认知无线电系统频谱自适应调度算法设计

针对认知无线电系统多媒体业务应用,提出了一种基于频谱感知的自适应分组调度算法。该算法通过自适应地调整实时业务和非实时业务间的资源配额,以在空闲频谱资源变化情况下保证实时业务的QoS需求。基于IEEE 802.22无线区域网(WRAN)的认知无线电系统仿真表明,同已有的3种典型分组调度算法M-LWDF、Exp和PF相比较,该频谱自适应分组调度算法可以在变化的空闲频谱条件下为实时业务提供更为可靠的QoS保障,获得更高的系统吞吐量和频谱利用效率。     

分布式排队协议的性能及城域网DQUB

提出了一种分布式排队协议在电路/分组混合交换下的性能分析的新方法,在此基础上对IEEE 802.6标准、分布排队双总线(Distributed Queue Dual Bus)城域网DQDB和本文提出的分布排队单向总线(Distributed Queue Unidirection Bus)城域网DQUB的性能进行了分析和比较。     

Vague(值)集间的接近度及其在网络信息过滤中的应用

鉴于已知的一些Vague集间的相似度量和距离公式有缺陷,提出用分段函数表达的Vague(值)集间的接近度的定义,给出了三个加权接近度公式.给出在Vague环境下用Vague集间的接近度进行网络信息过滤的方法.应用实例表明所给公式皆是有效的.     

液压系统故障信号的小波包检测方法

提出了一种利用小波包检测调速阀故障信号的方法。通过小波的小波包分析将信号按一定的尺度进行划分,不同频率的信号被划分到不同的频段中。由经过预处理的信号经过小波包分解与重构后,可以得到小波包重构图,由图中可以获得故障产生的时间点和频率,再对故障的严重程度进行了量化分析。实验结果表明用小波包理论进行故障检测是可行的。     

The Risk of a Mortality Catastrophe

We develop a continuous-time model for analyzing and valuing catastrophe mortality contingent claims based on stochastic modeling of the force of mortality. We derive parameter estimates from a 105-year time series of U.S. population mortality data using a simulated maximum likelihood approach based on a particle filter. Relying on the resulting parameters, we calculate loss profiles for a representative catastrophe mortality transaction and compare them to the “official” loss profiles that are provided by the issuers to investors and rating agencies. We find that although the loss profiles are subject to great uncertainties, the official figures fall significantly below the corresponding risk statistics based on our model. In particular, we find that the annualized incidence probability of a mortality catastrophe, defined as a 15% increase in aggregated mortality probabilities, is about 1.4%—compared to about 0.1% according to the official loss profiles.     

A Martingale-based bootstrap inference with censored data

In this paper, me shall investigate a bootstrap method hasd on a martingale representation of the relevant statistic for inference to a class of functionals of the survival distribution. The method is similar in spirit to Efron's (1981) bootstrap, and thus in the present paper will be referred to as “martingale-based bootstrap” The method was derived from Lin,Wei and Ying (1993), who appiied the method in checking the Cox model with cumulative sums of martingale-based residuals. It is shown that this martingale-based bootstrap gives a correct first-order asymptotic approximation to the distribution function of the corresponding functional of the Kaplan-Meier estimator. As a consequence, confidence intervals constructed by the martingale-based bootstrap have asymptotially correct coverage probability. Our simulation study indicats that the martingale-based bootst strap method for a small and moderate sample sizes can be uniformly better than the usual bootstrap method in estimating the sampling distribution for a mean function and a point probability in survival analysis.     

部分信息下实物期权的定价和风险对冲

当前所有实物期权理论研究都是基于完全信息(full information)假设.本文则通过研究投资者在部分信息(partial information)下极大化无限期消费效用的最优投资消费问题,得出实物期权的消费效用无差别价格.通过控制系统的分离原理,运用Kalman滤波技术和随机控制方法,得到了CARA效用函数情形下实物期权的自由边界偏微分方程.利用有限差分法,解得实物期权的隐含价值及最优执行水平从而得到最优投资消费策略和效用函数的数值解.通过蒙特卡洛模拟,给出了投资者在完全信息和部分信息下的动态决策差异,并且通过比较两种信息水平下的投资者福利给出了信息价值的测算.     

通用高速分组交换调度算法

在iSLIP算法的基础上,应用二部图匹配中对角线数据无竞争的数学原理,采用关联指针的处理方法,提出了一种基于虚拟输出排队(VOQ)缓冲模式下的高速交换调度算法——迭代的关联指针轮转(i-CPRR)算法。该算法简化了指针的轮转方式,降低了设计难度。仿真表明,该算法减少了调度过程中的迭代次数,提高了算法在高负载条件下的带宽利用率,从而降低了交换系统的数据延时和VOQ队列深度,在高速交换系统中具有广泛的应用价值。     

On the estimation of the stochastic intensity and the parameters of neyman-scott trigger processes

In this paper we are concerned with a class of simple point processes, whose unobservable stochastic intensity is a shot-noise process. We derive a stochastic equation for the conditional moment generating function of the intensity, which can be solved in a recursive way. This yields explicit expression for the minimum variance estimate of the intensity as well as the likelihood ration with respect to the reference measure, on the basis of point process observations.