers compared to E3 or E4 carriers[5]. However, the ε2 allele has also been found to have a negative effect on AD pathology[4]. 展开更多
关键词 Apolipoprotein E gene polymorphisms associated with processing speed and executive functions in healthy Han Chinese GENE
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Auxiliary error and probability density function based neuro-fuzzy model and its application in batch processes
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作者 贾立 袁凯 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2015年第12期2013-2019,共7页
This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary erro... This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches. 展开更多
关键词 Batch process Auxiliary error model Probability density function Neuro-fuzzy model
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Synthetically quantitative evaluation function of characteristic parameters on CO_2 arc welding process 被引量:4
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作者 俞建荣 蒋力培 +2 位作者 史耀武 孙振国 王军波 《China Welding》 EI CAS 2001年第1期19-26,共8页
The statistical probability and their variation regularity of the measurable characteristic parameters in the CO 2 arc welding droplet short circuiting transfer process have been studied. The statistical analysis sh... The statistical probability and their variation regularity of the measurable characteristic parameters in the CO 2 arc welding droplet short circuiting transfer process have been studied. The statistical analysis shows that the sensitivity of each characteristic parameter with regard to the variation of the short circuiting transfer process is different. The sensitivity of 4 kinds among these characteristic parameters is more intense than that of the short circuiting transfer frequency. In order to take account of the synthetic influence of these characteristic parameters, by means of the characteristic parameters synthetic value, a quantitative evaluation function is built up to describe and evaluate the short circuiting transfer process of CO 2 arc welding in real time. The testing shows that the evaluation function can give a suitable synthetic valuation for the short circuiting transfer process with a variety of welding variables. 展开更多
关键词 CO 2 arc welding process characteristic parameters quantitative evaluation function
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Connexin 30 controls the extension of astrocytic processes into the synaptic cleft through an unconventional non-channel function 被引量:1
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作者 Jerome Clasadonte Philip G.Haydon 《Neuroscience Bulletin》 SCIE CAS CSCD 2014年第6期1045-1048,共4页
Neurons and glial cells, particularly astrocytes, are the two main cell populations in the central nervous system. While it is established that brain functions primarily rely on neuronal activity, an active contributi... Neurons and glial cells, particularly astrocytes, are the two main cell populations in the central nervous system. While it is established that brain functions primarily rely on neuronal activity, an active contribution of astrocytes to information processing is only starting to be considered. There is growing evidence that astrocytes, as part of the tripartite synapse, participate in this challenge by receiving and integrating neuronal signals and, in turn, by sending signals that target neurons[1]. The involvement of astrocytes in information processing has mainly been studied at the level of the single astrocyte, often missing the role of astrocyte networks in this process. 展开更多
关键词 Connexin 30 controls the extension of astrocytic processes into the synaptic cleft through an unconventional non-channel function
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The Exact Measure Functions of the Images for a Class of Self-Similar Processes 被引量:2
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作者 HUANG Li-hu LI Bing-zhang LIU Lu-qin (College of Mathematics and Computer Science, Wuhan University, Wuhan 430072, China) 《Wuhan University Journal of Natural Sciences》 CAS 2000年第1期1-6,共6页
Let X= (Ω, ■, ■_t, X_t,, θ_t, p~x) be a self-similar Markov process on (0,∞) with non-decreasing path. The exact Hausdorff and Packing measure functions of the image X([0,t] ) are obtained.
关键词 self-similar Markov process exact Hausdorff measure functions exact Packing measure function
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APPROXIMATION OF ADDITIVE FUNCTIONALS OF THE SYMMETRIC HUNT PROCESSES AND ITS APPLICATION
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作者 冯玉瑚 《Journal of China Textile University(English Edition)》 EI CAS 1996年第2期84-92,共9页
Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect... Approximate theorem of positive continuous additive functionals is discussed and then used to give a d-dimensional analogue to the representation of additive functiouals of one-dimensional Brownian Motion with respect to local time. 展开更多
关键词 : SYMMETRIC HUNT process ADDITIVE functional SMOOTH measure BROWNIAN motion local time
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ON THE RESPONSE FUNCTIONALS OF MATERIALS FOR THE IRREVERSIBLE PROCESSES OF THERMODYNAMICS
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作者 胡建阳 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS 1994年第3期60-65,共6页
Based on the continuum physics and taking into account variation of the heat dissipation, Helmholtz free ener-gy, internal energy and exothermicity with the thermodynamic process, in this paper, the functional equatio... Based on the continuum physics and taking into account variation of the heat dissipation, Helmholtz free ener-gy, internal energy and exothermicity with the thermodynamic process, in this paper, the functional equations of the general-ized stress and entropy associated ivith the time and temperature are derived for the irreversible process of thermoviscoelastic-plastic materials. As an example, the response functionals of Maxwell viscoelastic materials are obtained. 展开更多
关键词 viscoelasto-plastic materials irreversible process response functional generalized stress ENTROPY heat dissipation
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A design and application of compound multi-functional sensor in wood-based panel processing
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作者 XU Kai-hong ZHOU Ding-guo 《Journal of Forestry Research》 SCIE CAS CSCD 2006年第4期319-322,共4页
A compound multi-functional sensor was designed by the study on the on-line testing technology of wood-based panels, and its properties of shape, functions, size, resistance to special environment were studied in deta... A compound multi-functional sensor was designed by the study on the on-line testing technology of wood-based panels, and its properties of shape, functions, size, resistance to special environment were studied in details. The operational principles of different sensors, technical flow of manufacturing, development of software systems of special functions, and the assessments of technical specification were also be introduced. This sensor adopted many new technologies, such as the applications of piezoresistant effect and heat sensitive effect can effectively measure the pressure and temperature, digital signal processing technology was used to extract and treat signals, and resist interference, encapsulation technology was used to keep the normal run of sensor under a harsh environment. Thus, the on-line compound multi-functional temperature/pressure sensor can be applied better to supervise the production of wood-based panels. All technical specifications of the compound multi-functional sensor were tested and the results met the requirements of the equipments. 展开更多
关键词 Wood-based panel processing Multi-functional sensor Piezoresistant effect Heat sensitive effect
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Optimization of Mechanical and Wear Properties of Functionally Graded Al6061/SiC Nanocomposites Produced by Friction Stir Processing(FSP) 被引量:2
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作者 M.Saadatmand J.Aghazadeh Mohandesi 《Acta Metallurgica Sinica(English Letters)》 SCIE EI CAS CSCD 2015年第5期584-590,共7页
The objective of present work is to apply the friction stir processing (FSP) to fabricate functionally graded SiC particulate reinforced Al6061 composite and investigate the effect of SiC particle mass fraction dist... The objective of present work is to apply the friction stir processing (FSP) to fabricate functionally graded SiC particulate reinforced Al6061 composite and investigate the effect of SiC particle mass fraction distribution on the mechanical properties and wear behavior ofAl6061/SiC composite. Regarding the obtained results in this work, with increasing SiC mass fraction, elongation decreased, but hardness enhanced. However, the optimized functionally graded composite with the highest tensile strength and wear resistance was achieved for composite with 10 wt% surface SiC. Also, the results showed that wear resistance and tensile strength decreased for composite with 13 wt% surface SiC, due to reinforcement particle clustering depending on high SiC mass fraction. 展开更多
关键词 functionally graded composite WEAR Mechanical properties Friction stir processing (FSP)
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