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Integrating a change-point control chart and maintenance policy for two-stage series repairable systems
ZHONG Jian-lan
Applied Mathematics A Journal of Chinese Universities, 2018, 33(2): 167-178.
For two-stage series repairable system, a change-point control chart is used to monitor the system to reveal state of the system, and then the corresponding maintenance policy is carried out. Firstly, a change-point control chart is given to monitor the multistage system. Secondly, the possible scenarios and the probability of occurrence of each scenario are analyzed, assuming that assignable causes may occur in both two-stage, which follow general distribution; and the probability of the corresponding maintenance policy is obtained based on the scenarios. Thirdly, a procedure for calculating average revenue is presented according to renew-reward theory. Then, a numerical example is given to illustrate the application of the proposed integrated model. The results show that the integrated model outperforms the maintenance model in terms of average revenue earning. Finally, using fractional factor design, a sensitivity analysis is conducted to develop insights into input parameters that in°uence the integration e?orts.
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A new kind of location invariant extreme value index estimator
LIU Wei-qi, LIANG Shan-shan
Applied Mathematics A Journal of Chinese Universities, 2018, 33(2): 179-190.
Heavy-tailed distribution can well explain the economic, natural and social phenomena such as asset prices, income distribution, hydro-geology, social media, etc. Accurate estimation of extreme value index is a key technique for application of heavy-tailed distribution. The Hill estimator, introduced in 1975, which opened a precedent of estimating extreme value index, is still the focus of heavy-tailed modeling up to now. In order to overcome the shortcomings of the location variation and asymptotic behavior of the existing estimators, borrowing the asymptotic expansion of statistic $M_{n}^{(\alpha)}(k_{0},k)$, this paper proposes a new kind of location invariant extreme value index estimator (NLIE) and studies its asymptotic expansion under second order regular variation. The optimal choice of threshold is discussed as well. The NLIE is compared with the classical location invariant estimator $\hat{\gamma}_{n}^{H}(k_{0},k)$ by Monte-Carlo. The results show that NlIE behaves better than $\hat{\gamma}_{n}^{H}(k_{0},k)$.
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The convergence of LS estimator for nonlinear regression models based on m-WOD errors
ZHU Yan-bei, ZONG Rui-xue, QIAO Xu-dong, ZHAO Zhang-rui, YANG Wen-zhi
Applied Mathematics A Journal of Chinese Universities, 2018, 33(2): 191-201.
Combining the conception of m dependent random variables with WOD random variables, the conception of m-WOD random variables is given in this paper, which contains many negative dependent random variables such as NA, m-NA, NSD, NOD, END, m-END and WOD. Based on the m-WOD errors, the least squares (LS) estimator of nonlinear regression models is investigated and some probability inequalities for the LS estimator are obtained. As an application, the complete convergence and convergence in probability are presented under di?erent moment conditions, which generalize the corresponding results.
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Quasi-shadowing near the partially hyperbolic set
WANG Lin, WANG Xinsheng
Applied Mathematics A Journal of Chinese Universities, 2018, 33(2): 243-252.
In this paper, the concept of the so called partial hyperbolic set is introduced, and it is proved that a diffeomorphism on a compact Riemannian manifold has the quasi-shadowing property in a neighborhood of the partially hyperbolic set in the following sense: Let $f$ be a partially hyperbolic diffeomorphism on a compact Riemannian manifold $M$, and $\mathit\Lambda\subset M$ be a partially hyperbolic set of $f$. There exists the neighborhood $O(\mathit\Lambda)$ of $\mathit\Lambda$ such that for any $\varepsilon>0$ there exists $\delta>0$ such that for any $\delta$-pseudo orbit $\{x_{k}\}_{k\in\mathbb{Z}}\subset O(\mathit\Lambda)$ of $f$, there exist a sequence of points $\{y_{k}\}_{k\in\mathbb{Z}}$ and a sequence of center vectors $\{u_{k}\in E_{x_{k}}^{c}\}_{k\in\mathbb{Z}}$ such that $d(x_{k}, y_{k})<\varepsilon$, where $y_{k}=\exp_{x_{k}}(\exp^{-1}_{x_{k}}(f(y_{k-1}))+u_{k})$. As an application, it is show that any diffeomorphism is topologically quasi-stable under $C^{0}$-perturbation, if there exists an invariant set in a neighborhood of the partially hyperbolic set.
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11 articles
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