With the aim of tracking the deteriorating process of a specific individual multi-state system consisting of more than one multi-state component, a dynamic reliability assessment method which can utilize systemlevel observation history to dynamically update the reliability function of multi-state degraded systems is developed in this paper. The current and future state probabilities of componen...

There exists a recursive algorithm for constructing BPST-type multi-instantons on commutative R. When deformed noncommutatively, however, it becomes difficult to write down non-singular instanton configurations with topological charge greater than one in explicit form. We circumvent this difficulty by allowing for the translational instanton moduli to become noncommutative as well. This makes p...

In this paper we deal with a generalized multi-period mean-variance portfolio selection problem with the market parameters subject to Markov random regime switchings. We present necessary and sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period mean-variance model, based on a recursive procedure. The analytical solution of our model provides ...

Object localization based on audio and video information is important for the analysis of dynamic scenes such as video conferences or traffic situations. In this paper, we view the the dynamic audiovideo object localization problem as a joint recursive estimation problem. It is solved using a decentralized Kalman filter fusing both audio and video position estimates. To better take into account...

This article discusses the finite distance properties of three likelihood-based estimation strategies for GARCH processes with non-Gaussian conditional distributions: (1) the maximum likelihood approach; (2) the Quasi Maximum Likelihood approach; (3) a multi-steps recursive estimation approach (REC). We first run a Monte Carlo test which shows that the recursive method may be the most relevant ...

Abstract—We present two new algorithms for calculating call blocking probabilities for multi-layer multicast streams with the assumption that blocked calls are lost. Users may join and leave the multicast connections freely, thus creating dynamic multicast trees. We define the state space, and give two recursive algorithms; for the general case and for the special case where all multicast chann...