We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same wa...We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.展开更多
This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special c...This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.展开更多
In this paper, we consider a Brownian motion risk model with stochastic return on investments. Using the strong Markov property and exploiting the limitation idea, we derive the Laplace-Stieltjes Transform(LST) of the...In this paper, we consider a Brownian motion risk model with stochastic return on investments. Using the strong Markov property and exploiting the limitation idea, we derive the Laplace-Stieltjes Transform(LST) of the total duration of negative surplus. In addition, two examples are also present.展开更多
The formulae for parameters of a negative electron affinity semiconductor(NEAS)with large mean escape depth of secondary electrons A(NEASLD)are deduced.The methods for obtaining parameters such asλ,B,E_(pom)and the m...The formulae for parameters of a negative electron affinity semiconductor(NEAS)with large mean escape depth of secondary electrons A(NEASLD)are deduced.The methods for obtaining parameters such asλ,B,E_(pom)and the maximumδandδat 100.0 keV≥E_(po)≥1.0 keV of a NEASLD with the deduced formulae are presented(B is the probability that an internal secondary electron escapes into the vacuum upon reaching the emission surface of the emitter,δis the secondary electron yield,E_(po)is the incident energy of primary electrons and E_(pom)is the E_(po)corresponding to the maximumδ).The parameters obtained here are analyzed,and it can be concluded that several parameters of NEASLDs obtained by the methods presented here agree with those obtained by other authors.The relation between the secondary electron emission and photoemission from a NEAS with large mean escape depth of excited electrons is investigated,and it is concluded that the presented method of obtaining A is more accurate than that of obtaining the corresponding parameter for a NEAS with largeλ_(ph)(λ_(ph)being the mean escape depth of photoelectrons),and that the presented method of calculating B at E_(po)>10.0 keV is more widely applicable for obtaining the corresponding parameters for a NEAS with largeλ_(ph).展开更多
Steganalysis attack is to statistically estimate the embedded watermark in the watermarked multimedia,and the estimated watermark may be destroyed by the attacker.The existing methods of false negative probability,how...Steganalysis attack is to statistically estimate the embedded watermark in the watermarked multimedia,and the estimated watermark may be destroyed by the attacker.The existing methods of false negative probability,however,do not consider the influence of steganalysis attack.This paper proposed the game theory based false negative probability to estimate the impacts of steganalysis attack,as well as unintentional attack.Specifically,game theory was used to model the collision between the embedment and steganalysis attack,and derive the optimal building embedding/attacking strategy.Such optimal playing strategies devote to calculating the attacker destructed watermark,used for calculation of the game theory based false negative probability.The experimental results show that watermark detection reliability measured using our proposed method,in comparison,can better reflect the real scenario in which the embedded watermark undergoes unintentional attack and the attacker using steganalysis attack.This paper provides a foundation for investigating countermeasures of digital watermarking community against steganalysis attack.展开更多
As currently understood since its discovery, the bare Klein-Gordon theory consists of negative quantum probabilities which are considered to be physically meaningless if not outright obsolete. Despite this annoying se...As currently understood since its discovery, the bare Klein-Gordon theory consists of negative quantum probabilities which are considered to be physically meaningless if not outright obsolete. Despite this annoying setback, these negative probabilities are what led the great Paul Dirac in 1928 to the esoteric discovery of the Dirac Equation. The Dirac Equation led to one of the greatest advances in our understanding of the physical world. In this reading, we ask the seemingly senseless question, “Do negative probabilities exist in quantum mechanics?” In an effort to answer this question, we arrive at the conclusion that depending on the choice one makes of the quantum probability current, one will obtain negative probabilities. We thus propose a new quantum probability current of the Klein-Gordon theory. This quantum probability current leads directly to positive definite quantum probabilities. Because these negative probabilities are in the bare Klein-Gordon theory, intrinsically a result of negative energies, the fact that we here arrive at a theory with positive probabilities, means that negative energy particles are not to be considered problematic as is the case in the bare Klein-Gordon theory. From an abstract—objective stand-point;in comparison with positive energy particles, the corollary is that negative energy particles should have equal chances to exist. As to why these negative energy particles do not exist, this is analogous to asking why is it that Dirac’s antimatter does not exist in equal proportions with matter. This problem of why negative energy particles do not exist in equal proportions with positive energy particles is a problem that needs to be solved by a future theory.展开更多
基金Supported in part by the National Natural Science Foundation of China and the Ministry of Education of China
文摘We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.
基金Supported by the Foundation of Suzhou Science and Technology University
文摘This paper studies a Sparre Andersen negative risk sums model in which the distribution of ＂interclaim＂ time is that of a sum of n independent exponential random variables. Thus, the Erlang（n） model is a special case. On this basis the correlated negative risk sums process with the common Erlang process is considered. Integro-differential equations with boundary conditions for ψ（u） are given. For some special cases a closed-form expression for ψ（u） is derived.
文摘In this paper, we consider a Brownian motion risk model with stochastic return on investments. Using the strong Markov property and exploiting the limitation idea, we derive the Laplace-Stieltjes Transform(LST) of the total duration of negative surplus. In addition, two examples are also present.
基金Project supported by the National Natural Science Foundation of China(Grant No.11873013)。
文摘The formulae for parameters of a negative electron affinity semiconductor(NEAS)with large mean escape depth of secondary electrons A(NEASLD)are deduced.The methods for obtaining parameters such asλ,B,E_(pom)and the maximumδandδat 100.0 keV≥E_(po)≥1.0 keV of a NEASLD with the deduced formulae are presented(B is the probability that an internal secondary electron escapes into the vacuum upon reaching the emission surface of the emitter,δis the secondary electron yield,E_(po)is the incident energy of primary electrons and E_(pom)is the E_(po)corresponding to the maximumδ).The parameters obtained here are analyzed,and it can be concluded that several parameters of NEASLDs obtained by the methods presented here agree with those obtained by other authors.The relation between the secondary electron emission and photoemission from a NEAS with large mean escape depth of excited electrons is investigated,and it is concluded that the presented method of obtaining A is more accurate than that of obtaining the corresponding parameter for a NEAS with largeλ_(ph)(λ_(ph)being the mean escape depth of photoelectrons),and that the presented method of calculating B at E_(po)>10.0 keV is more widely applicable for obtaining the corresponding parameters for a NEAS with largeλ_(ph).
基金supported by the National Natural Science Foundation of China（No. 71020107027） in part by the Doctoral Startup Fundation of Xinjiang University of Finace and Economics
文摘Steganalysis attack is to statistically estimate the embedded watermark in the watermarked multimedia,and the estimated watermark may be destroyed by the attacker.The existing methods of false negative probability,however,do not consider the influence of steganalysis attack.This paper proposed the game theory based false negative probability to estimate the impacts of steganalysis attack,as well as unintentional attack.Specifically,game theory was used to model the collision between the embedment and steganalysis attack,and derive the optimal building embedding/attacking strategy.Such optimal playing strategies devote to calculating the attacker destructed watermark,used for calculation of the game theory based false negative probability.The experimental results show that watermark detection reliability measured using our proposed method,in comparison,can better reflect the real scenario in which the embedded watermark undergoes unintentional attack and the attacker using steganalysis attack.This paper provides a foundation for investigating countermeasures of digital watermarking community against steganalysis attack.
基金a GRANT from the National University of Science and Technology’s Research Board.
文摘As currently understood since its discovery, the bare Klein-Gordon theory consists of negative quantum probabilities which are considered to be physically meaningless if not outright obsolete. Despite this annoying setback, these negative probabilities are what led the great Paul Dirac in 1928 to the esoteric discovery of the Dirac Equation. The Dirac Equation led to one of the greatest advances in our understanding of the physical world. In this reading, we ask the seemingly senseless question, “Do negative probabilities exist in quantum mechanics?” In an effort to answer this question, we arrive at the conclusion that depending on the choice one makes of the quantum probability current, one will obtain negative probabilities. We thus propose a new quantum probability current of the Klein-Gordon theory. This quantum probability current leads directly to positive definite quantum probabilities. Because these negative probabilities are in the bare Klein-Gordon theory, intrinsically a result of negative energies, the fact that we here arrive at a theory with positive probabilities, means that negative energy particles are not to be considered problematic as is the case in the bare Klein-Gordon theory. From an abstract—objective stand-point;in comparison with positive energy particles, the corollary is that negative energy particles should have equal chances to exist. As to why these negative energy particles do not exist, this is analogous to asking why is it that Dirac’s antimatter does not exist in equal proportions with matter. This problem of why negative energy particles do not exist in equal proportions with positive energy particles is a problem that needs to be solved by a future theory.
