一类多维双重时序 AR(1)-MA(q) 模型的平稳性

讨论了一类多维双重时序ＡＲ（１）－ＭＡ（ｑ）模型的二阶平稳性问题。通过导出一组线性方程组，给出了这类模型二阶平稳的显式充分条件和必要条件，为验证模型的二阶平稳性提供了一个可行的途径。     

基于SLAM的图形建模仿真环境

本文详细介绍了基于ＳＬＡＭ的图形建模仿真环境的设计与应用，包括图形建模环境的实现，ＳＬＡＭ网络的进程交互仿真策略以及仿真器的设计，并进一步探讨了该系统用于协同仿真进行混合异构建模的思想。     

MPP数据并行FORTRAN汇编代码模拟环境的设计与实现

本文阐述了一种在单机上模拟ＭＰＰ机执行并行汇编代码的方法。这种并行汇编代码由ＭＰＰＦＯＲＴＲＡＮ编译器生成。由于在一个大型工程中，编译生成的目标代码运行环境不一定能及时具备，所以，研制汇编代码模拟环境ＤＰＦＡＳ有助于及早验证编译目标代码的正确性和完备性。本文通过共享进程组在ＳＧＩ工作站上实现多机环境模拟和远程地址访问模拟。此模拟环境的实现对ＭＰＰ数据并行ＦＯＲＴＲＡＮ编译器的正确性验证和效率评估有一定的帮助。     

环形区域极点/协方差约束下的模型简化设计

提出离散随机系统模型简化的一种新方法,即环形区域极点／协方差约束下的模型简化方法。这种设计方法的基本思路是构造指定维数的降阶模型,使其匹配给定的环形区域极点和稳态协方差参数,在系统的动态特性和稳态特性方面逼近给定的满阶模型。文中导出了期望的简化模型的存在条件及解析表达式,并提供了一个数值算例。     

C~3I系统的决策时延分析

决策是C~3I 系统的核心问题之一。用Petri 网理论研究C~3I 系统的决策问题已取得了长足的进展。根据决策过程各阶段之所需时间具有随机性及不独立性的特点,以变迁发射时间不独立的随机Petri 网作为决策时延的建模与分析工具,并给出了这种随机Petri 网模型的一般分析方法。     

军用嵌入式操作系统安全性增强措施

操作系统是紧靠硬件的基础软件,它既是应用软件安全的坚实基础,又是硬件不安全因素的屏蔽器.在操作系统安全隐患和嵌入式操作系统技术特点的基础上,提出信息保护、空间域保护和时间域保护等增强操作系统安全性的几种方法,以提高嵌入式系统抗击系统本身缺陷或敌方恶意攻击等安全威胁的能力.上述几种安全保护技术已在嵌入式Linux中进行验证,并取得满意的结果.     

Algorithms for computing waiting time distributions under different queue disciplines for the D-BMAP/PH/1

A queueing system characterized by the discrete batch Markovian arrival process (D-BMAP) and a probability of phase type distribution for the service time is one that arises frequently in the area of telecommunications. Under this arrival process and service time distribution we derive the waiting time distribution for three queue disciplines: first in first out (FIFO), last in first out (LIFO), and service in random order (SIRO). We also outline efficient algorithmic procedures for computing the waiting time distributions under each discipline. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 559–576, 1997     

On lifetimes in random environments

For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 365–375, 1998     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.