Local strong seismic activity shows the potential to closely follow a renewal process,which is inconsistent with the overall seismic activity that aligns with the Poisson process.Given that existing methods for synthe...Local strong seismic activity shows the potential to closely follow a renewal process,which is inconsistent with the overall seismic activity that aligns with the Poisson process.Given that existing methods for synthesizing stochastic seismic event sets cannot control local seismic activity,a method based on Monte Carlo simulations has been developed for synthesizing random seismic event sets where local strong earthquakes satisfy the renewal process.This method can synthesize seismic activities in a statistical area where the overall activity conforms to the Poisson process and the major seismic activities in local potential sources or faults follow the renewal process.This paper presents long-and short-scale approaches.The long-scale earthquake catalogs are suitable for reflecting the sequential characteristics of seismic activities.Meanwhile,the short-scale catalogs focus on the impacts of specific earthquake events within a group for a detailed understanding of hazards under certain conditions,making them suitable for studies on specific earthquake sequences and geological areas or situations requiring high temporal resolution.In the applications of shortscale sequences,we find that the equivalent occurrence rate method may overestimate the seismic hazard.This synthesis method for earthquake catalogs can simulate realistic seismic activities,thereby enhancing the accuracy of hazard analysis results and is suitable for seismic hazard analysis and earthquake insurance rate setting.展开更多
This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometr...This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometric process, we consider a placement policy T based on the age of the system. The problem is to determine the optimal replacement policy T * such that the long_run expected benefit per unit time is maximized. Also, the explicit expression of the long_run expected benefit per unit time can be found. In some conditions, the existence and uniqueness of the optimal policy T * can be proved, finally, we prove that the policy T * is better than the policy T * in .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
To overcome the large time-delay in measuring the hardness of mixed rubber, rheological parameters were used to predict the hardness. A novel Q-based model updating strategy was proposed as a universal platform to tra...To overcome the large time-delay in measuring the hardness of mixed rubber, rheological parameters were used to predict the hardness. A novel Q-based model updating strategy was proposed as a universal platform to track time-varying properties. Using a few selected support samples to update the model, the strategy could dramat- ically save the storage cost and overcome the adverse influence of low signal-to-noise ratio samples. Moreover, it could be applied to any statistical process monitoring system without drastic changes to them, which is practical for industrial practices. As examples, the Q-based strategy was integrated with three popular algorithms （partial least squares （PIE）, recursive PIE （RPLS）, and kernel PIE （KPIE）） to form novel regression ones, QPLS, QRPIE and QKPLS, respectively. The applications for predicting mixed rubber hardness on a large-scale tire plant in east China prove the theoretical considerations.展开更多
This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and F...This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.展开更多
A selective moving window partial least squares(SMW-PLS) soft sensor was proposed in this paper and applied to a hydro-isomerization process for on-line estimation of para-xylene(PX) content. Aiming at the high freque...A selective moving window partial least squares(SMW-PLS) soft sensor was proposed in this paper and applied to a hydro-isomerization process for on-line estimation of para-xylene(PX) content. Aiming at the high frequency of model updating in previous recursive PLS methods, a selective updating strategy was developed. The model adaptation is activated once the prediction error is larger than a preset threshold, or the model is kept unchanged.As a result, the frequency of model updating is reduced greatly, while the change of prediction accuracy is minor.The performance of the proposed model is better as compared with that of other PLS-based model. The compromise between prediction accuracy and real-time performance can be obtained by regulating the threshold. The guidelines to determine the model parameters are illustrated. In summary, the proposed SMW-PLS method can deal with the slow time-varying processes effectively.展开更多
The square-root unscented Kalman filter （SR- UKF） for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can＇t be implemented when the zero＇th weight of sigm...The square-root unscented Kalman filter （SR- UKF） for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can＇t be implemented when the zero＇th weight of sigma points is negative or the mnnerical computation error becomes large during the faltering procedure. Consequently the filter becomes invalid. An improved SR-UKF algorithm （ISR- UKF） is presented for state estimation of arbitrary nonlinear systems with linear measurements. It adopts a modified form of predicted covariance matrices, and modifies the Cholesky factor calculation of the updated covariance matrix originating from the square-root covariance filtering method. Discussions have been given on how to avoid the filter invalidation and further error accumulation. The comparison between the ISR-UKF and the SR-UKF by simulation also shows both have the same accuracy for state estimation. Finally the performance of the improved filter is evaluated under the impact of model mismatch. The error behavior shows that the ISR-UKF can overcome the impact of model mismatch to a certain extent and has excellent trace capability.展开更多
This paper extends the ordinary renewal risk model to the case where the premium income process,based on a renewal counting process,is no longer a linear function;and the total claim amount process is described by a c...This paper extends the ordinary renewal risk model to the case where the premium income process,based on a renewal counting process,is no longer a linear function;and the total claim amount process is described by a compound renewal process.For this realistic risk model,the large deviations for the claim surplus process is investigated.展开更多
AIM: To investigate whether the side population (SP) cells possess cancer stem cell-like characteristics in vitro and the role of SP cells in tumorigenic process in gastric cancer. METHODS: We analyzed the presence of...AIM: To investigate whether the side population (SP) cells possess cancer stem cell-like characteristics in vitro and the role of SP cells in tumorigenic process in gastric cancer. METHODS: We analyzed the presence of SP cells indifferent human gastric carcinoma cell lines, and then isolated and identified the SP cells from the KATO Ⅲ human gastric cancer cell line by flow cytometry. The clonogenic ability and self-renewal were evaluated by clone and sphere formation assays. The related genes were determined by reverse transcription polymerase chain reaction. To compare tumorigenic ability, SP and non-side population (NSP) cells from the KATO Ⅲ human gastric cancer cell line were subcutaneously injected into nude mice. RESULTS: SP cells from the total population accounted for 0.57% in KATO Ⅲ, 1.04% in Hs-746T, and 0.02% in AGS (CRL-1739). SP cells could grow clonally and have self-renewal capability in conditioned media. The expression of ABCG2, MDRI, Bmi-1 and Oct-4 was different between SP and NSP cells. However, there was no apparent difference between SP and NSP cells when they were injected into nude mice. CONCLUSION: SP cells have some cancer stem celllike characteristics in vitro and can be used for studying the tumorigenic process in gastric cancer.展开更多
Nonlinear model predictive control(NMPC) is an appealing control technique for improving the performance of batch processes, but its implementation in industry is not always possible due to its heavy on-line computati...Nonlinear model predictive control(NMPC) is an appealing control technique for improving the performance of batch processes, but its implementation in industry is not always possible due to its heavy on-line computation. To facilitate the implementation of NMPC in batch processes, we propose a real-time updated model predictive control method based on state estimation. The method includes two strategies: a multiple model building strategy and a real-time model updated strategy. The multiple model building strategy is to produce a series of sim-plified models to reduce the on-line computational complexity of NMPC. The real-time model updated strategy is to update the simplified models to keep the accuracy of the models describing dynamic process behavior. The me-thod is validated with a typical batch reactor. Simulation studies show that the new method is efficient and robust with respect to model mismatch and changes in process parameters.展开更多
In this paper we consider the large deviations for random sums $S(t) = \sum _{i = t}^{N(t)} X_i ,t \geqslant 0$ , whereX n,n?1 are independent, identically distributed and non-negative random variables with a common h...In this paper we consider the large deviations for random sums $S(t) = \sum _{i = t}^{N(t)} X_i ,t \geqslant 0$ , whereX n,n?1 are independent, identically distributed and non-negative random variables with a common heavy-tailed distribution function F, andN(t), t?0 is a process of non-negative integer-valued random variables, independent ofX n,n?1. Under the assumption that the tail of F is of Pareto’s type (regularly or extended regularly varying), we investigate what reasonable condition can be given onN(t), t?0 under which precise large deviation for S( t) holds. In particular, the condition we obtain is satisfied for renewal counting processes.展开更多
This paper considers a discrete-time queue with N-policy and LAS-DA(late arrival system with delayed access) discipline.By using renewal process theory and probability decomposition techniques,the authors derive the r...This paper considers a discrete-time queue with N-policy and LAS-DA(late arrival system with delayed access) discipline.By using renewal process theory and probability decomposition techniques,the authors derive the recursive expressions of the queue-length distributions at epochs n^-,n^+,and n.Furthermore,the authors obtain the stochastic decomposition of the queue length and the relations between the equilibrium distributions of the queue length at different epochs(n^-,n^+,n and departure epoch D_n).展开更多
In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the as...In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the asymptotic rate of the increasing variability around the mean value of the RP in numerical and functional forms respectively. For the GI/G/1 queue, the method provides a complete analysis for both the LIL and the FLIL limits for four performance functions: The queue length, workload, busy time and idle time processes, covering three regimes divided by the traffic intensity.展开更多
This paper investigates a non-Bayesian social learning model, in which each individual updates her beliefs based on private signals as well as her neighbors＇ beliefs. The private signM is involved in the updating pro...This paper investigates a non-Bayesian social learning model, in which each individual updates her beliefs based on private signals as well as her neighbors＇ beliefs. The private signM is involved in the updating process through Bayes＇ rule, and the neighbors＇ beliefs are embodied in through a weighted average form, where the weights are time-varying. The authors prove that agents eventually have correct forecasts for upcoming signals, and all the beliefs of agents reach a consensus. In addition, if there exists no state that is observationally equivalent to the true state from the point of view of all agents, the authors show that the consensus belief of the whole group eventually reflects the true state.展开更多
基金funded by the National Key Research and Development Program of China(2022YFC3003502)。
文摘Local strong seismic activity shows the potential to closely follow a renewal process,which is inconsistent with the overall seismic activity that aligns with the Poisson process.Given that existing methods for synthesizing stochastic seismic event sets cannot control local seismic activity,a method based on Monte Carlo simulations has been developed for synthesizing random seismic event sets where local strong earthquakes satisfy the renewal process.This method can synthesize seismic activities in a statistical area where the overall activity conforms to the Poisson process and the major seismic activities in local potential sources or faults follow the renewal process.This paper presents long-and short-scale approaches.The long-scale earthquake catalogs are suitable for reflecting the sequential characteristics of seismic activities.Meanwhile,the short-scale catalogs focus on the impacts of specific earthquake events within a group for a detailed understanding of hazards under certain conditions,making them suitable for studies on specific earthquake sequences and geological areas or situations requiring high temporal resolution.In the applications of shortscale sequences,we find that the equivalent occurrence rate method may overestimate the seismic hazard.This synthesis method for earthquake catalogs can simulate realistic seismic activities,thereby enhancing the accuracy of hazard analysis results and is suitable for seismic hazard analysis and earthquake insurance rate setting.
文摘This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometric process, we consider a placement policy T based on the age of the system. The problem is to determine the optimal replacement policy T * such that the long_run expected benefit per unit time is maximized. Also, the explicit expression of the long_run expected benefit per unit time can be found. In some conditions, the existence and uniqueness of the optimal policy T * can be proved, finally, we prove that the policy T * is better than the policy T * in .
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.
文摘To overcome the large time-delay in measuring the hardness of mixed rubber, rheological parameters were used to predict the hardness. A novel Q-based model updating strategy was proposed as a universal platform to track time-varying properties. Using a few selected support samples to update the model, the strategy could dramat- ically save the storage cost and overcome the adverse influence of low signal-to-noise ratio samples. Moreover, it could be applied to any statistical process monitoring system without drastic changes to them, which is practical for industrial practices. As examples, the Q-based strategy was integrated with three popular algorithms （partial least squares （PIE）, recursive PIE （RPLS）, and kernel PIE （KPIE）） to form novel regression ones, QPLS, QRPIE and QKPLS, respectively. The applications for predicting mixed rubber hardness on a large-scale tire plant in east China prove the theoretical considerations.
基金Supported by the Natural Science Foundation of the Education Department of Anhui Province(0505101)
文摘This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.
基金Supported by the National Natural Science Foundation of China(61203133,61203072)the Open Project Program of the State Key Laboratory of Industrial Control Technology(ICT1214)
文摘A selective moving window partial least squares(SMW-PLS) soft sensor was proposed in this paper and applied to a hydro-isomerization process for on-line estimation of para-xylene(PX) content. Aiming at the high frequency of model updating in previous recursive PLS methods, a selective updating strategy was developed. The model adaptation is activated once the prediction error is larger than a preset threshold, or the model is kept unchanged.As a result, the frequency of model updating is reduced greatly, while the change of prediction accuracy is minor.The performance of the proposed model is better as compared with that of other PLS-based model. The compromise between prediction accuracy and real-time performance can be obtained by regulating the threshold. The guidelines to determine the model parameters are illustrated. In summary, the proposed SMW-PLS method can deal with the slow time-varying processes effectively.
基金Shanghai Commission of Science and Technology,China(No.08JC1408200)Shanghai Leading Academic Discipline Project,China(No.B504)
文摘The square-root unscented Kalman filter （SR- UKF） for state estimation probably encounters the problem that Cholesky factor update of the covariance matrices can＇t be implemented when the zero＇th weight of sigma points is negative or the mnnerical computation error becomes large during the faltering procedure. Consequently the filter becomes invalid. An improved SR-UKF algorithm （ISR- UKF） is presented for state estimation of arbitrary nonlinear systems with linear measurements. It adopts a modified form of predicted covariance matrices, and modifies the Cholesky factor calculation of the updated covariance matrix originating from the square-root covariance filtering method. Discussions have been given on how to avoid the filter invalidation and further error accumulation. The comparison between the ISR-UKF and the SR-UKF by simulation also shows both have the same accuracy for state estimation. Finally the performance of the improved filter is evaluated under the impact of model mismatch. The error behavior shows that the ISR-UKF can overcome the impact of model mismatch to a certain extent and has excellent trace capability.
基金Supported by Anhui Provincial Colleges and Universities Teaching and Research Projects(2008jyxm556)
文摘This paper extends the ordinary renewal risk model to the case where the premium income process,based on a renewal counting process,is no longer a linear function;and the total claim amount process is described by a compound renewal process.For this realistic risk model,the large deviations for the claim surplus process is investigated.
文摘AIM: To investigate whether the side population (SP) cells possess cancer stem cell-like characteristics in vitro and the role of SP cells in tumorigenic process in gastric cancer. METHODS: We analyzed the presence of SP cells indifferent human gastric carcinoma cell lines, and then isolated and identified the SP cells from the KATO Ⅲ human gastric cancer cell line by flow cytometry. The clonogenic ability and self-renewal were evaluated by clone and sphere formation assays. The related genes were determined by reverse transcription polymerase chain reaction. To compare tumorigenic ability, SP and non-side population (NSP) cells from the KATO Ⅲ human gastric cancer cell line were subcutaneously injected into nude mice. RESULTS: SP cells from the total population accounted for 0.57% in KATO Ⅲ, 1.04% in Hs-746T, and 0.02% in AGS (CRL-1739). SP cells could grow clonally and have self-renewal capability in conditioned media. The expression of ABCG2, MDRI, Bmi-1 and Oct-4 was different between SP and NSP cells. However, there was no apparent difference between SP and NSP cells when they were injected into nude mice. CONCLUSION: SP cells have some cancer stem celllike characteristics in vitro and can be used for studying the tumorigenic process in gastric cancer.
基金Supported by the National Natural Science Foundation of China(21136003,21176089)the National Science&Technology Support Plan(2012BAK13B02)+2 种基金the National Major Basic Research Program(2014CB744306)the Natural Science Foundation Team Project of Guangdong Province(S2011030001366)the Fundamental Research Funds for Central Universities(2013ZP0010)
文摘Nonlinear model predictive control(NMPC) is an appealing control technique for improving the performance of batch processes, but its implementation in industry is not always possible due to its heavy on-line computation. To facilitate the implementation of NMPC in batch processes, we propose a real-time updated model predictive control method based on state estimation. The method includes two strategies: a multiple model building strategy and a real-time model updated strategy. The multiple model building strategy is to produce a series of sim-plified models to reduce the on-line computational complexity of NMPC. The real-time model updated strategy is to update the simplified models to keep the accuracy of the models describing dynamic process behavior. The me-thod is validated with a typical batch reactor. Simulation studies show that the new method is efficient and robust with respect to model mismatch and changes in process parameters.
基金This work was supported by the National Natural Science Foundation of China (Grant No. 10071081) .
文摘In this paper we consider the large deviations for random sums $S(t) = \sum _{i = t}^{N(t)} X_i ,t \geqslant 0$ , whereX n,n?1 are independent, identically distributed and non-negative random variables with a common heavy-tailed distribution function F, andN(t), t?0 is a process of non-negative integer-valued random variables, independent ofX n,n?1. Under the assumption that the tail of F is of Pareto’s type (regularly or extended regularly varying), we investigate what reasonable condition can be given onN(t), t?0 under which precise large deviation for S( t) holds. In particular, the condition we obtain is satisfied for renewal counting processes.
基金supported by the National Natural Science Foundation of China under Grant No.70871084The Specialized Research Fund for the Doctoral Program of Higher Education of China under Grant No. 200806360001a grant from the "project 211(PhaseⅢ)" of the Southwestern University of Finance and Economics, Scientific Research Fund of Southwestern University of Finance and Economics
文摘This paper considers a discrete-time queue with N-policy and LAS-DA(late arrival system with delayed access) discipline.By using renewal process theory and probability decomposition techniques,the authors derive the recursive expressions of the queue-length distributions at epochs n^-,n^+,and n.Furthermore,the authors obtain the stochastic decomposition of the queue length and the relations between the equilibrium distributions of the queue length at different epochs(n^-,n^+,n and departure epoch D_n).
基金supported by the National Natural Science Foundation of China under Grant No.11471053
文摘In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the asymptotic rate of the increasing variability around the mean value of the RP in numerical and functional forms respectively. For the GI/G/1 queue, the method provides a complete analysis for both the LIL and the FLIL limits for four performance functions: The queue length, workload, busy time and idle time processes, covering three regimes divided by the traffic intensity.
基金supported by the National Natural Science Foundation of China under Grant Nos.61074125 and 61104137the Science Fund for Creative Research Groups of the National Natural Science Foundation of China under Grant No.61221003the National Key Basic Research Program (973 Program) of China under Grant No.2010CB731403
文摘This paper investigates a non-Bayesian social learning model, in which each individual updates her beliefs based on private signals as well as her neighbors＇ beliefs. The private signM is involved in the updating process through Bayes＇ rule, and the neighbors＇ beliefs are embodied in through a weighted average form, where the weights are time-varying. The authors prove that agents eventually have correct forecasts for upcoming signals, and all the beliefs of agents reach a consensus. In addition, if there exists no state that is observationally equivalent to the true state from the point of view of all agents, the authors show that the consensus belief of the whole group eventually reflects the true state.
