In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-ti...In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.展开更多
Accumulated low density parity check （LDPCA） codec is proposed for DISCOVER project in distributed video coding （DVC）, which offers flexible coding rate. Although it can use feedback channel to adapt the rate to t...Accumulated low density parity check （LDPCA） codec is proposed for DISCOVER project in distributed video coding （DVC）, which offers flexible coding rate. Although it can use feedback channel to adapt the rate to the correlation of the video, but in real applications, using feedback channel can not always be possible. To solve this problem, some researchers proposed estimating the code rate at the encoder but the performance was not very good. Based on their researches, this paper considers the impact of convergence rate for iteration on rate estimate, which can be calculated using its check matrix. As a pilot study, this paper pays attention to the regular LDPCA codec. At the same time, it considers the impact of deviation in the estimated crossover probability, which gives some constraints to rate estimate. In the experiment, the proposed algorithm can improve the rate-distortion performance by up to 1 dB-1.2 dB.展开更多
In this paper,a critical Galton-Watson branching process with immigration Z_(n)is studied.We first obtain the convergence rate of the harmonic moment of Z_(n).Then the large deviation of S_(Z_(n)):∑_(i=1)^(Z_(n))X_(i...In this paper,a critical Galton-Watson branching process with immigration Z_(n)is studied.We first obtain the convergence rate of the harmonic moment of Z_(n).Then the large deviation of S_(Z_(n)):∑_(i=1)^(Z_(n))X_(i)is obtained,where{X_(i)}is a sequence of independent and identically distributed zero-mean random variables with the tail indexα>2.We shall see that the converging rate is determined by the immigration mean,the variance of reproducing and the tail index of X_(1)^(+),compared with the previous result for the supercritical case,where the rate depends on the Schroder constant and the tail index.展开更多
基金Supported by the National Natural Science Foundation of China(No.11271155,11371168,J1310022,11501241)Natural Science Foundation of Jilin Province(20150520053JH)Science and Technology Research Program of Education Department in Jilin Province for the 12th Five-Year Plan(440020031139)
文摘In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.
文摘Accumulated low density parity check （LDPCA） codec is proposed for DISCOVER project in distributed video coding （DVC）, which offers flexible coding rate. Although it can use feedback channel to adapt the rate to the correlation of the video, but in real applications, using feedback channel can not always be possible. To solve this problem, some researchers proposed estimating the code rate at the encoder but the performance was not very good. Based on their researches, this paper considers the impact of convergence rate for iteration on rate estimate, which can be calculated using its check matrix. As a pilot study, this paper pays attention to the regular LDPCA codec. At the same time, it considers the impact of deviation in the estimated crossover probability, which gives some constraints to rate estimate. In the experiment, the proposed algorithm can improve the rate-distortion performance by up to 1 dB-1.2 dB.
基金supported by National Natural Science Foundation of China(Grant No.11871103)。
文摘In this paper,a critical Galton-Watson branching process with immigration Z_(n)is studied.We first obtain the convergence rate of the harmonic moment of Z_(n).Then the large deviation of S_(Z_(n)):∑_(i=1)^(Z_(n))X_(i)is obtained,where{X_(i)}is a sequence of independent and identically distributed zero-mean random variables with the tail indexα>2.We shall see that the converging rate is determined by the immigration mean,the variance of reproducing and the tail index of X_(1)^(+),compared with the previous result for the supercritical case,where the rate depends on the Schroder constant and the tail index.
