- 更多网络例句与不平稳随机过程相关的网络例句 [注:此内容来源于网络,仅供参考]
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Chapter 1 gives the background,current research process of relatedproblems and summarizes this thesis\'s work.In chapter 2,we study the Brownian motion with holding and jumping on the boundary.We use the resolvent method to obtain the infinitesimal generator because the domain of the infinitesimal generator is essentially the same as the range of the resolvent.Knowledge of this range and of the differential operator determines uniquely the infinitesimal generator.Since the semigroup generated by the DHJ is not strongly continuous,to use the nice property of strongly continuous semigroup in analytic theory,in chapter 3 we show that the dual is strongly continuous and derive ergodicity through spectral radius formulas and finally obtain the ergodic theorem by duality. In chapter 4,we discuss a class of a more general process---one dimensional Feller diffusion proposed by W.Feller in 1954.The Feller diffusion allows the possibility of jumps from boundary to boundary,not only from boundary to the interior.We give the stationary distribution of this process.
具体地,本文的结构如下:第一章给出了问题产生的背景,研究现状及本文的主要工作;第二章研究了在边界上逗留后随机跳的布朗运动,我(来源:3dABC论文网www.abclunwen.com)们用预解算子的方法得到其无穷小生成元,因为无穷小生成元的定义域本质上就是预解算子的值域,知道这个值域和微分算子形式就能唯一地决定无穷小生成元;由于DHJ过程产生的半群不是强连续的,为利用强连续半群的一些漂亮性质,在第三章中我们证明其对偶半群是强连续的,然后由谱半径公式得到遍历性并且最后由对偶得到遍历定理;第四章讨论了Feller在1954年引入的更广的一类过程----一维Feller扩散过程,Feller扩散过程允许有从边界到边界的跳发生,即不仅仅局限于从边界到内部的跳,在这一章中,我们给出了一维Feller扩散过程的平稳分布;在第五章,我们讨论了一些相关的问题,给出了DHJ过程对应的PDE问题及特征值与收敛速度的关系。
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On the assumption that the unevenness of runway profiles along the direction of taxi - ing is a stationary random function,techniques of piecewise constant-speed taxi ing runs and piecewise linear representation of dynamic properties of airplane landing gears are adopted in this paper to approximately simplify the actual nonlinear and nonstationary random vibration prob-lems to the piecewise linear and stationary ones.
在飞机滑行方向跑道路面不平度为平稳随机函数的假设下,采用滑行过程分段等速化、起落架动态特性分段线性化方法,把原非线性非平稳随机振动问题,简化为分段线性平稳随机振动问题。
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Using augmented Dickey-Fuller test, the result shows that BDI logarithm series is nonstationary but the first difference is stationary, i. e. it is integrated of order one. High-level ARCH effect was certification in the BDI logarithm series by ARCH LM test, and GARCH (1, 1) model was used to eliminate the conditional heteroscedasticity. Through variance ratio test, the result shows, that the random walk hypothesis of BDI logarithm series can be rejected and international dry bulk shipping market is inefficient.
运用ADF检验方法对BDI的对数序列进行平稳性和单整检验,结果证明BDI对数序列是一个非平稳过程,经一阶差分后是平稳过程,即BDI对数序列是一阶单整过程;通过ARCH LM检验认为BDI对数序列存在高阶ARCH效应,并用GARCH(1,1)模型消除了残差序列的条件异方差性;通过方差比检验法对国际干散货航运市场的收益率序列进行了检验,结果显示BDI的对数序列的随机游走假设被拒绝,国际干散货航运市场不是一个有效的市场。
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A class of stationary models of singular stochastic control is discussed, in which the functions in cost structure are not restricted to even functions, and the state processes are diffusions with "nonsymmetric" drift and diffusion coefficients.
该文讨论了一类奇异型随机控制的平稳模型,其费用结构中的函数不限于偶函数,其状态过程为扩散型且具有&非对称的&漂移及扩散系数。
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A class of stationary models of singular stochastic control is discussed, in which the functions in cost structure are n ot restricted to even functions, and the state processes are diffusions with "n onsymmetric" drift and diffusion coefficients.
该文讨论了一类奇异型随机控制的平稳模型,其费用结构中的函数不限于偶函数,其状态过程为扩散型且具有&非对称的&漂移及扩散系数。
- 更多网络解释与不平稳随机过程相关的网络解释 [注:此内容来源于网络,仅供参考]
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non singular:非奇的
non reversibility 不可逆性 | non singular 非奇的 | non stationary random process 不平稳随机过程
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nonsingular perturbation:非奇异摄动
nonreversible electric drive 不可逆电气传动 | nonsingular perturbation 非奇异摄动 | non-stationary random process 非平稳随机过程
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nonsingular perturbation:非奇特摄动
nonreversible electric drive 不可逆电气传动 | nonsingular perturbation 非奇特摄动 | non-stationary random process 非平稳随机过程
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non-stationary random process:不平稳随机过程
non singular 非奇的 | non stationary random process 不平稳随机过程 | non steady state 不稳定状态
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stationary stochastic process:平稳随机过程
一、定义: 平稳随机过程(stationary stochastic process)是一类统计特性不随时间推移而变的随机样本函数,才可能得到随机过程的统计(statistics)特性或数字特征.