首页 > 最新文献

Probability, Combinatorics and Control最新文献

英文 中文
Combinatorial Cosmology 组合宇宙学
Pub Date : 2020-04-15 DOI: 10.5772/intechopen.90696
M. Tamm
In this chapter, a combinatorial model for cosmology is analyzed. We consider each universe as a path in a graph, and the set of all such paths can be made into a finite probability space. We can then consider the probabilities for different kinds of behavior and under certain circumstances argue that a scenario where the behavior of the entropy is monotonic, either increasing or decreasing, should be much more likely than a scenario where the behavior is symmetric with respect to time. In this way we can attempt to construct a model for a multiverse which is completely time symmetric but where the individual universes tend to be time asymmetric, i.e., have an arrow of time. One of the main points with this approach is that this kind of broken symmetry can be studied in very small models using exact mathematical methods from, e.g., combinatorics. Even if the amount of computations needed increases very rapidly with the size of the model, we can still hope for valuable information about what properties more realistic models should have. Some suggestions for further research are pointed out.
本章分析了宇宙学的组合模型。我们把每个宇宙看作图中的一条路径,所有这些路径的集合可以构成一个有限概率空间。然后,我们可以考虑不同行为的概率,在某些情况下,我们认为熵的行为是单调的,或者增加或减少的情况,应该比行为相对于时间对称的情况更有可能。通过这种方式,我们可以尝试构建一个多元宇宙的模型,它是完全时间对称的,但各个宇宙往往是时间不对称的,也就是说,有一个时间箭头。这种方法的主要观点之一是,这种对称性破缺可以在非常小的模型中使用精确的数学方法来研究,例如组合学。即使所需的计算量随着模型的大小而迅速增加,我们仍然可以希望获得关于更现实的模型应该具有哪些属性的有价值的信息。并对今后的研究提出了建议。
{"title":"Combinatorial Cosmology","authors":"M. Tamm","doi":"10.5772/intechopen.90696","DOIUrl":"https://doi.org/10.5772/intechopen.90696","url":null,"abstract":"In this chapter, a combinatorial model for cosmology is analyzed. We consider each universe as a path in a graph, and the set of all such paths can be made into a finite probability space. We can then consider the probabilities for different kinds of behavior and under certain circumstances argue that a scenario where the behavior of the entropy is monotonic, either increasing or decreasing, should be much more likely than a scenario where the behavior is symmetric with respect to time. In this way we can attempt to construct a model for a multiverse which is completely time symmetric but where the individual universes tend to be time asymmetric, i.e., have an arrow of time. One of the main points with this approach is that this kind of broken symmetry can be studied in very small models using exact mathematical methods from, e.g., combinatorics. Even if the amount of computations needed increases very rapidly with the size of the model, we can still hope for valuable information about what properties more realistic models should have. Some suggestions for further research are pointed out.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122578162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Hybrid Modeling of Offshore Platforms’ Stress-Deformed and Limit States Taking into Account Probabilistic Parameters 考虑概率参数的海洋平台应力变形和极限状态混合建模
Pub Date : 2019-11-27 DOI: 10.5772/INTECHOPEN.88894
Gennady Yu. Shmal, V. Nadein, N. Makhutov, P. Truskov, V. Osipov
Offshore platforms should be referred to critically and strategically important objects of a technosphere due to technological and operational challenges, on the one hand, and the danger potential level, on the other hand. Environmental, social and economic losses occurred over several decades of accidents and disasters in unique Great Britain, Norwegian. The Russian and the USA platforms were evaluated in death of dozens of operators, destruction of platforms, environment contamination and hence in multi-bullion losses. All of these indicate insufficiency of currently taken engineering solutions, providing structure strength, operational life and safety. The scientific, design, expert and supervising organizations in Russia and in the world are developing and improving mathematical and physical methods, implementing the probabilistic formulations for accidents and disasters, risk assessment and risks reduction on offshore platforms. The solutions of the following problems are included: extension of the comprehensive computational and experimental strength, operational life and survivability analysis to the cases of nonroutine events, accidental and catastrophic conditions; numerical justification of modelling of critical elements, zones and points with the maximum tension, deformations and damages occurring under impacts of external extreme seismic, ice, wind, low temperature; implementation of comprehensive diagnostic methods for damage states evaluation within nonlinear and probabilistic fracture mechanics; and use of new structural design and technological systems for reduction of negative extreme impacts as well as emergency protection systems. The solution of the specified problems is illustrated by case studies of the Russian specialists for each life cycle stage of the platforms offshore Caspian and Kara Seas and Sea of Okhotsk.
一方面,由于技术和操作方面的挑战,另一方面,由于潜在的危险水平,海上平台应该被称为技术圈中至关重要和具有战略意义的对象。环境,社会和经济损失发生在几十年的事故和灾害独特的大不列颠,挪威。俄罗斯和美国的平台在数十名操作人员死亡、平台破坏、环境污染以及因此造成的巨额损失的情况下进行了评估。这些都表明了目前采用的工程解决方案在结构强度、使用寿命和安全性方面的不足。俄罗斯和世界各地的科学、设计、专家和监督组织正在开发和改进数学和物理方法,实施海上平台事故和灾害、风险评估和风险降低的概率公式。解决了以下问题:将综合计算和实验强度、使用寿命和生存能力分析扩展到非常规事件、意外和灾难性情况;在外部极端地震、冰、风、低温的影响下,具有最大张力、变形和破坏的关键单元、区域和点的数值论证;非线性概率断裂力学损伤状态综合诊断方法的实现并使用新的结构设计和技术系统,以减少负面的极端影响,以及紧急保护系统。俄罗斯专家对里海、喀拉海和鄂霍次克海近海平台的每个生命周期阶段进行了案例研究,说明了具体问题的解决方案。
{"title":"Hybrid Modeling of Offshore Platforms’ Stress-Deformed and Limit States Taking into Account Probabilistic Parameters","authors":"Gennady Yu. Shmal, V. Nadein, N. Makhutov, P. Truskov, V. Osipov","doi":"10.5772/INTECHOPEN.88894","DOIUrl":"https://doi.org/10.5772/INTECHOPEN.88894","url":null,"abstract":"Offshore platforms should be referred to critically and strategically important objects of a technosphere due to technological and operational challenges, on the one hand, and the danger potential level, on the other hand. Environmental, social and economic losses occurred over several decades of accidents and disasters in unique Great Britain, Norwegian. The Russian and the USA platforms were evaluated in death of dozens of operators, destruction of platforms, environment contamination and hence in multi-bullion losses. All of these indicate insufficiency of currently taken engineering solutions, providing structure strength, operational life and safety. The scientific, design, expert and supervising organizations in Russia and in the world are developing and improving mathematical and physical methods, implementing the probabilistic formulations for accidents and disasters, risk assessment and risks reduction on offshore platforms. The solutions of the following problems are included: extension of the comprehensive computational and experimental strength, operational life and survivability analysis to the cases of nonroutine events, accidental and catastrophic conditions; numerical justification of modelling of critical elements, zones and points with the maximum tension, deformations and damages occurring under impacts of external extreme seismic, ice, wind, low temperature; implementation of comprehensive diagnostic methods for damage states evaluation within nonlinear and probabilistic fracture mechanics; and use of new structural design and technological systems for reduction of negative extreme impacts as well as emergency protection systems. The solution of the specified problems is illustrated by case studies of the Russian specialists for each life cycle stage of the platforms offshore Caspian and Kara Seas and Sea of Okhotsk.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115959627","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A Geometrical Realisation of Quasi-Cyclic Codes 拟循环码的几何实现
Pub Date : 2019-11-19 DOI: 10.5772/intechopen.88288
Cristina Martínez Ramírez, Alberto Besana
We study and enumerate cyclic codes which include generalised Reed-Solomon codes as function field codes. This geometrical approach allows to construct longer codes and to get more information on the parameters defining the codes. We provide a closed formula in terms of Stirling numbers for the number of irreducible polynomials and we relate it with other formulas existing in the literature. Further, we study quasi-cyclic codes as orbit codes in the Grassmannian parameterizing constant dimension codes. In addition, we review Horn ’ s algorithm and apply it to construct classical codes by their defining ideals.
我们研究并列举了包含广义Reed-Solomon码作为函数域码的循环码。这种几何方法允许构造更长的代码,并获得有关定义代码的参数的更多信息。我们给出了一个用斯特林数表示不可约多项式个数的封闭公式,并将其与文献中已有的其他公式联系起来。进一步研究了准循环码作为轨道码在格拉斯曼参数化常维码中的应用。此外,我们回顾了霍恩的算法,并将其应用于经典码的定义理想构造。
{"title":"A Geometrical Realisation of Quasi-Cyclic Codes","authors":"Cristina Martínez Ramírez, Alberto Besana","doi":"10.5772/intechopen.88288","DOIUrl":"https://doi.org/10.5772/intechopen.88288","url":null,"abstract":"We study and enumerate cyclic codes which include generalised Reed-Solomon codes as function field codes. This geometrical approach allows to construct longer codes and to get more information on the parameters defining the codes. We provide a closed formula in terms of Stirling numbers for the number of irreducible polynomials and we relate it with other formulas existing in the literature. Further, we study quasi-cyclic codes as orbit codes in the Grassmannian parameterizing constant dimension codes. In addition, we review Horn ’ s algorithm and apply it to construct classical codes by their defining ideals.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124955744","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Combined Calculated, Experimental and Determinated and Probable Justifications for Strength of Trunk Crude Oil Pipelines 原油主干管道强度的计算、实验、确定及可能论证相结合
Pub Date : 2019-11-14 DOI: 10.5772/intechopen.89036
D. Neganov, N. Makhutov
Within the long-term Russian and foreign practice, deterministic methods of basic strength calculations have been developed and are being developed at the design stage of long-distance pipelines. Occurring operational damages, failures, accidents, and catastrophes show there are no direct substantiations for the pre-vention of such emergencies in the framework of existing calculations. In order to respond to these situations, the following are developed: additional precise deterministic, static, and probabilistic calculations with linear and nonlinear criteria of deformation and fracture mechanics, complex diagnostics of the state of the pipeline using in-line pigs, and laboratory, model, bench, and field tests of pipelines with technological and operational defects. The results of systematic scientific research and applied developments are presented.
在俄罗斯和国外的长期实践中,在长输管道的设计阶段已经发展并正在发展基本强度计算的确定性方法。发生的操作损害、故障、事故和灾难表明,在现有计算的框架内,没有直接的依据来预防这种紧急情况。为了应对这些情况,开发了以下方法:使用变形和断裂力学的线性和非线性标准进行额外精确的确定性、静态和概率计算,使用在线清管器对管道状态进行复杂诊断,以及对具有技术和操作缺陷的管道进行实验室、模型、台架和现场测试。介绍了系统的科学研究和应用发展的结果。
{"title":"Combined Calculated, Experimental and Determinated and Probable Justifications for Strength of Trunk Crude Oil Pipelines","authors":"D. Neganov, N. Makhutov","doi":"10.5772/intechopen.89036","DOIUrl":"https://doi.org/10.5772/intechopen.89036","url":null,"abstract":"Within the long-term Russian and foreign practice, deterministic methods of basic strength calculations have been developed and are being developed at the design stage of long-distance pipelines. Occurring operational damages, failures, accidents, and catastrophes show there are no direct substantiations for the pre-vention of such emergencies in the framework of existing calculations. In order to respond to these situations, the following are developed: additional precise deterministic, static, and probabilistic calculations with linear and nonlinear criteria of deformation and fracture mechanics, complex diagnostics of the state of the pipeline using in-line pigs, and laboratory, model, bench, and field tests of pipelines with technological and operational defects. The results of systematic scientific research and applied developments are presented.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124912468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
New Variations of the Online k-Canadian Traveler Problem: Uncertain Costs at Known Locations 在线k-加拿大旅行者问题的新变体:已知地点的不确定成本
Pub Date : 2019-10-23 DOI: 10.5772/intechopen.88741
Davood Shiri, Sibel Salman
In this chapter, we study new variations of the online k -Canadian Traveler Problem ( k -CTP) in which there is an input graph with a given source node O and a destination node D. For a specified set consisting of k edges, the edge costs are unknown (we call these uncertain edges). Costs of the remaining edges are known and given. The objective is to find an online strategy such that the traveling agent finds a route from O to D with minimum total travel cost. The agent learns the cost of an uncertain edge, when she arrives at one of its end-nodes and decides on her travel path based on the discovered cost. We call this problem the online k -Cana-dian Traveler Problem with uncertain edges. We analyze both the single-agent and the multi-agent versions of the problem. We propose a tight lower bound on the competitive ratio of deterministic online strategies together with an optimal online strategy for the single-agent version. We consider the multi-agent version with two different objectives. We suggest lower bounds on the competitive ratio of deterministic online strategies to these two problems.
在本章中,我们研究了在线k -加拿大旅行者问题(k -CTP)的新变体,其中有一个输入图,具有给定的源节点O和目标节点d。对于由k条边组成的指定集合,边的成本是未知的(我们称之为不确定边)。剩余边的代价是已知和给定的。目标是找到一个在线策略,使旅行社找到一条从O到D的总旅行成本最小的路线。当智能体到达不确定边缘的一个端点节点时,它学习到不确定边缘的成本,并根据发现的成本决定自己的旅行路径。我们称这个问题为带不确定边的在线k -加拿大旅行者问题。我们分析了该问题的单智能体和多智能体版本。我们提出了确定性在线策略竞争率的严格下界,以及单智能体版本的最优在线策略。我们考虑具有两个不同目标的多智能体版本。针对这两个问题,我们提出了确定性在线策略竞争比的下界。
{"title":"New Variations of the Online k-Canadian Traveler Problem: Uncertain Costs at Known Locations","authors":"Davood Shiri, Sibel Salman","doi":"10.5772/intechopen.88741","DOIUrl":"https://doi.org/10.5772/intechopen.88741","url":null,"abstract":"In this chapter, we study new variations of the online k -Canadian Traveler Problem ( k -CTP) in which there is an input graph with a given source node O and a destination node D. For a specified set consisting of k edges, the edge costs are unknown (we call these uncertain edges). Costs of the remaining edges are known and given. The objective is to find an online strategy such that the traveling agent finds a route from O to D with minimum total travel cost. The agent learns the cost of an uncertain edge, when she arrives at one of its end-nodes and decides on her travel path based on the discovered cost. We call this problem the online k -Cana-dian Traveler Problem with uncertain edges. We analyze both the single-agent and the multi-agent versions of the problem. We propose a tight lower bound on the competitive ratio of deterministic online strategies together with an optimal online strategy for the single-agent version. We consider the multi-agent version with two different objectives. We suggest lower bounds on the competitive ratio of deterministic online strategies to these two problems.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127687135","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
From Asymptotic Normality to Heavy-Tailedness via Limit Theorems for Random Sums and Statistics with Random Sample Sizes 随机和与随机样本量统计的极限定理从渐近正态到重尾性
Pub Date : 2019-10-22 DOI: 10.5772/intechopen.89659
V. Korolev, A. Zeifman
This chapter contains a possible explanation of the emergence of heavy-tailed distributions observed in practice instead of the expected normal laws. The bases for this explanation are limit theorems for random sums and statistics constructed from samples with random sizes. As examples of the application of general theorems, conditions are presented for the convergence of the distributions of random sums of independent random vectors with finite covariance matrices to multivariate elliptically contoured stable and Linnik distributions. Also, conditions are presented for the convergence of the distributions of asymptotically normal (in the traditional sense) statistics to multivariate Student distributions. The joint asymptotic behavior of sample quantiles is also considered.
本章包含一种可能的解释,解释在实践中观察到的重尾分布,而不是预期的正态定律的出现。这种解释的基础是随机和的极限定理和由随机大小的样本构成的统计量。作为应用一般定理的例子,给出了具有有限协方差矩阵的独立随机向量的随机和分布收敛到多元椭圆轮廓稳定分布和林尼克分布的条件。同时,给出了渐近正态(传统意义上)统计分布收敛于多元Student分布的条件。同时考虑了样本分位数的联合渐近行为。
{"title":"From Asymptotic Normality to Heavy-Tailedness via Limit Theorems for Random Sums and Statistics with Random Sample Sizes","authors":"V. Korolev, A. Zeifman","doi":"10.5772/intechopen.89659","DOIUrl":"https://doi.org/10.5772/intechopen.89659","url":null,"abstract":"This chapter contains a possible explanation of the emergence of heavy-tailed distributions observed in practice instead of the expected normal laws. The bases for this explanation are limit theorems for random sums and statistics constructed from samples with random sizes. As examples of the application of general theorems, conditions are presented for the convergence of the distributions of random sums of independent random vectors with finite covariance matrices to multivariate elliptically contoured stable and Linnik distributions. Also, conditions are presented for the convergence of the distributions of asymptotically normal (in the traditional sense) statistics to multivariate Student distributions. The joint asymptotic behavior of sample quantiles is also considered.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128416469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Probabilistic Methods for Cognitive Solving of Some Problems in Artificial Intelligence Systems 人工智能系统中若干问题认知求解的概率方法
Pub Date : 2019-09-28 DOI: 10.5772/intechopen.89168
A. Kostogryzov, V. Korolev
As a result of the analysis of dispatcher intelligence centers and aerial, land, underground, underwater, universal, and functionally focused artificial intelligence robotics systems, the problems of rational control, due to be performed under specific conditions of uncertainties, are chosen for probabilistic study. The choice covers the problems of planning the possibilities of functions performance on the base of monitored information about events and conditions and the problem of robot route optimization under limitations on risk of “ failure ” in conditions of uncertainties. These problems are resolved with a use of the proposed probabilistic approach. The proposed methods are based on selected probabilistic models (for “ black box ” and complex systems), which are implemented effectively in wide application areas. The cognitive solving of problems consists in improvements, accumulation, analysis, and use of appearing knowledge. The described analytical solutions are demonstrated by practical examples.
通过对调度员智能中心和空中、陆地、地下、水下、通用和功能集中的人工智能机器人系统的分析,选择在特定不确定性条件下执行的理性控制问题进行概率研究。该选择涵盖了基于事件和条件的监控信息规划功能执行可能性的问题,以及在不确定条件下限制“失败”风险的机器人路线优化问题。这些问题是通过使用所提出的概率方法来解决的。所提出的方法基于选定的概率模型(用于“黑箱”和复杂系统),在广泛的应用领域得到了有效的实现。问题的认知解决包括改进、积累、分析和使用出现的知识。通过实例对所描述的解析解进行了验证。
{"title":"Probabilistic Methods for Cognitive Solving of Some Problems in Artificial Intelligence Systems","authors":"A. Kostogryzov, V. Korolev","doi":"10.5772/intechopen.89168","DOIUrl":"https://doi.org/10.5772/intechopen.89168","url":null,"abstract":"As a result of the analysis of dispatcher intelligence centers and aerial, land, underground, underwater, universal, and functionally focused artificial intelligence robotics systems, the problems of rational control, due to be performed under specific conditions of uncertainties, are chosen for probabilistic study. The choice covers the problems of planning the possibilities of functions performance on the base of monitored information about events and conditions and the problem of robot route optimization under limitations on risk of “ failure ” in conditions of uncertainties. These problems are resolved with a use of the proposed probabilistic approach. The proposed methods are based on selected probabilistic models (for “ black box ” and complex systems), which are implemented effectively in wide application areas. The cognitive solving of problems consists in improvements, accumulation, analysis, and use of appearing knowledge. The described analytical solutions are demonstrated by practical examples.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132303885","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Moments of the Discounted Aggregate Claims with Delay Inter-Occurrence Distribution and Dependence Introduced by a FGM Copula 用FGM Copula引入了具有延迟事件间分布和依赖关系的累计索赔贴现矩
Pub Date : 2019-09-03 DOI: 10.5772/intechopen.88699
Franck Adékambi
In this chapter, with renewal argument, we derive higher simple moments of the Discounted Compound Delay Renewal Risk Process (DCDRRP) when introducing dependence between the inter-occurrence time and the subsequent claim size. To illustrate our results, we assume that the inter-occurrence time is following a delay-Poisson process and the claim amounts is following a mixture of Exponential distribution, we then provide numerical results for the first two moments. The dependence structure between the inter-occurrence time and the subsequent claim size is defined by a Farlie-Gumbel-Morgenstern copula. Assuming that the claim distribution has finite moments, we obtain a general formula for all the moments of the DCDRRP process.
在本章中,通过续约论证,我们在引入内部发生时间与后续索赔规模之间的依赖关系时,推导出贴现复合延迟续约风险过程(DCDRRP)的较高简单矩。为了说明我们的结果,我们假设内部发生时间遵循延迟泊松过程,索赔金额遵循指数分布的混合,然后我们提供前两个时刻的数值结果。内部发生时间与后续索赔规模之间的依赖关系结构由Farlie-Gumbel-Morgenstern联结式定义。假设索赔分布具有有限矩,我们得到了DCDRRP过程所有矩的一般公式。
{"title":"Moments of the Discounted Aggregate Claims with Delay Inter-Occurrence Distribution and Dependence Introduced by a FGM Copula","authors":"Franck Adékambi","doi":"10.5772/intechopen.88699","DOIUrl":"https://doi.org/10.5772/intechopen.88699","url":null,"abstract":"In this chapter, with renewal argument, we derive higher simple moments of the Discounted Compound Delay Renewal Risk Process (DCDRRP) when introducing dependence between the inter-occurrence time and the subsequent claim size. To illustrate our results, we assume that the inter-occurrence time is following a delay-Poisson process and the claim amounts is following a mixture of Exponential distribution, we then provide numerical results for the first two moments. The dependence structure between the inter-occurrence time and the subsequent claim size is defined by a Farlie-Gumbel-Morgenstern copula. Assuming that the claim distribution has finite moments, we obtain a general formula for all the moments of the DCDRRP process.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115114608","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Combinatorial Enumeration of Graphs 图的组合枚举
Pub Date : 2019-08-31 DOI: 10.5772/intechopen.88805
C. R. Lucatero
In this chapter, I will talk about some of the enumerative combinatorics problems that have interested researchers during the last decades. For some of those enumeration problems, it is possible to obtain closed mathematical expressions, and for some other it is possible to obtain an estimation by the use of asymptotic methods. Some of the methods used in both cases will be covered in this chapter as well as some application of graph enumeration in different fields. An overview about the enumeration of trees will be given as an example of combinatorial problem solved in a closed mathematical form. Similarly, the problem of enumeration of regular graphs will be discussed as an example of combinatorial enumeration for which it is hard to obtain a closed mathematical form solution and apply the asymptotic estimation method used frequently in analytic combinatorics for this end. An example of application of the enumerative combinatorics for obtaining a result of applicability criteria of selection nodes in a virus spreading control problem will be given as well.
在本章中,我将讨论过去几十年来研究人员感兴趣的一些列举组合问题。对于其中一些枚举问题,可以得到封闭的数学表达式,而对于另一些枚举问题,可以使用渐近方法得到估计。在这两种情况下使用的一些方法将在本章中讨论,以及图枚举在不同领域的一些应用。将以一个用封闭数学形式解决的组合问题为例,概述树的枚举。同样,正则图的枚举问题将作为组合枚举的一个例子来讨论,对于这个问题很难得到一个封闭的数学形式解,并且很难应用解析组合学中经常使用的渐近估计方法来达到这个目的。最后给出了一个应用枚举组合学求解病毒传播控制问题中选择节点适用性准则结果的实例。
{"title":"Combinatorial Enumeration of Graphs","authors":"C. R. Lucatero","doi":"10.5772/intechopen.88805","DOIUrl":"https://doi.org/10.5772/intechopen.88805","url":null,"abstract":"In this chapter, I will talk about some of the enumerative combinatorics problems that have interested researchers during the last decades. For some of those enumeration problems, it is possible to obtain closed mathematical expressions, and for some other it is possible to obtain an estimation by the use of asymptotic methods. Some of the methods used in both cases will be covered in this chapter as well as some application of graph enumeration in different fields. An overview about the enumeration of trees will be given as an example of combinatorial problem solved in a closed mathematical form. Similarly, the problem of enumeration of regular graphs will be discussed as an example of combinatorial enumeration for which it is hard to obtain a closed mathematical form solution and apply the asymptotic estimation method used frequently in analytic combinatorics for this end. An example of application of the enumerative combinatorics for obtaining a result of applicability criteria of selection nodes in a virus spreading control problem will be given as well.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115584329","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Mixture Transition Distribution Modelling of Multivariate Time Series of Discrete State Processes: With an Application to Modelling Flowering Synchronisation with Respect to Climate Dynamics 离散状态过程的多元时间序列的混合过渡分布建模:在气候动力学方面的开花同步建模中的应用
Pub Date : 2019-08-25 DOI: 10.5772/intechopen.88554
I. Hudson, Susan W. Kim, M. Keatley
A new approach to assess synchronicity developed in this chapter is a novel bivariate extension of the generalised mixture transition distribution (MTDg) model (we coin this B-MTD). The aim of this chapter is to test MTDg an extended MTD with interactions model and its bivariate extension of MTD (B-MTD) to investigate synchrony of flowering of four Eucalypts speciesE. leucoxylon, E. microcarpa, E. polyanthemos and E. tricarpa over a 31 year period. The mixture transition distribution (MTDg) is a method to estimate transition probabilities of high order Markov chains. Our B-MTD approach allows us the derive rules of thumb for synchrony and asynchrony between pairs of species, e.g. flowering of the four species. The latter B-MTD rules are based on transition probabilities between all possible on and off flowering states from previous to current time. We also apply MTDg modelling using lagged flowering states and climate covariates as predictors to model current flowering status (on/off) to assess synchronisation using residuals from the resultant models via our adaptation of Morans classic synchrony statistic. We compare these MTDg (with covariates)-based synchrony measures with our B-MTD results in addition to those from extended Kalman filter (EKF)-based residuals.
本章发展的一种评估同步性的新方法是广义混合过渡分布(MTDg)模型的一种新的二元扩展(我们创造了这个B-MTD)。本章的目的是测试MTD,一个扩展的MTD与相互作用模型及其MTD的二元扩展(B-MTD),以研究四种桉树物种开花的同步性。白梭梭、小叶梭梭、多花梭梭和三角梭梭在31年间的生长。混合转移分布是估计高阶马尔可夫链转移概率的一种方法。我们的B-MTD方法允许我们推导出物种对之间同步和异步的经验法则,例如四个物种的开花。后一种B-MTD规则是基于从之前到当前的所有可能的开和关开花状态之间的转换概率。我们还应用了MTDg模型,使用滞后开花状态和气候协变量作为预测因子来模拟当前开花状态(开/关),通过我们对Morans经典同步统计的适应,使用所得模型的残差来评估同步。我们将这些基于MTDg(协变量)的同步度量与我们的B-MTD结果以及基于扩展卡尔曼滤波(EKF)的残差进行比较。
{"title":"Mixture Transition Distribution Modelling of Multivariate Time Series of Discrete State Processes: With an Application to Modelling Flowering Synchronisation with Respect to Climate Dynamics","authors":"I. Hudson, Susan W. Kim, M. Keatley","doi":"10.5772/intechopen.88554","DOIUrl":"https://doi.org/10.5772/intechopen.88554","url":null,"abstract":"A new approach to assess synchronicity developed in this chapter is a novel bivariate extension of the generalised mixture transition distribution (MTDg) model (we coin this B-MTD). The aim of this chapter is to test MTDg an extended MTD with interactions model and its bivariate extension of MTD (B-MTD) to investigate synchrony of flowering of four Eucalypts speciesE. leucoxylon, E. microcarpa, E. polyanthemos and E. tricarpa over a 31 year period. The mixture transition distribution (MTDg) is a method to estimate transition probabilities of high order Markov chains. Our B-MTD approach allows us the derive rules of thumb for synchrony and asynchrony between pairs of species, e.g. flowering of the four species. The latter B-MTD rules are based on transition probabilities between all possible on and off flowering states from previous to current time. We also apply MTDg modelling using lagged flowering states and climate covariates as predictors to model current flowering status (on/off) to assess synchronisation using residuals from the resultant models via our adaptation of Morans classic synchrony statistic. We compare these MTDg (with covariates)-based synchrony measures with our B-MTD results in addition to those from extended Kalman filter (EKF)-based residuals.","PeriodicalId":184595,"journal":{"name":"Probability, Combinatorics and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130832892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
Probability, Combinatorics and Control
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1