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In order to surmount the difficulty we present a matrix moment generating function approach which can find succinct recurrence solutions for performance parameters of the large ASPN.

用它可以对大型的ASPN模型得到简洁矩阵解。

Some limit properties of the multivariate function sequences of the nonnegative integer-valued random variables are studied by using the differentiation of measures on a net and the conditional moment generating function s, and some strong limit theorems related to the conditional expectations are obtained.

利用测度关于网的微分法和条件矩母函数的工具研究非负起值随机变量多元函数序列的极限性质,得到了若干与条件数学期望有关的强极限定理

In this paper, we utilizes saddlepoint approximation to the conditional moment generating function to estimate portfolio credit loss distribution and calculate Value-at-Risk.

最近几因公司内部因素而导致公司违约最受注目的违约事件即为安案,因此本文在违约模型中加入额外潜在变描述额外违约风险。

Probability space and its properties, random variables and distributions, expected value, moment generating function, characteristic function, limiting theory.

课程内容:机率空间及其性质,随机变数与分布,期望值,动差生成函数及特徵函数,极限定理等。

Then the explicit expression of it under exponential claims and the differential equation are obtained.Thus we discuss the effects of credit and debit interests on it through data analysis. Through the research of the mean,the moment generating function and the higher moments of discounted aggregate dividend payments,we discuss the optimal dividend payments problems.

而对于Gerber-Shiu函数的研究,则是通过随机过程及随机微分方程的知识得到它满足的积分-微分方程及边值问题,然后得到了它在指数索赔下的明确表达式以及Erlang(2)索赔下满足的微分方程,并通过数值分析得到贷款利息及存款利息对它的影响。

A strong limit theorem on gambling strategy for Bernoulli sequences is extended to the sequences of arbitrary dependent random variables which take numberable values by using the conditional moment generating function .

利用条件矩母函数将关于Bernoulli序列赌博策略的一个强极限定理推广到取可列值的任意相依随机变量序列的情况,并且通过允许选择函数在一个区间中取值,推广了随机选择的概念。

In modeling heavy tails,we focus on multivariate t distributions and derive the moment generating function of the quadratic approximation.Then we use Fourier transform,Chebychev's Inequality and numerical technique inversion to approximate VaR value of portfolio,compared with Cornish-Fisher Expansions normal model and Delta-Normal model.

在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上,本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值,并和基于多元正态分布Cornish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较。

In terms of average Symbol-Error Rate at the destination, the performances of multi-relay cooperative transmission with Maximal Ratio Combining detection and opportunistic relaying with multi-node listening were analyzed, one relay retransmitting in Amplify-and-Forward networks under independent Rayleigh slow fading channels. The closed-form expressions of SER for M-PSK and M-QAM modulations are also derived based on Moment Generating Function.

该文从接收端平均误符号率的角度,分析了独立的瑞利衰落信道下,采用放大转发的多中继协同最大比合并检测方案和多节点侦听,单中继转发的机会中继方案的性能;并基于矩生成函数推导出两种方案下M-PSK和M-QAM调制信号平均误符号率的闭合表达式。

Owing to the complexity of CIMS' missions,the reliability modeling should adapt the production processes accurately.Conventional reliability model method can not reflect the time dynamic behavior of CIMS,so the multitask reliability model based on generalized stochastic Petri nets is established for a CIMS manufacturing shop with multiple missions and the process times of the machines with exponential distributions.Furthermore,analysis of GSPN model based on behavior expression and moment generating function is presented,then can compute the transfer functions.Finally,the multitask reliability can be easily obtained without the reachability graph of Petri nets,which measure can reflect the operating performance of the whole multitask CIMS more intuitively.

CIMS生产的复杂性要求其可靠性模型可以精确地反映生产过程,由于传统的可靠性建模方法无法兼顾CIMS的时间动态特性,所以针对一个复杂的有多个加工任务的CIMS制造单元,由于其机器加工工件的时间均为指数分布,则采用广义随机Petri网进行多任务可靠性建模,在此基础上基于Petri网行为表达式,将矩母函数思想引入其中,不必生成可达标识图就可通过计算模型的传递函数,进而得到整个系统的多任务可靠度,该可靠性指标可以更直观地反映具有多种加工任务的整个CIMS的运行性能。

A model of an additive mixture of Gaussian and non-Gaussian impulsive noise is adopted, and the asymptotical solution of the closed-form expression for the average symbol error rate of orthogonal space-time block coding over Rayleigh flat fading channel is derived by means of the Moment Generating Function with the approximate equivalent Multiple-Input Single-Output model of mixture noise.

采用脉冲和高斯加性混合噪声模型,利用矩母函数分析方法,通过建立多发单收近似等效模型,推导出Rayleigh衰落信道下MISO空时分组码误符号率闭式表达式的渐近解。

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