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Acta Mathematicae Applicatae Sinica 2010 Vol.33

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Generalized Inferences on the Variance Components in General Linear Mixed Model
YE Rendao, WANG Songgui
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 1-11.   DOI: 10.12387/C2010001
Abstract331)      PDF(pc) (254KB)(46)       Save
In this paper, we consider the problems of hypothesis testing and interval estimation for variance components in general linear mixed model. Exact test and confidence interval for a single variance component corresponding to random effect are developed based on the concepts of generalized p-value and generalized confidence interval. The generalized p-values and generalized confidence intervals we have developed are functions of the minimal sufficient statistics. Exact test and confidence interval are also established for comparing the random-effects variance components in two independent general linear mixed models. Furthermore, we investigate the statistical properties of the resulting tests and confidence intervals. Some simulation results to compare the powers of the proposed test with those of the existing method are reported. The simulation results indicate that new test appears to have significant gain in the power. Finally, the proposed methods are demonstrated by a real example.

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The Existence Problem of (A,Γ) Wavelets
LIU Ye, TIAN Zhiwei
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 12-25.   DOI: 10.12387/C2010002
Abstract744)      PDF(pc) (254KB)(45)       Save
Wavelet analysis is a new tool of time-frequency analysis besides Fourier analysis and Gabor analysis. It has been applied in signal processing, image processing and numerical analysis. A basic problem is which pairs of (A,Γ) exist wavelets.In this paper,We have filled a gap using the techniques employed by Speegle, in Ionascu and Yang Wang's proof in the paper concerning the existence of single function wavelets, and settled the question in two-dimensional case.

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μ-invariant Measures of Jump Process-Containing One Instantaneous State
WU Xinxing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 26-37.   DOI: 10.12387/C2010003
Abstract1066)      PDF(pc) (254KB)(42)       Save
μ-Invariant measures play an important role in the theory of stochastic processes. At first, an existence theorem for jump process containing one instantaneous state is proved, and furthermore, the theorem can be still found only when there are some restraints on the q-pair. Then, the question that when there is a q-process P(t), such that π which is the μ-invariant measure of a given q-pair containing one instantaneous state is the μ-invariant measure of P(t) is discussed, and a sufficient condition is obtained.

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Existence and Uniqueness of Positive Solution for Fourth-order Singular Integral Boundary-value Problems
ZHANG Xingqiu
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 38-50.   DOI: 10.12387/C2010004
Abstract277)      PDF(pc) (254KB)(64)       Save
By applying upper and lower solutions method together with maximal principle, the existence and uniqueness of positive solution for a class of fourth-order singular differential equations with integral boundary value problems are investigated. Sufficient conditions for the existence and uniqueness of C2[0,1] positive solution as well as C3[0,1] are given. Our nonlinearity f(t,x) may be singular at x, t=0 and /or t=1.

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A Result on the Uniqueness of Generators of Backward Stochastic Differential Equations
HU Feng, CHEN Zengjing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 51-58.   DOI: 10.12387/C2010005
Abstract1420)      PDF(pc) (254KB)(47)       Save
In this paper, we assume that the standard parameters of backward stochastic differential equations (BSDEs) satisfy weak assumptions. We prove that the generator g of a BSDE can be uniquely determined by the initial values of the corresponding BSDEs with all terminal conditions. The result also confirms and extends Peng's conjecture.

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Perturbation of Spectrums of a Class of Operator Matrices
ZHANG Lan, Alatancang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 59-65.   DOI: 10.12387/C2010006
Abstract1316)      PDF(pc) (254KB)(44)       Save
The point spectrum and the residual spectrum are divided into two kinds, respectively, that is σp1,σp2 and σr1,σr2. In this paper, let H and K be separable Hilbert spaces. When AB(H) and BB(K) are given, we get results on perturbation of this four kinds spectrum of MC, where .

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The Pseudo-Autocontinuity and Structural Characteristics of K-Quasi-additive Fuzzy Number Valued Integrals
WANG Guijun, LI Xiaoping
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 66-77.   DOI: 10.12387/C2010007
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On the K-quasi-additive fuzzy number valued measure space, aim at given the K-quasi-additive fuzzy number-valued integrals, and regard the whole this kind of integrals as a set function taken valued fuzzy numbers on the measurable spaces, we study their pseudo-autocontinuity from above (below), pseudo-uniform autocontinuity from above (below) and pseudo-double-null asymptotic additivity etc. structural characteristics.

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A Note on Two-degree Integral Subgraph of q-Tree and Added-vertex q-Tree on n Vertices with Their Chromatic Polynomials
LIU Ying, ZENG Weiliang, LIU Huanping
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 78-87.   DOI: 10.12387/C2010008
Abstract1193)      PDF(pc) (254KB)(41)       Save
In this paper we have successfully characterized two-degree integral subgraph of q-tree and added-vertex q-tree on n vertices by chromatic polynomials only that if the minimum degree of graph G does not equal δ(G)≠q-3, then the graphs with the chromatic polynomial as following P(G;λ)=λ(λ-1) ... (λ-q+2)(λ-q+1)3(λ-q)n-q-2, nq+2, could only be two-degree integral subgraph of q-tree or added-vertex q-tree on n vertices.

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Ruin Probability for the Risk Model with Negative Risk Sums Perturbed by Diffusion under Constant Interest Force
DONG Yinghui, WANG Guojing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 88-94.   DOI: 10.12387/C2010009
Abstract1412)      PDF(pc) (254KB)(49)       Save
In this paper, we consider the risk process with negative risk sums perturbed by diffusion under constant interest force. Integral equations and integro-differential equations for the probability of ruin for the proposed model are derived. We give the the explicit expression for the probability of ruin when the Zk's are exponential distributions.

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Queuing Performance Analysis of ATM Network with Retrial Loss in a Random Environment
ZHOU Zonghao, ZHU Yijun, YANG Weiguo
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 95-111.   DOI: 10.12387/C2010010
Abstract1382)      PDF(pc) (254KB)(54)       Save
In ATM, arrival rate and service rate of customers vary randomly according to changes of the random environment. In the paper, we deal with a multi-server queueing system with random environment. During sojourns in the state i(1≤im), customers arrive to the system according to a Poisson process of rate λi. During sojourn intervals in the state i the service rate μi prevails. In the system, there are finite waiting positions and infinite positions of retry orbit, the customers who fail to retry will leave the system with a certain probability forever. Using quasi-birth-death (QBD) process, we obtain the necessary and sufficient condition for stability of the system, the conditional indexes and overall means of the queue in every state are obtained Additionally, the affect of various parameters of Rush-hour and other parameters on the system state and busy cycle are illustrated numerically.

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Vertex-edge Total Signed Domination Number of Complete Graph with Even Order
ZHOU Zhongwang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 112-117.   DOI: 10.12387/C2010011
Abstract1040)      PDF(pc) (254KB)(43)       Save
Let γs*(G) be the number of the vertex-edge total signed domination of graph. This paper gives the exact value of the vertex-edge total signed domination number of complete graph with even order.

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Symmetry, Exact Solutions and Conservation Laws of the Coupled KdV Equations
XU Bin, LIU Xiqiang, LIU Yutang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 118-123.   DOI: 10.12387/C2010012
Abstract271)      PDF(pc) (254KB)(82)       Save
By using the modified CK's direct method, we set up the symmetry group theorem of the coupled KdV equations. Applying our theorem, some new explicit solutions of the coupled KdV equations are obtained by old solutions of the equation. Based on our results of Lie symmetries, we also get conservation laws of the coupled KdV equations.

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Regular and in Normal Position with Respect to a Variable in a Zero-dimensional Ideal for Recurrent Event Data
LIU Jinwang, LI Dongmei, FU XiaoLing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 124-129.   DOI: 10.12387/C2010013
Abstract281)      PDF(pc) (254KB)(39)       Save
Let k[x1,x2,...,xn] be a polynomial ring in the variables x1,x2,...,xn with coefficient in K, I be a zero-dimensional ideal in k[x1,x2,...,xn]. In this paper, we investigate relation of regular and in normal position with respect to a variable, and we show equivalent of regular and in normal position with respect to variable xi in a zero-dimension ideal under some condictions.

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Empirical Likelihood Inference for Nonlinear Regression Model with Right Censored Data
CHEN Fang, LI Gaorong, FENG Sanying, XUE Liugen
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 130-141.   DOI: 10.12387/C2010014
Abstract259)      PDF(pc) (254KB)(51)       Save
In this paper, the nonlinear regression models with right censored data are considered, an ajusted empirical log-likelihood ratio is proposed for the vector of regression parameter. Under certain conditions, it is shown that the proposed statistics have the chi-squared limiting distribution, which enables us to construct the confidence regions of the parameters of interest. In the simulation study, we have compared the performance of the finite sample for the classical empirical likelihood, the adjusted empirical likelihood and the nonlinear least squares methods. An illustration is given by using chloride transport data.

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Randomized Divergence Degree in R0 3-valued Propositional Logic System
HUI Xiaojing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 142-149.   DOI: 10.12387/C2010015
Abstract272)      PDF(pc) (254KB)(70)       Save
The basic properties of randomized similarity and randomized logic pseudo-metric are given in R0 three-valued propositional logic system. After that, the randomized divergence degree of theories is introduced in randomized logic metric space. It is proved that the set of atomic formulas is not totally divergent in randomized logic metric space. It is divergent or not is decided by the randomized number sequence.

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Optimality Conditions of Globally Proper Efficient Solutions for Set-valued Optimization Problem
YU Guolin, LIU Sanyang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 150-160.   DOI: 10.12387/C2010016
Abstract244)      PDF(pc) (254KB)(60)       Save
In this paper, the concept of globally proper efficient subdifferential is introduced for a set-valued mapping. The necessary optimality conditions of the constraintset-valued optimization problem for globlly proper efficient solutions are established in terms of support function of set-valed mapping and Lagrange multiplier by using the concept of globally proper efficient subdifferential for set-valued mapping.

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Partial Cooperative Game on Mesh-like Directed Graph
GAO Hongwei, WANG Guixi, YANG Huijing, YU Kun
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 161-170.   DOI: 10.12387/C2010017
Abstract279)      PDF(pc) (254KB)(42)       Save
In this paper, the partial cooperative game on mesh-like directed graph has been researched, by defining the cooperative function on each state node of the directed graph and applying the concept of strategy in graph-game constructed by Berge C. During the process of the game, players take partial cooperative behavior instead of the complete cooperative one. The main character of partial cooperative game is that each player's behavior is a combination of cooperative one and individual one. In this paper, players are permitted to leave the coalition after joining it. Also, on directed graph, the value of partial cooperative games, the algorithm for constructing the optimal path, and some illustrations are given.

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Positive Solution for a Class of Singular Second-order Four-point Boundary Value Problem with Sign Changing Nonlinearity
XIE Dapeng, LIU Yang, BAI Chuanzhi, FANG Ming
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 171-180.   DOI: 10.12387/C2010018
Abstract299)      PDF(pc) (254KB)(44)       Save
In this paper, by using the method of lower solution and topology degree theorem, we study the existence of positive solution for a class of singular second-order four-point boundary value problem with sign changing nonlinearity. The associated Green's function for the above problem is given. As an application, we also give an example to demonstrate our result. The results of this paper are new and extend previously known results.

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The M/M/1 Queue with Multiple T-SPH Vacations
ZHANG Hongbo, SHI Dinghua
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 181-189.   DOI: 10.12387/C2010019
Abstract269)      PDF(pc) (254KB)(36)       Save
In this paper, we consider the M/M/1 queue with multiple vacation policy and the vacation time follows T-SPH distribution. Based on the QBD process and operator-geometric method, we get the stochastic decomposition structures for the stationary queue length and waiting time for the model, and also we give PGF for the additional queue length and the LST for additional delay.

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Upper Bound on the Number of Zeros of Abelian Integrals for a Class of Quadratic Reversible System
HONG Xiaochun
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 769-779.   DOI: 10.12387/C2010020
Abstract1007)      PDF(pc) (254KB)(71)       Save
By using the method of Picard-Fuchs equation and the Riccati equation method, we give a linear estimate of the number of zeros of Abelian integrals for the quadratic reversible systems under polynomial perturbations of arbitrary degree n. The upper bound is 4[2n/3]+2[(2n+1)/3]+[(2n+2)/3]+16 when n > 3.

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Successive Iteration of Positive Solutions for Some Sturm-Liouville-like Impulsive Boundary-value Problems with p-Laplacian on Half Line
ZHANG Xingqiu, WANG Xinhua
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 780-791.   DOI: 10.12387/C2010021
Abstract1171)      PDF(pc) (254KB)(38)       Save
The existence and successive iteration of positive solutions for some impulsive boundary value problems with p-Laplacian on half line are investigated in this paper and the corresponding iterative schemes for approximating the solutions are also given.

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Aggregate Homotopy Interior-point Method for Constrained Sequential Max-Min Problems
JIN Jianlu, WANG Xiuyu, HE Li, LIU Qinghuai
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 792-804.   DOI: 10.12387/C2010022
Abstract999)      PDF(pc) (254KB)(36)       Save
In this paper, the constrained sequential max-min problems are considered. The objective function and partial constraint functions are smoothed by using aggregate function, then the existence of the generalized K-K-T point under quasi-normal cone condition is constructively proved based on the homotopy method. For almost all the interior points in the feasible region, the homotopy path generated with aggregated homotopy interior point method converges to the generalized K-K-T point.

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Designs Balance Between Robustness and Efficiency
ZHOU Yongdao
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 805-813.   DOI: 10.12387/C2010023
Abstract79)      PDF(pc) (254KB)(35)       Save
In experimental design, optimal design and uniform design are two important types of designs. They have different advantages and shortcomings. In this paper, the threshold accepting algorithm is considered to construct the multi-dimension D-optimal design. And based on the D-optimal design and uniform design, a new type of design, constructed by a new algorithm, is considered. Numerical results show that this type of design has a trade-off between the $D$-efficiency and robustness.

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The Limit Circle Criteria for a Class of Dynamic Equations on Time Scales
ZHENG Zhaowen, SHAO Jing, ZHANG Bin
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 814-823.   DOI: 10.12387/C2010024
Abstract991)      PDF(pc) (254KB)(40)       Save
A new space L2(T) on time scales T is defined in this paper. With the aid of theory of Weyl circle, we investigate the classification of limit circle and limit point for the following second-order dynamic equation on time scales Ly=-[p(t)yΔ]Δ+q(t)yσ=λyσ where p(t)∈C'rd, q(t)∈Crd, q(t)>0, λC0. The problem of limit circle with bounded perturbation for the dynamic equations Ly=λyσ is also involved, and the invariability under the bounded perturbation is obtained.

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Stability and Bifurcations in a Delayed Nicholson Blowflies Equation with Delay-dependent Parameters
FAN Li, SHI Zhongke, CHEN Siyang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 824-839.   DOI: 10.12387/C2010025
Abstract1176)      PDF(pc) (254KB)(42)       Save
The dynamics of a delayed Nicholson blowflies equation with delay-dependent parameters are investigated. We prove geometrically that a finite number of Hopf bifurcations occur between two critical values of time delay τ. By using the perturbation approach, an approximation to the bifurcating periodic solution and the formulas for determining the direction and stability of the Hopf bifurcations are derived. Finally, some numerical examples supporting our theoretical predictions are also given.

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Upper Bounds of Inverse Signed Edge Domination Number in Graphs
HUANG Zhongsheng, XING Huaming, ZHAO Yanbing
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 840-846.   DOI: 10.12387/C2010026
Abstract786)      PDF(pc) (254KB)(39)       Save
Let G=(V,E) be a graph, a function f: E →{-1,1} is said to be a inverse signed edge dominating function of G, if holds for every edge eE(G). The inverse signed edge domination number of G, denoted as , equals is a inverse signed edge dominating function ofG}. On the basis of the inverse signed edge domination number of a graph G defined, some upper bounds of for general graphs are obtained.

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A Kind of Rational Cubic Spline with Parameters and Its Applications
XIE Jin, TAN Jieqing, LI Shengfeng
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 847-854.   DOI: 10.12387/C2010027
Abstract644)      PDF(pc) (254KB)(39)       Save
A kind of rational cubic spline with parameters is constructed, which is the extension of the standard cubic spline. Selecting proper parameters, the given spline can more approximate the interpolated curve than the standard cubic spline. The shape of the interpolating curve can be adjusted by parameters locally, which is convenient for user to restrict the interpolating curves. How to constrain the interpolating curve to be in the given region is studied. The sufficient conditions for the interpolating curves to be above, below or between the given piecewise quadratic curves are derived. Two examples are given in this paper.

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Stability of Dynamic Equation on Time Scale
BAI Jie
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 855-866.   DOI: 10.12387/C2010028
Abstract750)      PDF(pc) (254KB)(37)       Save
In this paper, we systematically study the sufficient and necessary conditions of stability, asymptotical stability,uniform stability and unstability of the equilibrium solution x=0 to dynamic equation on time scale xΔ=f(t,x), (t,x)∈T×Rn. In the proof, sufficient conditions are proved mainly by properties of function of Class K and continuation of Lyapunov function; in necessary proof,we separately structure Lyapunov functions which satisfy the conditions of the theorems, such that the results establish.

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Left-Definite Boundary Conditions of Regular Fourth-Order Differential Operators
GAO Yunlan, PENG Tao, SUN Jiong
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 867-877.   DOI: 10.12387/C2010029
Abstract817)      PDF(pc) (254KB)(82)       Save
In this paper, we discuss the left-definite boundary conditions of a class of fourth-order differential operators, and we study the left-definite problems by the positive definiteness of the self-adjoint extension. Besides, we give the necessary and sufficient conditions of left-defined problem by means of the cofficient of self-adjoint differential operators, the endpoints of interval and boundary conditions. Moreover, we correspondingly obtain all of the left-defined boundary matrix of fourth-order self-adjoint differential operators.

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Strong Convergence Theorem for a Generalized Mixed Equilibrium Problem and a Family of Quasi-φasymptotically Nonexpansive Mappings
TANG Jinfang
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 878-888.   DOI: 10.12387/C2010030
Abstract1355)      PDF(pc) (254KB)(41)       Save
A hybrid iterative method for finding a common element of the set of solutions of a generalized mixed equilibrium problem and the set of fixed points of a family of quasi-φ-asymptotically nonexpansive mappings in a Banach space is induced. Under suitable conditions the strong convergence theorems are proved. The results presented in the paper extend and improve the corresponding results announced by many others.

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Newton-KKT Interior-point Methods for Special Linear Complementarity Problem
LI Xiangli, LIU Hongwei, HUANG Yakui
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 889-899.   DOI: 10.12387/C2010031
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In this paper, Newton-KKT interior-point methods for indefinite quadratic programming is extended and applied to some special linear complementarity problems. Global and local quadratic convergence properties of the extended method are analyzed under nondegeneracy assumptions. Numerical results show that the proposed method is practical.

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The Precise Large Deviations for a New Risk Process
XIAO Hongmin, Li Zehui
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 900-909.   DOI: 10.12387/C2010032
Abstract875)      PDF(pc) (254KB)(42)       Save
When the tail of the claim size distribution is consistently varying, the precise large deviations for the risk process of the model based on the policy entrance process (LIG) are derived in this paper.

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Global Existence and Uniqueness for a Nonlinear Cell Population Model with Age Structure
BAI Meng, CUI Shangbin
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 910-919.   DOI: 10.12387/C2010033
Abstract1044)      PDF(pc) (254KB)(40)       Save
In this article, we consider the nonlinear cell division model with proliferating phase and quiescent phase. The trait of the model is that the cell division rate and cell-stage transition rates are dependent of the age and the total cell population. By using the Banach fixed point theorem, we prove the existence and uniqueness of a global solution for this problem.

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Inverse Sturm-Liouville Problem about Missing Finite Number of Eigenvalues
AI Shuli
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 920-929.   DOI: 10.12387/C2010034
Abstract1208)      PDF(pc) (254KB)(41)       Save
In this paper, we consider the problem of determining the potential and the boundary conditions by three spectra. That is to prove that the potential on [0,1] can be uniquely determined by a full spectrum on [0,1] and two partial spectra on [0,a] and [a,1] (0 < a < 1) respectively. On both of these two subinterval, any one of the eigenvalues can be missed in each interval respectively. After these two eigenvalues missed, the potential can also be uniquely determined.

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An Alternating Projection Method for Nonlinear Saddle Point Problems
PENG Zheng, WU Donghua
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 930-941.   DOI: 10.12387/C2010035
Abstract1070)      PDF(pc) (254KB)(41)       Save
In this paper, an alternating projection method is proposed for solving nonlinear saddle point problems, and the convergence property of the proposed method is proved. Some primary numerical results in comparion with the preconditioned Arrow-Hurwicz method show that the proposed method is applicable and efficient.

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A New Adaptive Numerical Solver for Heat Conduction Equation with Discontinuous Diffusion Coefficient
SONG Shuhong, WANG Shuanghu
Acta Mathematicae Applicatae Sinica    2010, 33 (1): 942-960.   DOI: 10.12387/C2010036
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In this paper, a high accuracy numerical simulative method is studied for heat conduction equations with discontinuous diffusion coefficient on large fluid distortion grids. This method applies a so-called "twin-fitting" approximate method proposed in this paper to the calculation of fluxes on edges, then improves calculational accuracy of fluxes on edges with discontinuous diffusion coefficient, at last is given some related error analysis. In two dimension case, an adaptive and high accuracy method is constructed to calculate fluxes on edges, here the "adaptive" means to determine the stencils and the weights adaptively. Numerical experiments show that this method can be accommodated to large fluid distortion grids and the difficult case of discontinuous diffusion coefficient.

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Shapley Value for n-persons Games with Interval Coalition Worth
TAN Chunqiao, ZHANG Qiang
Acta Mathematicae Applicatae Sinica    2010, 33 (2): 193-203.   DOI: 10.12387/C2010037
Abstract1542)      PDF(pc) (254KB)(647)       Save
The Shapley value of n-person cooperative games with interval coalition worth is investigated. In this paper, by means of operation rules of interval numbers, the axiom system is set up. We prove the existence and uniqueness of a solution concept for n-person games with interval coalition worth, which is called the Shapley value. And an explicit formula and some properties of the Shapley value are given. Finally, an illustrative example is provided to verify its feasibility and practicality.

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Testing for Conditional Heteroscedasticity of Dynamic Panel Models with Fixed Effects when both n and T are Large
WU Hong
Acta Mathematicae Applicatae Sinica    2010, 33 (2): 204-213.   DOI: 10.12387/C2010038
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In this paper, some tests are investigated for conditional heteroscedasticity of dynamic panel data models. For the dynamic panel data models with fixed effects when both n and T are large, by first-order difference of the residuals, some artificial autoregressive models are considered and some tests are constructed on the basis of the ordinary least squares (OLS) estimators of the coefficients of the artificial autoregressive models. The results show that the tests are asymptotically distributed as Χ2 and easy to implement. The small sample properties of the tests are investigated by means of Monte Carlo experiments. The evidence shows that the tests perform well.

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Ruin Probability Estamates in the Pascal Model with Markov-modulated Premium Rate Under Random Interest
GENG Xianmin, WANG Ying
Acta Mathematicae Applicatae Sinica    2010, 33 (2): 214-221.   DOI: 10.12387/C2010039
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This paper deals with the upper-bound estimates of ruin probability in the compound Pascal risk Model with random interest under stochastic environment. For the Pascal risk Model in which the interest rates and premium rates change separately based on two markov environment, we give the inequalities for ruin probabilities.

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Convergence of Descent Methods with Variable Parameters
LIU Jinkui, DU Xianglin, WANG Kairong
Acta Mathematicae Applicatae Sinica    2010, 33 (2): 222-232.   DOI: 10.12387/C2010040
Abstract1804)      PDF(pc) (254KB)(614)       Save
In this paper, two classes of new descent methods with variable parameters are proposed to solve unconstrained optimization problems. And, under Wolfe line search conditions, we proved their global convergence without the given sufficient descent condition. Many numerical experiments show that they are efficient and robust, and they can be widely used in scientific computation.

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