The M/G/1 queue with instantaneous bernoulli feedback

In this paper we are concerned with several random processes that occur in M/G/1 queues with instantaneous feedback in which the feedback decision process is a Bernoulli process. Queue length processes embedded at various times are studied. It is shown that these do not all have the same asymptotic distribution, and that in general none of the output, input, or feedback processes is renewal. These results have implications in the application of certain decomposition results to queueing networks.     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式     

Determining optimum reject allowances for deteriorating production systems

Since most manufacturing processes inevitably produce some defective items, it is common practice to produce a quantity larger than the actual order size. This excess is called a reject allowance. In this paper we consider production processes which undergo stochastic deterioration and demonstrate that under appropriate conditions a smallest optimum reject allowance exists and can be easily computed. We also investigate the optimality of periodic process inspections and show that in some cases one can do better by following an (r, R) inspection-processing policy.     

Can security vetting be extended to include the detection of financial misconduct?

An analysis of the security vetting files of 19 employees within a South African national department who had been found guilty of financial misconduct in the last five years uncovered that the existing security vetting processes did not detect the financial misconduct of which these employees have been found guilty. This research sets out to establish whether security vetting can be extended to include the detection of financial misconduct within the department and, if so, how. Moreover, if security vetting can indeed be so extended, can it possibly enhance the management of fraud risk across all South African public sector departments? Qualitative interviews were conducted with 27 employees who are key to fraud risk management and security vetting within the researched department. During the interviews, the following five themes emerged: (1) the reasons why employees commit financial misconduct; (2) why it is not detected by the security vetting process; (3) the potential alignment of the security vetting process to facilitate the detection of financial misconduct; (4) the following through on security vetting findings; and (5) sharing these findings with the internal audit and risk management functions within state departments. These themes were probed and are reported on, establishing firstly that security vetting can indeed be extended to include the detection of financial misconduct within the researched department, and secondly that it can enhance the management of fraud risk across all South African public sector departments, given the specific mandate of the State Security Agency (SSA) and the national security vetting strategy.     

Stochastic models for spread of motivating information

In this work we consider spread of information which motivates the hearer to perform some specified action. The time to completion of an action is assumed to be a random variable and the main focus is on the number of completed actions by time t, X(t). Some models, which reflect different degree of centralization in the spread process, are analyzed and the distribution of X(t), as well as that of some other stochastic processes of interest, are obtained. The relevance to propagation of epidemics is pointed out. All models are solved by employing two interrelated concepts, namely, the order statistics property of stochastic processes and the binomial closure property of collections of distributions. In this respect, the work also serves as an illustration of the application of these useful concepts.     

On a new approach to the analysis of stationary inventory problems

The intent of this paper is to demonstrate that the theory of stationary point processes is a useful tool for the analysis of stationary inventory systems. In conventional inventory theory, the equilibrium distributions for a specified inventory policy are obtained, whenever possible, by recursive or limiting procedures, or both. A different and more direct approach, based on stationary point processes, is proposed here. The time instants at which stock delivery is effected are viewed as points of the stationary point process, which possesses uniform statistical properties on the entire real axis; hence the equilibrium statistics of the inventory process can be calculated directly. In order to best illustrate this approach, various examples are given, including some that constitute new results.     

The Political Economy of Legislation on Terrorism

^{1 1}This research was funded in part by a grant from the Lowe Institute of Political Economy. The corresponding author is S. Brock Blomerg. We thank Chris Blomberg and Brianna Loyosa for their excellent research assistance on the project. This paper presents an empirical analysis of what drives congressional legislation on terrorism during the period 1995 to 2010. We utilize and augment current methodology to compile and analyze data on sponsorship and cosponsorship of terrorism related data. Our results on the sources of legislation on terrorism are largely in line with past examinations of the importance of committee membership and leadership, party majority-ship, and other political factors. Further, we find that the most significant and robust drive for legislation on terrorism is the September 11^th attacks. And while the impact of 9/11 affected legislative productivity everywhere, we find that it most significantly affected states surrounding New York and Washington D.C. Our results indicate that the economy may be one factor motivating politicians to legislate on terrorism; however, these results are not robust.     

French Military Adaptation in the Afghan War: Looking Inward or Outward?

ABSTRACT

For some, a specific feature of the French armed forces' adaptation process in the adaptation process would be the capacity to look inward instead of outward in order to identify relevant solutions to tactical/doctrinal problems. This article questions such a narrative, and argues that the French armed forces are as quick as any to borrow from other countries’ experiences. In order to do so, this article introduces the concept of ‘selective emulation’, and compares the French and German military adaptation processes in Afghanistan. The article argues that there is indeed something distinctive about French military adaptation, but it is not what the fiercest defenders of the French ‘exceptionalism’ usually account for.     

基于Kalman滤波器的放大转发双向中继联合信道估计方法

针对遵从放大转发协议的双向中继网络的联合信道估计问题,提出了一种基于Kalman滤波器的新方法。首先根据联合信道构成特点将其划分为自干扰部分及传输部分,通过AR模型对这两部分自相关函数进行近似化处理,建立了联合信道时变过程的状态方程,结合接收的训练序列信号,给出了具有Kalman滤波器形式的估计方法。随后在证明了该方法的一致收敛性质的同时,列出了误差性能限所满足的Riccati方程表达式。仿真结果表明,新估计方法相比于最大似然方法在均方误差方面具有明显的性能优势。     

Optimal replacement under additive damage in randomly varying environments

A system is subject to a sequence of randomly occurring shocks. Each shock causes a random amount of damage which accumulates additively. Any of the shocks might cause the system to fail. The shock process is in some sense related to an environmental process in order to describe randomly varying external factors of an economical and/or technical nature as well as internal factors of a statistical nature. A discrete time formulation of the problem is given. Sufficient conditions are found for optimality of a generalized control-limit rule with respect to the total cost criterion: Whenever the accumulated damage s is not less than a specified critical number t(i), depending on the environmental state i, replace the system by a new one; otherwise do not replace it. Moreover, bounds are given for these critical numbers.     

Online process mean estimation using L1 norm exponential smoothing

A basic assumption in process mean estimation is that all process data are clean. However, many sensor system measurements are often corrupted with outliers. Outliers are observations that do not follow the statistical distribution of the bulk of the data and consequently may lead to erroneous results with respect to statistical analysis and process control. Robust estimators of the current process mean are crucial to outlier detection, data cleaning, process monitoring, and other process features. This article proposes an outlier‐resistant mean estimator based on the L₁ norm exponential smoothing (L₁‐ES) method. The L₁‐ES statistic is essentially model‐free and demonstrably superior to existing estimators. It has the following advantages: (1) it captures process dynamics (e.g., autocorrelation), (2) it is resistant to outliers, and (3) it is easy to implement. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Optimal control of a production‐inventory system with both backorders and lost sales

We consider the optimal control of a production inventory‐system with a single product and two customer classes where items are produced one unit at a time. Upon arrival, customer orders can be fulfilled from existing inventory, if there is any, backordered, or rejected. The two classes are differentiated by their backorder and lost sales costs. At each decision epoch, we must determine whether or not to produce an item and if so, whether to use this item to increase inventory or to reduce backlog. At each decision epoch, we must also determine whether or not to satisfy demand from a particular class (should one arise), backorder it, or reject it. In doing so, we must balance inventory holding costs against the costs of backordering and lost sales. We formulate the problem as a Markov decision process and use it to characterize the structure of the optimal policy. We show that the optimal policy can be described by three state‐dependent thresholds: a production base‐stock level and two order‐admission levels, one for each class. The production base‐stock level determines when production takes place and how to allocate items that are produced. This base‐stock level also determines when orders from the class with the lower shortage costs (Class 2) are backordered and not fulfilled from inventory. The order‐admission levels determine when orders should be rejected. We show that the threshold levels are monotonic (either nonincreasing or nondecreasing) in the backorder level of Class 2. We also characterize analytically the sensitivity of these thresholds to the various cost parameters. Using numerical results, we compare the performance of the optimal policy against several heuristics and show that those that do not allow for the possibility of both backordering and rejecting orders can perform poorly.© 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010     

The Good Faith Assumption

There are a number of competing paradigms on nonproliferation issues, each with their own self-consistent set of axioms that have to be dealt with on their own terms. If these different approaches are not appropriately acknowledged during discussions, they can become a permanent barrier to the resolution of underlying issues. This article identifies some of the key interest groups that are involved in discussions of nuclear nonproliferation issues and seeks to delineate the paradigmatic differences between these groups. These differences in approach can give rise to the perception that one or more of the parties to any discussion are arguing in bad faith. While bad faith may be a cause of at least some of the disputes that arise on nonproliferation issues, assuming bad faith as an explanation for these differences is counterproductive; it prevents any serious discussion of the issues underlying such disputes and obstructs attempts to reach a common understanding.     

Inference from accelerated life tests using eyring type re-parameterizations

Least squares estimators of the parameters of the generalized Eyring Model are obtained by using data from censored life tests conducted at several accelerated environments. These estimators are obtained after establishing that the Gauss-Markov conditions for least squares estimation are satisfied. Confidence intervals for the hazard rate at use conditions are obtained after empirically showing that the logarithm of the estimate of the hazard rate at use conditions is approximately normally distributed. The coverage probabilities of the confidence intervals are also verified by a Monte Carlo experiment. The techniques are illustrated by an application to some real data.     

Total optimality of incrementally optimal allocations

This paper considers the problem of finding optimal solutions to a class of separable constrained extremal problems involving nonlinear functionals. The results are proved for rather general situations, but they may be easily stated for the case of search for a stationary object whose a priori location distribution is given by a density function on R, a subset of Euclidean n-space. The functional to be optimized in this case is the probability of detection and the constraint is on the amount of effort to be used Suppose that a search of the above type is conducted in such a manner as to produce the maximum increase in probability of detection for each increment of effort added to the search. Then under very weak assumptions, it is proven that this search will produce an optimal allocation of the total effort involved. Under some additional assumptions, it is shown that any amount of search effort may be allocated in an optimal fashion.     

Multiperiod resource allocation with a smoothing objective

We consider a multiperiod resource allocation problem, where a single resource is allocated over a finite planning horizon of T periods. Resource allocated to one period can be used to satisfy demand of that period or of future periods, but backordering of demand is not allowed. The objective is to allocate the resource as smoothly as possible throughout the planning horizon. We present two models: the first assumes that the allocation decision variables are continuous, whereas the second considers only integer allocations. Applications for such models are found, for example, in subassembly production planning for complex products in a multistage production environment. Efficient algorithms are presented to find optimal allocations for these models at an effort of O(T²). Among all optimal policies for each model, these algorithms find the one that carries the least excess resources throughout the planning horizon. © 1995 John Wiley & Sons, Inc.     

Optimal location of a facility relative to area demands

This paper deals with the Weber single-facility location problem where the demands are not only points but may be areas as well. It provides an iterative procedure for solving the problem with l^p distances when p > 1 (a method of obtaining the exact solution when p = 1 and distances are thus rectangular already exists). The special case where the weight densities in the areas are uniform and the areas are rectangles or circles results in a modified iterative process that is computationally much faster. This method can be extended to the simultaneous location of several facilities.     

基于全站仪最佳布站的调炮精度检测方法

针对目前缺少火炮调炮精度检测方法的现状,提出了一种基于全站仪最佳布站的调炮精度检测方法,建立了全站仪测量系统的数学模型,推导了调炮精度检测方法的解算公式,根据火炮调炮范围确定了调炮精度检测中的测量区域,得出全站仪测量系统对于整个测量区域的测量不确定度,结合某型火炮设计了画图法优化过程,得到全站仪测量系统的最佳测量布站位置。精度仿真试验表明,该方法可对调炮精度进行检测,使最佳布站测量系统的精度高于随机布站的精度。     

一种应用聚类技术检测网络入侵的新方法

基于聚类技术提出了一种能处理不带标识且含异常数据样本的训练集数据的网络入侵检测方法。对网络连接数据作归一化处理后 ,通过比较数据样本间距离与类宽度W的关系进行数据类质心的自动搜索 ,并通过计算样本数据与各类质心的最小距离来对各样本数据进行类划分 ,同时根据各类中的样本数据动态调整类质心 ,使之更好地反映原始数据分布。完成样本数据的类划分后 ,根据正常类比例N来确定异常数据类别并用于网络连接数据的实时检测。结果表明 ,该方法有效地以较低的系统误警率从网络连接数据中检测出新的入侵行为 ,更降低了对训练数据集的要求。     

防止反编译技术研究

运用反编译技术可以对软件可执行二进制代码进行非法的修改或窃取其知识产权。为了防范这种情况,提出了在程序的汇编级转化直接跳转为间接跳转和插入伪造的跳转表以隐藏程序控制流的2种方法,来提高程序防止反编译的性能,增加软件分析的难度。