We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain ...We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain of attraction of double exponential distribution. If in addition, for each and where denotes the convolution of the distribution function and we determine the tail behavior of the process and give the exact values of the coefficient.展开更多
To study the shear behavior of the ultrafine magnetite tailings subjected to freeze-thaw cycles,unconsolidated-undrained shear tests were conducted on ultrafine-grained tailings that were subjected to 1-11 cycles of f...To study the shear behavior of the ultrafine magnetite tailings subjected to freeze-thaw cycles,unconsolidated-undrained shear tests were conducted on ultrafine-grained tailings that were subjected to 1-11 cycles of freeze-thaw and defined as a type of clayey silt under confining pressures of 100,200,and 300 kPa.Taking the number of freeze-thaw cycles,cooling temperature,initial dry density,and moisture content as the four main influencing factors of shear behavior of the tailings samples,the shear stress-strain curve,compression modulus,failure strength,cohesion,and internal friction angle were measured.The results show that the freeze-thaw cycle has an obvious weakening effect on the shear behavior of the tailings material,and the shear mechanical parameters are affected by a combination of confining pressure,freeze-thaw cycle condition,and initial physical-mechanical properties of the tailings samples.Through the microstructural analysis of the tailings samples subjected to freeze-thaw cycles,it shows that the freeze-thaw cycle mainly affects the porosity,bound water,and arrangement of the tailings particles.Subsequently,the macroscopic changes in shear strength indexes emerge,and then the stability of the tailings dam will decrease.展开更多
In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating acco...In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.展开更多
文摘We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain of attraction of double exponential distribution. If in addition, for each and where denotes the convolution of the distribution function and we determine the tail behavior of the process and give the exact values of the coefficient.
文摘To study the shear behavior of the ultrafine magnetite tailings subjected to freeze-thaw cycles,unconsolidated-undrained shear tests were conducted on ultrafine-grained tailings that were subjected to 1-11 cycles of freeze-thaw and defined as a type of clayey silt under confining pressures of 100,200,and 300 kPa.Taking the number of freeze-thaw cycles,cooling temperature,initial dry density,and moisture content as the four main influencing factors of shear behavior of the tailings samples,the shear stress-strain curve,compression modulus,failure strength,cohesion,and internal friction angle were measured.The results show that the freeze-thaw cycle has an obvious weakening effect on the shear behavior of the tailings material,and the shear mechanical parameters are affected by a combination of confining pressure,freeze-thaw cycle condition,and initial physical-mechanical properties of the tailings samples.Through the microstructural analysis of the tailings samples subjected to freeze-thaw cycles,it shows that the freeze-thaw cycle mainly affects the porosity,bound water,and arrangement of the tailings particles.Subsequently,the macroscopic changes in shear strength indexes emerge,and then the stability of the tailings dam will decrease.
基金supported by the National Natural Science Foundation of China(11101451)Ph.D.Programs Foundation of Ministry of Education of China(20110191110033)
文摘In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.
