30,603 research outputs found
Tail Asymptotics of Deflated Risks
Random deflated risk models have been considered in recent literatures. In
this paper, we investigate second-order tail behavior of the deflated risk X=RS
under the assumptions of second-order regular variation on the survival
functions of the risk R and the deflator S. Our findings are applied to
approximation of Value at Risk, estimation of small tail probability under
random deflation and tail asymptotics of aggregated deflated riskComment: 2
A probabilistic model checking approach to analysing reliability, availability, and maintainability of a single satellite system
Satellites now form a core component for space
based systems such as GPS and GLONAS which provide
location and timing information for a variety of uses. Such
satellites are designed to operate in-orbit and have lifetimes of
10 years or more. Reliability, availability and maintainability
(RAM) analysis of these systems has been indispensable in
the design phase of satellites in order to achieve minimum
failures or to increase mean time between failures (MTBF)
and thus to plan maintainability strategies, optimise reliability
and maximise availability. In this paper, we present formal
modelling of a single satellite and logical specification of
its reliability, availability and maintainability properties. The
probabilistic model checker PRISM has been used to perform
automated quantitative analyses of these properties
Chiral Condensates in Quark and nuclear Matter
We present a novel treatment for calculating the in-medium quark condensates.
The advantage of this approach is that one does not need to make further
assumptions on the derivatives of model parameters with respect to the quark
current mass. The normally accepted model-independent result in nuclear matter
is naturally reproduced. The change of the quark condensate induced by
interactions depends on the incompressibility of nuclear matter. When it is
greater than 260 MeV, the density at which the condensate vanishes is higher
than that from the linear extrapolation. For the chiral condensate in quark
matter, a similar model-independent linear behavior is found at lower
densities, which means that the decreasing speed of the condensate in quark
matter is merely half of that in nuclear matter if the pion-nucleon sigma
commutator is six times the average current mass of u and d quarks. The
modification due to QCD-like interactions is found to slow the decreasing speed
of the condensate, compared with the linear extrapolation.Comment: 12 pages, 7 figures, revtex4 styl
Tail asymptotic expansions for L-statistics
We derive higher-order expansions of L-statistics of independent risks X (1), aEuro broken vertical bar,X (n) under conditions on the underlying distribution function F. The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures, stop-loss premium and excess return on capital, respectively. Several examples and a Monte Carlo simulation study show the efficiency of our novel asymptotic expansions
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