A Matrix-Based Approach to Uncertainty and Sensitivity Analysis for Fault Trees1

System unavailabilities for large complex systems such as nuclear power plants are often evaluated through use of fault tree analysis. The system unavailability is obtained from a Boolean representation of a system fault tree. Even after truncation of higher order terms these expressions can be quite large, involving thousands of terms. A general matrix notation is proposed for the representation of Boolean expressions which facilitates uncertainty and sensitivity analysis calculations.     

两种数据挖掘技术在预测顾客满意度中的对比研究

分类发现是数据挖掘的重要内容,贝叶斯分类和决策树在数据挖掘中应用相当广泛,它们是生成分类器的两种有效方法。文章分别用两种方法对顾客满意度进行分类及预测,并将两种方法进行比较分析,认为用决策树分类法来预测顾客满意度具有简洁、高效等特点。     

本金无风险的外汇结构性存款的期权特征及其定价

文章首先提出了外汇结构性产品的概念和分类,分析了本金无风险的外汇结构性存款的期权特征及其收益的不确定性。接着用二叉树定价法对其定价,最后探讨了相应的投资风险。认为本金无风险的外汇结构性存款有其投资价值,但由于其价值与标的资产挂钩,因此也存在着一定的投资风险。     

一种多约束条件的组播路由算法

提出了在组播应用中满足多个约束条件的一种组播路由算法。该算法以最短路径算法为基础,通过调整当前形成的路由树中节点的排列顺序,依次为目的节点选择到路由树的最短路径并加入到该路由树中,得到满足跳数约束条件的低代价组播树,再对所构成的低代价组播树进行同级中继合并,得到最后的组播树。该组播树因为中继最少,所以时隙资源消耗最小。     

The Lucas Orchard

This paper investigates the behavior of asset prices in an endowment economy in which a representative agent with power utility consumes the dividends of multiple assets. The assets are Lucas trees; a collection of Lucas trees is a Lucas orchard. The model generates return correlations that vary endogenously, spiking at times of disaster. Since disasters spread across assets, the model generates large risk premia even for assets with stable cashflows. Very small assets may comove endogenously and hence earn positive risk premia even if their cashflows are independent of the rest of the economy. I provide conditions under which the variation in a small asset's price‐dividend ratio can be attributed almost entirely to variation in its risk premium.     

地铁盾构施工风险的事故树分析——以地面沉降事故为例

地面沉降是地铁盾构施工过程中常见的事故,运用安全系统工程中的事故树分析法,对引起地面沉降的原因进行分析,以地面沉降为顶事件,通过层层向下分析,找到导致事故发生的基本事件,并构建事故树。通过事故树分析,得到各原因事件之间的逻辑关系,并计算出各基本事件的结构重要度,确定导致地面沉降事故发生的主要原因,找出预防事故的关键途径,并制定出有效的安全管理措施。     

试论乌蒙山回族谱牒文化及其当代价值

修撰族谱是乌蒙山回族数百年来一直延续的文化传统。阐明族源、明确族规、确立世系字辈、将伊斯兰教教义教规和信仰实践融入家谱之中是这种谱牒文化的主要内容。由族谱所呈现的族规家训、族群记忆、文化自信、信仰实践、人伦秩序、家风传承、和亲睦族、民族团结与热爱祖国等社会功能,是家族、民族、国家之诸种同构关系的重要体现。它对新时期建构新型民族关系、打造乌蒙山民族团结进步示范区、弘扬爱国主义主旋律具有重要的社会价值。     

Approximation algorithms for connected facility location problems

We study Connected Facility Location problems. We are given a connected graph G=(V,E) with nonnegative edge cost c _e for each edge e∈E, a set of clients D⊆V such that each client j∈D has positive demand d _j and a set of facilities F⊆V each has nonnegative opening cost f _i and capacity to serve all client demands. The objective is to open a subset of facilities, say , to assign each client j∈D to exactly one open facility i(j) and to connect all open facilities by a Steiner tree T such that the cost is minimized for a given input parameter M≥1. We propose a LP-rounding based 8.29 approximation algorithm which improves the previous bound 8.55 (Swamy and Kumar in Algorithmica, 40:245–269, 2004). We also consider the problem when opening cost of all facilities are equal. In this case we give a 7.0 approximation algorithm.     

The power functions of the likelihood ratio tests for a simple tree ordering in normal means: unequal weights

Likelihood ratio tests are considered for two testing situations; testing for the homogeneity of k normal means against the alternative restricted by a simple tree ordering trend and testing the null hypothesis that the means satisfy the trend against all alternatives. Exact expressions are given for the power functions for k = 3 and 4 and unequal sample sizes, both for the case of known and unknown population variances, and approximations are discussed for larger k. Also, Bartholomew’s conjectures concerning minimal and maximal powers are investigated for the case of equal and unequal sample sizes. The power formulas are used to compute powers for a numerical example.