An Identity Based Strong Bi-Designated Verifier (t, n) Threshold Proxy Signature Scheme

Size: px
Start display at page:

Download "An Identity Based Strong Bi-Designated Verifier (t, n) Threshold Proxy Signature Scheme"

Transcription

1 An Ideny Based Srong B-Desgnaed Verfer ( n Threshold roxy Sgnaure Scheme Sunder Lal and Vandan Verma Deparmen of Mahemacs Dr. B.R.A. (Agra Unversy Agra (U Inda E-mal- sunder_lal2@redffmal.com vandanverma@redffmal.com Absrac: roxy sgnaure schemes have been nvened o delegae sgnng rghs. The paper proposes a new concep of Idenfy Based Srong B-Desgnaed Verfer hreshold proxy sgnaure (ID-SBDVTS schemes. Such scheme enables an orgnal sgner o delegae he sgnaure auhory o a group of n proxy sgners wh he condon ha or more proxy sgners can cooperavely sgn messages on behalf of he orgnal sgner and he sgnaures can only be verfed by any wo desgnaed verfers and ha hey canno convnce anyone else of hs fac. Keywords: ID Based Crypography roxy Sgnaures Threshold roxy Sgnaures Blnear arng Desgnaed Verfers. 1. Inroducon Cerfcae based crypography allows a user o use an arbrary srng unrelaed o hs deny as hs lc key. When anoher user wans o use hs lc key she has o oban an auhorzed cerfcae ha conans hs lc key. Ths creaes he cerfcae managemen problem. To address hs problem Shamr [13] nroduced he concep of ID based crypography n In IDbased lc key crypography (ID-KC user s lc key s derved from ceran aspecs of hs deny (emal address phone no. ec. and a rused hrd pary called key generang cener (KGC generaes secre key for he users. Mambo e al [11] nroduced he concep of proxy sgnaures n In a proxy sgnaure scheme an orgnal sgner delegaes hs sgnng capably o anoher user called proxy sgner. roxy sgner sgns message on behalf of he orgnal sgner however proxy sgnaures are dfferen from he orgnal sgnaures. In he same year Jakobsson e al [2] proposed he concep of desgnaed verfer sgnaures (DVS. In DVS schemes only he desgnaed verfer can check he valdy of he sgnaures bu canno convnce any hrd pary abou he valdy of he sgnaures. Saeedna e al [12] nroduced he feaure of srongness n DVS n Srong Desgnaed Verfer Sgnaure (SDVS scheme forces he desgnaed verfer o use hs secre key a he me of verfcaon. Snce hen several SDVS [ ] schemes have been proposed. In 2003 Desmed [1] rased he problem of generang mul-desgnaed verfer scheme. owever he frs b-desgnaed verfer sgnaure scheme usng blnear maps was proposed by Lagullaume e a [9] n In 2006 he auhors [7] proposed he ID-based srong b-desgnaed verfer sgnaure scheme. They also proposed he frs ID based srong b-desgnaed verfer proxy sgnaure schemes n whch he desgnaed proxy sgnaure can only be verfed by he wo desgnaed verfers usng her secre keys. Zhang [15] and Km e al [4] ndependenly consruced a hreshold proxy sgnaure scheme. In a ( n hreshold proxy sgnaure scheme he orgnal sgner delegaes pars of hs sgnng power o a group of n proxy sgners such ha or more proxy sgners poolng her shares of delegaon can generae proxy sgnaures bu any (-1 or fewer proxy sgners canno creae a vald proxy sgnaure. The frs ID based hreshold proxy sgnaure scheme was proposed by Xu e al [16] n 2004 and he frs ID-based desgnaed verfer hreshold proxy sgnaure scheme was proposed by Juan e al [3] n In such schemes he desgnaed verfer 1

2 can only verfy he hreshold proxy sgnaures. The paper presens he exenson of Juan e al [3] scheme o b-desgnaed verfer. In our proposed scheme any of he wo desgnaed verfers can check he valdy of he hreshold proxy sgnaures bu hey canno convnce any hrd pary abou he valdy of he sgnaure. Anyone of hem can check he valdy of he sgnaures even f he s no aware of oher s deny. Our scheme s useful n he suaons where he sgnaure verfer does no wan o rely on a sngle source for he rueness of he sgnaures. The res of he paper s organzed as follows secon 2 conans some prelmnares abou blnear parngs and Gap Dffe ellman group. In secon 3 we presen our ID-SBDVTS scheme. In secon 4 we analyze s secury and concludng remarks n secon Defnons 2.1 Blnear parngs Le G 1 be a cyclc addve group generaed by whose order s a large prme number q and G 2 be a cyclc mulplcave group wh he same order q. Le e: G 1 G 1 G2 be a map wh he followng properes: Blneary: e (a bq = Q ab Q G 1 and a b Z q *. Non-degeneracy: Q G 1 such ha e ( Q 1 he deny of G 2. Compuably: There s an effcen algorhm o compue e ( Q Q G 1. Such parngs may be obaned by suable modfcaon n he Wel-parng or he Tae-parng on an ellpc curve defned over a fne feld. 2.2 Compuaonal problems Decsonal Dffe-ellman roblem (DD: Gven a b c n G 1 decde wheher c = ab mod q. Compuaonal Dffe-ellman roblem (CD: Gven a b n G 1 compue ab Blnear Dffe-ellman roblem (BD: Gven a b c n G 1 compue abc n G 2. Gap Dffe-ellman roblem (GD: A class of problems where DD can be solved n polynomal me bu no probablsc algorhm exss ha can solve CD n polynomal me. 3. Ideny Based Srong B-Desgnaed Verfer ( n Threshold roxy Sgnaure Scheme. Our scheme s an exenson of Juan e al [3] scheme. The sngle desgnaed verfer s exended o b-desgnaed verfer o form our ID-SBDVTS scheme. In our scheme we have assumed Alce as he orgnal sgner S = { 1 2 n } as he group of n proxy sgners and Bob and Cndy as he wo desgnaed verfers and KGC sands for key generang cenre. The scheme s dvded no sx sages: seup key-generaon secre-share generaon proxy-share generaon proxy-sgnaure generaon and proxy sgnaure verfcaon. Seup: For a gven secury parameer k G 1 s a GD group prme order q>2 k generaed by and e: G 1 G 1 G2 s a blnear map. KGC chooses a maser key s Z q * and ses = s. Chooses wo crypographc hash funcons 1 : {01} * Zq * 2 : {01} * G 1 Zq * and 3 :{01} * G 1 G 2 Zq *. The sysem parameers (q G 1 G 2 e are made lc and s s kep secre wh KGC. Key generaon: Gven a users deny ID KGC compues hs lc key Q ID = 1 (ID and he assocaed secre key S ID = s -1 Q ID.. 2

3 Secre share generaon: The proxy group apples a ( n verfable secre sharng scheme o generae secre shares for all he proxy sgners n S as follows: Each S = { 1 2 n } randomly chooses a ( - 1 degree polynomal f l x 1 ( al x ao wh random coeffcens a l Z * q and lshes A l = a l l = 0 1 l sends f ( o va a secure channel for. On recevng f ( can valdae by checkng he equaly 1 n f ( k Ak If holds each compues hs secre share r fk ( and k 0 k 1 lshes U = r. roxy share generaon: Each proxy sgner S ges hs own proxy sgnng key share as follows: The orgnal sgner Alce frs randomly chooses r w Z * q and compues U w = r w Q IDA. h w = 2 (m w U w V w = (r w + h w S IDA The sgnaure on m w s w = (U w V w. Fnally Alce sends w and m w o each S To verfy a sgnaure he proxy sgner compues h w = 2 (m w U w and acceps he sgnaure ff V w = U w + h w Q IDA and reecs oherwse. If he sgnaure w s acceped compues S = S ID + V w as hs own proxy secre. randomly chooses a ( - 1 degree polynomal g l x 1 ( bl x S wh random l 1 coeffcens b l G 1 and lshes B l = b l for l = B o can be compued by each proxy sgner as B o = U w + (Q ID + h w Q IDA. Furhermore sends g ( o va a secure channel for. On recevng g ( can valdae by checkng he equaly g ( k Fnally compues hs proxy sgnng key share SK. 1 B k k 0 1 SK g k ( and lshes k 0 roxy sgnaure generaon: Le D = { 1 2 } be he group of proxy sgners who wan o sgn message m on behalf of he orgnal sgner Alce. Apply he Lagrange nerpolaon formula o compue X = Q IDB Q IDC G V = X S ID Y G r V { } Y Y U 0 U 1 Le = 3 (m U Y. Each D compues V = U + SK and σ = (U V be hs own proxy sgnaure share. On recevng σ he desgnaed clerk valdaes by checkng V = U SK If holds hen σ s he vald ndvdual proxy sgnaure share on m. If all he ndvdual 3

4 proxy sgnaure shares for m are vald hen he clerk compuesv V. The proxy 1 sgnaure on m s σ = (m V w m w U V roxy sgnaure verfcaon: To verfy he proxy sgnaure σ he desgnaed verfers Bob (and Cndy compue Q IDC = Q -1 IDB X (Bob Y * = S IDB Q IDC U( Q ID and acceps he sgnaure ff V = U + nv w ( Q ID. 4. Secury analyss: In hs secon we analyze he secury of he proposed ID-SBDVS schemes. 4.1 Correcness: The followng equaon gves he correcness of he scheme for Bob V 1 V 1 1 U U ( U U U s s. SK n 1 k 1 1 ID ID ( QID U Vw V = U + nv w ( Q ID ( 1 S Q SK g k nv w (. 4.2 Srongness: In he proposed scheme proxy sgnaures are generaed n such a manner ha only he wo desgnaed verfer Bob and Cndy can check he valdy of he sgnaures usng hs secre key. ence our scheme provdes he srongness propery. 4.3 roxy proeced: Alce canno generae a vald sgnaure share on behalf of snce he does no have any nformaon abou he secre key S ID of each. ence our scheme s proxy proeced. 4.4 Secrecy: In our proposed scheme he orgnal sgner Alce secre key canno be derved from any nformaon such as he shares of he proxy sgnng key proxy sgnaure ec. Even f ou of n proxy sgners collaboraes o delver he proxy share hey canno calculae he Alce secre key. ence our scheme s secure. V n w n 4

5 5. Concluson: In hs paper we have presened a new concep of Ideny based srong b-desgnaed verfer ( n hreshold proxy sgnaure scheme. The proposed scheme can also be vewed as a double hreshold sgnaure scheme as uses hreshold n sgnaure generaon and sgnaure verfcaon phase. The scheme s applcable n he suaons where recever wans he sgnaures o be verfed by wo desgnaed persons and no one oher han hese wo desgnaed persons can check he rueness of he sgnaures. References: 1.Y.Desmed. Verfer-Desgnaed Sgnaures Rump Sesson Crypo 03 ( M.Jakobsson K.Sako K.R.Impalazzo. Desgnaed verfer proofs and her applcaons. Eurocryp 1996 LNCS #1070 Sprnger-Verlag Xu L-Juan Xu Qu-Lang Zheng Zh-hua. Ideny based desgnaed verfer hreshold sgnaure scheme Journal of Compuer Applcaons ( S.Km S.ark D.Won. roxy sgnaures revsed roc. Informaon and Communcaon Secury (ICICS 97 LNCS#1334 Sprnger-Verlag K. Kumar G.Shalaa Ashuosh Saxena. Ideny based srong desgnaed verfer sgnaure scheme. Crypography eprn Archve Repor 2006/134. Avalable a hp://eprn.acr.org/2006/134.pdf 6. Sunder Lal Vandan Verma. Ideny based srong desgnaed verfer proxy sgnaure scheme. Crypography eprn Archve Repor 2006/394. Avalable a hp://eprn.acr.org/2006/394.pdf 7. Sunder Lal Vandan Verma. Some deny based srong b-desgnaed verfer sgnaure scheme. Crypography eprn Archve Repor 2007/193. Avalable a hp://eprn.acr.org/2007/193.pdf 8. Sunder Lal Vandan Verma. Ideny based srong b-desgnaed verfer proxy sgnaure scheme. Crypography eprn Archve Repor 2008/024. Avalable a hp://eprn.acr.org/2008/024.pdf 9. F.Lagullaume D.Vergnaud. Mul-desgnaed verfers sgnaures. ICICS 2004 LNCS #3269 Sprnger-Verlag R.Lu Z.Cao. Desgnaed verfer proxy scheme wh message recovery. Appled Mahemacs and Compuaon 169( M. Mambo K. Usuda and E. Okamoo. roxy sgnaures for delegang sgnng operaon revsed In roc. Of 3 rd ACM conference on compuer and communcaon secury (CCS S.Saeedna S.Kreme O.Markowch. An effcen srong desgnaed verfer sgnaure scheme. ICICS 2003 LNCS #2971 Sprnger-Verlag A. Shamr. ID based cryposysems and sgnaure scheme. Crypo 84 LNCS #196 Sprnger-Verlag G. Wang. Desgnaed verfer proxy sgnaure for e-commerce. IEEE Inernaonal Conferences on Mulmeda and Expo (ICME 2004 CD-ROM ISBN Tape Tawan J.Xu Z.Zheng D.Feng. ID based hreshold proxy sgnaure Crypography eprn Archve Repor 2004/250. Avalable a hp://eprn.acr.org/2004/250.pdf 16.K.Zhang. Threshold proxy sgnaure schemes roc. Informaon Secury Workshop (ISW 97 LNCS#1396 Sprnger-Verlag

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

A Fair Electronic Cash System with Identity-Based Group Signature Scheme

A Fair Electronic Cash System with Identity-Based Group Signature Scheme Journal of Informaon Secury 0 77-8 hp://dxdoorg/046/js00 Publshed Onlne Aprl 0 (hp://wwwscrporg/journal/js) A Far Elecronc Cash Sysem wh Ideny-Based roup Sgnaure Scheme Khald O Elaalm Shoubao Yang Deparmen

More information

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy Arcle Inernaonal Journal of Modern Mahemacal Scences, 4, (): - Inernaonal Journal of Modern Mahemacal Scences Journal homepage: www.modernscenfcpress.com/journals/jmms.aspx ISSN: 66-86X Florda, USA Approxmae

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

Attribute Reduction Algorithm Based on Discernibility Matrix with Algebraic Method GAO Jing1,a, Ma Hui1, Han Zhidong2,b

Attribute Reduction Algorithm Based on Discernibility Matrix with Algebraic Method GAO Jing1,a, Ma Hui1, Han Zhidong2,b Inernaonal Indusral Informacs and Compuer Engneerng Conference (IIICEC 05) Arbue educon Algorhm Based on Dscernbly Marx wh Algebrac Mehod GAO Jng,a, Ma Hu, Han Zhdong,b Informaon School, Capal Unversy

More information

Cryptanalysis of Threshold Proxy Signature Schemes 1)

Cryptanalysis of Threshold Proxy Signature Schemes 1) MM Research Preprnts, 226 233 MMRC, AMSS, Academa Snca No. 23, December 24 Cryptanalyss of Threshold Proxy Sgnature Schemes 1) Zuo-Wen Tan and Zhuo-Jun Lu Key Laboratory of Mathematcs Mechanzaton Insttute

More information

Cryptanalysis of pairing-free certificateless authenticated key agreement protocol

Cryptanalysis of pairing-free certificateless authenticated key agreement protocol Cryptanalyss of parng-free certfcateless authentcated key agreement protocol Zhan Zhu Chna Shp Development Desgn Center CSDDC Wuhan Chna Emal: zhuzhan0@gmal.com bstract: Recently He et al. [D. He J. Chen

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

On computing differential transform of nonlinear non-autonomous functions and its applications

On computing differential transform of nonlinear non-autonomous functions and its applications On compung dfferenal ransform of nonlnear non-auonomous funcons and s applcaons Essam. R. El-Zahar, and Abdelhalm Ebad Deparmen of Mahemacs, Faculy of Scences and Humanes, Prnce Saam Bn Abdulazz Unversy,

More information

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β SARAJEVO JOURNAL OF MATHEMATICS Vol.3 (15) (2007), 137 143 SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β M. A. K. BAIG AND RAYEES AHMAD DAR Absrac. In hs paper, we propose

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

Testing a new idea to solve the P = NP problem with mathematical induction

Testing a new idea to solve the P = NP problem with mathematical induction Tesng a new dea o solve he P = NP problem wh mahemacal nducon Bacground P and NP are wo classes (ses) of languages n Compuer Scence An open problem s wheher P = NP Ths paper ess a new dea o compare he

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 0 Canoncal Transformaons (Chaper 9) Wha We Dd Las Tme Hamlon s Prncple n he Hamlonan formalsm Dervaon was smple δi δ Addonal end-pon consrans pq H( q, p, ) d 0 δ q ( ) δq ( ) δ

More information

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation Global Journal of Pure and Appled Mahemacs. ISSN 973-768 Volume 4, Number 6 (8), pp. 89-87 Research Inda Publcaons hp://www.rpublcaon.com Exsence and Unqueness Resuls for Random Impulsve Inegro-Dfferenal

More information

An Novel Anonymous Authenticated and Key Exchange Protocol

An Novel Anonymous Authenticated and Key Exchange Protocol JOURNAL OF NETWORKS, VOL. 4, NO. 10, DECEMBER 2009 985 An Novel Anonymous Auhencaed and Key Exchange Proocol Hu Cu 1 1 School of Compuer, Chna Unvey of Mnng and Technology, Xuzhou, Chna snager@163.com

More information

A Model of Bilinear-Pairings Based Designated-Verifier Proxy Signatue Scheme*

A Model of Bilinear-Pairings Based Designated-Verifier Proxy Signatue Scheme* A Model of Blnear-Parngs Based Desgnated-Verfer Proxy Sgnatue Scheme Fengyng L,, Qngshu Xue, Jpng Zhang, Zhenfu Cao Department of Educaton Informaton Technology, East Chna Normal Unversty, 0006, Shangha,

More information

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair TECHNI Inernaonal Journal of Compung Scence Communcaon Technologes VOL.5 NO. July 22 (ISSN 974-3375 erformance nalyss for a Nework havng Sby edundan Un wh ang n epar Jendra Sngh 2 abns orwal 2 Deparmen

More information

Tight results for Next Fit and Worst Fit with resource augmentation

Tight results for Next Fit and Worst Fit with resource augmentation Tgh resuls for Nex F and Wors F wh resource augmenaon Joan Boyar Leah Epsen Asaf Levn Asrac I s well known ha he wo smple algorhms for he classc n packng prolem, NF and WF oh have an approxmaon rao of

More information

CS286.2 Lecture 14: Quantum de Finetti Theorems II

CS286.2 Lecture 14: Quantum de Finetti Theorems II CS286.2 Lecure 14: Quanum de Fne Theorems II Scrbe: Mara Okounkova 1 Saemen of he heorem Recall he las saemen of he quanum de Fne heorem from he prevous lecure. Theorem 1 Quanum de Fne). Le ρ Dens C 2

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading Onlne Supplemen for Dynamc Mul-Technology Producon-Invenory Problem wh Emssons Tradng by We Zhang Zhongsheng Hua Yu Xa and Baofeng Huo Proof of Lemma For any ( qr ) Θ s easy o verfy ha he lnear programmng

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas) Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on

More information

Li An-Ping. Beijing , P.R.China

Li An-Ping. Beijing , P.R.China A New Type of Cpher: DICING_csb L An-Png Bejng 100085, P.R.Chna apl0001@sna.com Absrac: In hs paper, we wll propose a new ype of cpher named DICING_csb, whch s derved from our prevous sream cpher DICING.

More information

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

Comparison of Differences between Power Means 1

Comparison of Differences between Power Means 1 In. Journal of Mah. Analyss, Vol. 7, 203, no., 5-55 Comparson of Dfferences beween Power Means Chang-An Tan, Guanghua Sh and Fe Zuo College of Mahemacs and Informaon Scence Henan Normal Unversy, 453007,

More information

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC CH.3. COMPATIBILITY EQUATIONS Connuum Mechancs Course (MMC) - ETSECCPB - UPC Overvew Compably Condons Compably Equaons of a Poenal Vecor Feld Compably Condons for Infnesmal Srans Inegraon of he Infnesmal

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

Method of upper lower solutions for nonlinear system of fractional differential equations and applications

Method of upper lower solutions for nonlinear system of fractional differential equations and applications Malaya Journal of Maemak, Vol. 6, No. 3, 467-472, 218 hps://do.org/1.26637/mjm63/1 Mehod of upper lower soluons for nonlnear sysem of fraconal dfferenal equaons and applcaons D.B. Dhagude1 *, N.B. Jadhav2

More information

A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION

A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION S19 A NEW TECHNIQUE FOR SOLVING THE 1-D BURGERS EQUATION by Xaojun YANG a,b, Yugu YANG a*, Carlo CATTANI c, and Mngzheng ZHU b a Sae Key Laboraory for Geomechancs and Deep Underground Engneerng, Chna Unversy

More information

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore.

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore. Ths documen s downloaded from DR-NTU, Nanyang Technologcal Unversy Lbrary, Sngapore. Tle A smplfed verb machng algorhm for word paron n vsual speech processng( Acceped verson ) Auhor(s) Foo, Say We; Yong,

More information

Relative controllability of nonlinear systems with delays in control

Relative controllability of nonlinear systems with delays in control Relave conrollably o nonlnear sysems wh delays n conrol Jerzy Klamka Insue o Conrol Engneerng, Slesan Techncal Unversy, 44- Glwce, Poland. phone/ax : 48 32 37227, {jklamka}@a.polsl.glwce.pl Keywor: Conrollably.

More information

@FMI c Kyung Moon Sa Co.

@FMI c Kyung Moon Sa Co. Annals of Fuzzy Mahemacs and Informacs Volume 8, No. 2, (Augus 2014), pp. 245 257 ISSN: 2093 9310 (prn verson) ISSN: 2287 6235 (elecronc verson) hp://www.afm.or.kr @FMI c Kyung Moon Sa Co. hp://www.kyungmoon.com

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

Security enhancement on efficient verifier-based key agreement protocol for three parties without server s public key

Security enhancement on efficient verifier-based key agreement protocol for three parties without server s public key Inernaional Mahemaical Forum, 1, no. 20, 2006, 965 972 Securiy enhancemen on efficien erifier-based key agreemen proocol for hree paries wihou serer s public key Ren-Chiun Wang 1 and un-ru Mo 2 Deparmen

More information

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015)

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015) 5h Inernaonal onference on Advanced Desgn and Manufacurng Engneerng (IADME 5 The Falure Rae Expermenal Sudy of Specal N Machne Tool hunshan He, a, *, La Pan,b and Bng Hu 3,c,,3 ollege of Mechancal and

More information

Scattering at an Interface: Oblique Incidence

Scattering at an Interface: Oblique Incidence Course Insrucor Dr. Raymond C. Rumpf Offce: A 337 Phone: (915) 747 6958 E Mal: rcrumpf@uep.edu EE 4347 Appled Elecromagnecs Topc 3g Scaerng a an Inerface: Oblque Incdence Scaerng These Oblque noes may

More information

Computing Relevance, Similarity: The Vector Space Model

Computing Relevance, Similarity: The Vector Space Model Compung Relevance, Smlary: The Vecor Space Model Based on Larson and Hears s sldes a UC-Bereley hp://.sms.bereley.edu/courses/s0/f00/ aabase Managemen Sysems, R. Ramarshnan ocumen Vecors v ocumens are

More information

2/20/2013. EE 101 Midterm 2 Review

2/20/2013. EE 101 Midterm 2 Review //3 EE Mderm eew //3 Volage-mplfer Model The npu ressance s he equalen ressance see when lookng no he npu ermnals of he amplfer. o s he oupu ressance. I causes he oupu olage o decrease as he load ressance

More information

M. Y. Adamu Mathematical Sciences Programme, AbubakarTafawaBalewa University, Bauchi, Nigeria

M. Y. Adamu Mathematical Sciences Programme, AbubakarTafawaBalewa University, Bauchi, Nigeria IOSR Journal of Mahemacs (IOSR-JM e-issn: 78-578, p-issn: 9-765X. Volume 0, Issue 4 Ver. IV (Jul-Aug. 04, PP 40-44 Mulple SolonSoluons for a (+-dmensonalhroa-sasuma shallow waer wave equaon UsngPanlevé-Bӓclund

More information

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,

More information

TSS = SST + SSE An orthogonal partition of the total SS

TSS = SST + SSE An orthogonal partition of the total SS ANOVA: Topc 4. Orhogonal conrass [ST&D p. 183] H 0 : µ 1 = µ =... = µ H 1 : The mean of a leas one reamen group s dfferen To es hs hypohess, a basc ANOVA allocaes he varaon among reamen means (SST) equally

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model. 1. Introduction

F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model. 1. Introduction ECOOMICS 35* -- OTE 9 ECO 35* -- OTE 9 F-Tess and Analyss of Varance (AOVA n he Smple Lnear Regresson Model Inroducon The smple lnear regresson model s gven by he followng populaon regresson equaon, or

More information

Mohammad H. Al-Towaiq a & Hasan K. Al-Bzoor a a Department of Mathematics and Statistics, Jordan University of

Mohammad H. Al-Towaiq a & Hasan K. Al-Bzoor a a Department of Mathematics and Statistics, Jordan University of Ths arcle was downloaded by: [Jordan Unv. of Scence & Tech] On: 05 Aprl 05, A: 0:4 Publsher: Taylor & Francs Informa Ld Regsered n England and ales Regsered umber: 07954 Regsered offce: Mormer House, 37-4

More information

Increasing the Probablility of Timely and Correct Message Delivery in Road Side Unit Based Vehicular Communcation

Increasing the Probablility of Timely and Correct Message Delivery in Road Side Unit Based Vehicular Communcation Halmsad Unversy For he Developmen of Organsaons Producs and Qualy of Lfe. Increasng he Probablly of Tmely and Correc Message Delvery n Road Sde Un Based Vehcular Communcaon Magnus Jonsson Krsna Kuner and

More information

Part II CONTINUOUS TIME STOCHASTIC PROCESSES

Part II CONTINUOUS TIME STOCHASTIC PROCESSES Par II CONTINUOUS TIME STOCHASTIC PROCESSES 4 Chaper 4 For an advanced analyss of he properes of he Wener process, see: Revus D and Yor M: Connuous marngales and Brownan Moon Karazas I and Shreve S E:

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he

More information

Theoretical Analysis of Biogeography Based Optimization Aijun ZHU1,2,3 a, Cong HU1,3, Chuanpei XU1,3, Zhi Li1,3

Theoretical Analysis of Biogeography Based Optimization Aijun ZHU1,2,3 a, Cong HU1,3, Chuanpei XU1,3, Zhi Li1,3 6h Inernaonal Conference on Machnery, Maerals, Envronmen, Boechnology and Compuer (MMEBC 6) Theorecal Analyss of Bogeography Based Opmzaon Aun ZU,,3 a, Cong U,3, Chuanpe XU,3, Zh L,3 School of Elecronc

More information

Secure and Fast Digital Signatures using BCH Codes

Secure and Fast Digital Signatures using BCH Codes 0 IJCSNS Inernaona Journa of Compuer Scence and Nework Secury, VOL6 No0, Ocober 006 Secure and Fas Dga Sgnaures usng BCH Codes Omessaâd HAMDI *, Sam HARARI ** and Ammar BOUALLEGUE ***, (*),(***) SYSCOM

More information

SELFSIMILAR PROCESSES WITH STATIONARY INCREMENTS IN THE SECOND WIENER CHAOS

SELFSIMILAR PROCESSES WITH STATIONARY INCREMENTS IN THE SECOND WIENER CHAOS POBABILITY AD MATEMATICAL STATISTICS Vol., Fasc., pp. SELFSIMILA POCESSES WIT STATIOAY ICEMETS I TE SECOD WIEE CAOS BY M. M A E J I M A YOKOAMA AD C. A. T U D O LILLE Absrac. We sudy selfsmlar processes

More information

WiH Wei He

WiH Wei He Sysem Idenfcaon of onlnear Sae-Space Space Baery odels WH We He wehe@calce.umd.edu Advsor: Dr. Chaochao Chen Deparmen of echancal Engneerng Unversy of aryland, College Par 1 Unversy of aryland Bacground

More information

PHYS 705: Classical Mechanics. Canonical Transformation

PHYS 705: Classical Mechanics. Canonical Transformation PHYS 705: Classcal Mechancs Canoncal Transformaon Canoncal Varables and Hamlonan Formalsm As we have seen, n he Hamlonan Formulaon of Mechancs,, are ndeenden varables n hase sace on eual foong The Hamlon

More information

On the Boyd- Kuramoto Model : Emergence in a Mathematical Model for Adversarial C2 Systems

On the Boyd- Kuramoto Model : Emergence in a Mathematical Model for Adversarial C2 Systems On he oyd- Kuramoo Model : Emergence n a Mahemacal Model for Adversaral C2 Sysems Alexander Kallonas DSTO, Jon Operaons Dvson C2 Processes: many are cycles! oyd s Observe-Oren-Decde-Ac Loop: Snowden s

More information

Fuzzy Set Theory in Modeling Uncertainty Data. via Interpolation Rational Bezier Surface Function

Fuzzy Set Theory in Modeling Uncertainty Data. via Interpolation Rational Bezier Surface Function Appled Mahemacal Scences, Vol. 7, 013, no. 45, 9 38 HIKARI Ld, www.m-hkar.com Fuzzy Se Theory n Modelng Uncerany Daa va Inerpolaon Raonal Bezer Surface Funcon Rozam Zakara Deparmen of Mahemacs, Faculy

More information

Decentralized Attribute-Based Signatures

Decentralized Attribute-Based Signatures Decenralzed rbue-based Sgnaures Tasuak Okamoo 1 and Kasuyuk Takashma 1 NTT, okamoo.asuak@lab.n.co.jp Msubsh Elecrc, Takashma.Kasuyuk@aj.MsubshElecrc.co.jp July 7, 01 bsrac. We presen he frs decenralzed

More information

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov June 7 e-ournal Relably: Theory& Applcaons No (Vol. CONFIDENCE INTERVALS ASSOCIATED WITH PERFORMANCE ANALYSIS OF SYMMETRIC LARGE CLOSED CLIENT/SERVER COMPUTER NETWORKS Absrac Vyacheslav Abramov School

More information

Sampling Procedure of the Sum of two Binary Markov Process Realizations

Sampling Procedure of the Sum of two Binary Markov Process Realizations Samplng Procedure of he Sum of wo Bnary Markov Process Realzaons YURY GORITSKIY Dep. of Mahemacal Modelng of Moscow Power Insue (Techncal Unversy), Moscow, RUSSIA, E-mal: gorsky@yandex.ru VLADIMIR KAZAKOV

More information

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data Anne Chao Ncholas J Goell C seh lzabeh L ander K Ma Rober K Colwell and Aaron M llson 03 Rarefacon and erapolaon wh ll numbers: a framewor for samplng and esmaon n speces dversy sudes cology Monographs

More information

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes.

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes. umercal negraon of he dffuson equaon (I) Fne dfference mehod. Spaal screaon. Inernal nodes. R L V For hermal conducon le s dscree he spaal doman no small fne spans, =,,: Balance of parcles for an nernal

More information

How about the more general "linear" scalar functions of scalars (i.e., a 1st degree polynomial of the following form with a constant term )?

How about the more general linear scalar functions of scalars (i.e., a 1st degree polynomial of the following form with a constant term )? lmcd Lnear ransformaon of a vecor he deas presened here are que general hey go beyond he radonal mar-vecor ype seen n lnear algebra Furhermore, hey do no deal wh bass and are equally vald for any se of

More information

NATIONAL UNIVERSITY OF SINGAPORE PC5202 ADVANCED STATISTICAL MECHANICS. (Semester II: AY ) Time Allowed: 2 Hours

NATIONAL UNIVERSITY OF SINGAPORE PC5202 ADVANCED STATISTICAL MECHANICS. (Semester II: AY ) Time Allowed: 2 Hours NATONAL UNVERSTY OF SNGAPORE PC5 ADVANCED STATSTCAL MECHANCS (Semeser : AY 1-13) Tme Allowed: Hours NSTRUCTONS TO CANDDATES 1. Ths examnaon paper conans 5 quesons and comprses 4 prned pages.. Answer all

More information

A New Generalized Gronwall-Bellman Type Inequality

A New Generalized Gronwall-Bellman Type Inequality 22 Inernaonal Conference on Image, Vson and Comung (ICIVC 22) IPCSIT vol. 5 (22) (22) IACSIT Press, Sngaore DOI:.7763/IPCSIT.22.V5.46 A New Generalzed Gronwall-Bellman Tye Ineualy Qnghua Feng School of

More information

Epistemic Game Theory: Online Appendix

Epistemic Game Theory: Online Appendix Epsemc Game Theory: Onlne Appendx Edde Dekel Lucano Pomao Marcano Snscalch July 18, 2014 Prelmnares Fx a fne ype srucure T I, S, T, β I and a probably µ S T. Le T µ I, S, T µ, βµ I be a ype srucure ha

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue. Lnear Algebra Lecure # Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons

More information

ON THE WEAK LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS

ON THE WEAK LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS ON THE WEA LIMITS OF SMOOTH MAPS FOR THE DIRICHLET ENERGY BETWEEN MANIFOLDS FENGBO HANG Absrac. We denfy all he weak sequenal lms of smooh maps n W (M N). In parcular, hs mples a necessary su cen opologcal

More information

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks Effcen Asynchronous Channel Hoppng Desgn for Cognve Rado Neworks Chh-Mn Chao, Chen-Yu Hsu, and Yun-ng Lng Absrac In a cognve rado nework (CRN), a necessary condon for nodes o communcae wh each oher s ha

More information

FI 3103 Quantum Physics

FI 3103 Quantum Physics /9/4 FI 33 Quanum Physcs Aleander A. Iskandar Physcs of Magnesm and Phooncs Research Grou Insu Teknolog Bandung Basc Conces n Quanum Physcs Probably and Eecaon Value Hesenberg Uncerany Prncle Wave Funcon

More information

Lecture 11 SVM cont

Lecture 11 SVM cont Lecure SVM con. 0 008 Wha we have done so far We have esalshed ha we wan o fnd a lnear decson oundary whose margn s he larges We know how o measure he margn of a lnear decson oundary Tha s: he mnmum geomerc

More information

Solving the multi-period fixed cost transportation problem using LINGO solver

Solving the multi-period fixed cost transportation problem using LINGO solver Inernaonal Journal of Pure and Appled Mahemacs Volume 119 No. 12 2018, 2151-2157 ISSN: 1314-3395 (on-lne verson) url: hp://www.pam.eu Specal Issue pam.eu Solvng he mul-perod fxed cos ransporaon problem

More information

Improvement in Estimating Population Mean using Two Auxiliary Variables in Two-Phase Sampling

Improvement in Estimating Population Mean using Two Auxiliary Variables in Two-Phase Sampling Rajesh ngh Deparmen of ascs, Banaras Hndu Unvers(U.P.), Inda Pankaj Chauhan, Nrmala awan chool of ascs, DAVV, Indore (M.P.), Inda Florenn marandache Deparmen of Mahemacs, Unvers of New Meco, Gallup, UA

More information

Introduction to Boosting

Introduction to Boosting Inroducon o Boosng Cynha Rudn PACM, Prnceon Unversy Advsors Ingrd Daubeches and Rober Schapre Say you have a daabase of news arcles, +, +, -, -, +, +, -, -, +, +, -, -, +, +, -, + where arcles are labeled

More information

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys Dual Approxmae Dynamc Programmng for Large Scale Hydro Valleys Perre Carpener and Jean-Phlppe Chanceler 1 ENSTA ParsTech and ENPC ParsTech CMM Workshop, January 2016 1 Jon work wh J.-C. Alas, suppored

More information

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng

More information

Security Vulnerability in Identity-Based Public Key Cryptosystems from Pairings

Security Vulnerability in Identity-Based Public Key Cryptosystems from Pairings Internatonal Journal of Informaton and Educaton Technology Vol No 4 August 0 Securty Vulnerablty n Identty-Based ublc Key Cryptosystems from arngs Jyh-aw Yeh Abstract Many dentty-based lc key cryptosystems

More information

Density Matrix Description of NMR BCMB/CHEM 8190

Density Matrix Description of NMR BCMB/CHEM 8190 Densy Marx Descrpon of NMR BCMBCHEM 89 Operaors n Marx Noaon If we say wh one bass se, properes vary only because of changes n he coeffcens weghng each bass se funcon x = h< Ix > - hs s how we calculae

More information

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts Onlne Appendx for Sraegc safey socs n supply chans wh evolvng forecass Tor Schoenmeyr Sephen C. Graves Opsolar, Inc. 332 Hunwood Avenue Hayward, CA 94544 A. P. Sloan School of Managemen Massachuses Insue

More information

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION EERAIED BU-MAU YTEM ITH A FREQUECY AD A EVERITY CMET A IDIVIDUA BAI I AUTMBIE IURACE* BY RAHIM MAHMUDVAD AD HEI HAAI ABTRACT Frangos and Vronos (2001) proposed an opmal bonus-malus sysems wh a frequency

More information

arxiv: v1 [cs.sy] 2 Sep 2014

arxiv: v1 [cs.sy] 2 Sep 2014 Noname manuscrp No. wll be nsered by he edor Sgnalng for Decenralzed Roung n a Queueng Nework Y Ouyang Demoshens Tenekezs Receved: dae / Acceped: dae arxv:409.0887v [cs.sy] Sep 04 Absrac A dscree-me decenralzed

More information

Improvement in Estimating Population Mean using Two Auxiliary Variables in Two-Phase Sampling

Improvement in Estimating Population Mean using Two Auxiliary Variables in Two-Phase Sampling Improvemen n Esmang Populaon Mean usng Two Auxlar Varables n Two-Phase amplng Rajesh ngh Deparmen of ascs, Banaras Hndu Unvers(U.P.), Inda (rsnghsa@ahoo.com) Pankaj Chauhan and Nrmala awan chool of ascs,

More information

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue. Mah E-b Lecure #0 Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons are

More information

Chapter Lagrangian Interpolation

Chapter Lagrangian Interpolation Chaper 5.4 agrangan Inerpolaon Afer readng hs chaper you should be able o:. dere agrangan mehod of nerpolaon. sole problems usng agrangan mehod of nerpolaon and. use agrangan nerpolans o fnd deraes and

More information

Multi-Fuel and Mixed-Mode IC Engine Combustion Simulation with a Detailed Chemistry Based Progress Variable Library Approach

Multi-Fuel and Mixed-Mode IC Engine Combustion Simulation with a Detailed Chemistry Based Progress Variable Library Approach Mul-Fuel and Med-Mode IC Engne Combuson Smulaon wh a Dealed Chemsry Based Progress Varable Lbrary Approach Conens Inroducon Approach Resuls Conclusons 2 Inroducon New Combuson Model- PVM-MF New Legslaons

More information

Density Matrix Description of NMR BCMB/CHEM 8190

Density Matrix Description of NMR BCMB/CHEM 8190 Densy Marx Descrpon of NMR BCMBCHEM 89 Operaors n Marx Noaon Alernae approach o second order specra: ask abou x magnezaon nsead of energes and ranson probables. If we say wh one bass se, properes vary

More information

FRACTIONAL OPTICAL SOLITARY WAVE SOLUTIONS OF THE HIGHER-ORDER NONLINEAR SCHRÖDINGER EQUATION

FRACTIONAL OPTICAL SOLITARY WAVE SOLUTIONS OF THE HIGHER-ORDER NONLINEAR SCHRÖDINGER EQUATION THE PUBLISHING HOUSE PROCEEDINGS OF THE ROMANIAN ACADEMY Seres A OF THE ROMANIAN ACADEMY Volume Number /00x pp. 9 00 FRACTIONAL OPTICAL SOLITARY WAVE SOLUTIONS OF THE HIGHER-ORDER NONLINEAR SCHRÖDINGER

More information

( ) [ ] MAP Decision Rule

( ) [ ] MAP Decision Rule Announcemens Bayes Decson Theory wh Normal Dsrbuons HW0 due oday HW o be assgned soon Proec descrpon posed Bomercs CSE 90 Lecure 4 CSE90, Sprng 04 CSE90, Sprng 04 Key Probables 4 ω class label X feaure

More information

Lecture 2 M/G/1 queues. M/G/1-queue

Lecture 2 M/G/1 queues. M/G/1-queue Lecure M/G/ queues M/G/-queue Posson arrval process Arbrary servce me dsrbuon Sngle server To deermne he sae of he sysem a me, we mus now The number of cusomers n he sysems N() Tme ha he cusomer currenly

More information

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times Reacve Mehods o Solve he Berh AllocaonProblem wh Sochasc Arrval and Handlng Tmes Nsh Umang* Mchel Berlare* * TRANSP-OR, Ecole Polyechnque Fédérale de Lausanne Frs Workshop on Large Scale Opmzaon November

More information

RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA

RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA Mchaela Chocholaá Unversy of Economcs Braslava, Slovaka Inroducon (1) one of he characersc feaures of sock reurns

More information

Clustering (Bishop ch 9)

Clustering (Bishop ch 9) Cluserng (Bshop ch 9) Reference: Daa Mnng by Margare Dunham (a slde source) 1 Cluserng Cluserng s unsupervsed learnng, here are no class labels Wan o fnd groups of smlar nsances Ofen use a dsance measure

More information

Fall 2010 Graduate Course on Dynamic Learning

Fall 2010 Graduate Course on Dynamic Learning Fall 200 Graduae Course on Dynamc Learnng Chaper 4: Parcle Flers Sepember 27, 200 Byoung-Tak Zhang School of Compuer Scence and Engneerng & Cognve Scence and Bran Scence Programs Seoul aonal Unversy hp://b.snu.ac.kr/~bzhang/

More information

ON THE ADDITION OF UNITS AND NON-UNITS IN FINITE COMMUTATIVE RINGS

ON THE ADDITION OF UNITS AND NON-UNITS IN FINITE COMMUTATIVE RINGS ROCKY MOUNTAIN JOURNAL OF MATHEMATICS Volume 45, Number 6, 2015 ON THE ADDITION OF UNITS AND NON-UNITS IN FINITE COMMUTATIVE RINGS DARIUSH KIANI AND MOHSEN MOLLAHAJIAGHAEI ABSTRACT. Le R be a fne commuave

More information

Hidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University

Hidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University Hdden Markov Models Followng a lecure by Andrew W. Moore Carnege Mellon Unversy www.cs.cmu.edu/~awm/uorals A Markov Sysem Has N saes, called s, s 2.. s N s 2 There are dscree meseps, 0,, s s 3 N 3 0 Hdden

More information