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数学期望

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In this article, we discuss the solution ofbackward stochastic differential equation and the generalizes comparison theorem and concernedthe relation between g-Expection and the minimum expection.

本文主要讨论如上倒向随机微分方程的解的情况及相应的g-期望的性质以及其在数学金融方面的应用。

Computation formula for expecting probability is derived from simple mathematics Computation method for continuousset and discontinuous set of expecting probability, give reference and academics to personnels who are engaged in engineering hydrology design and research.

本文以简单的数学推导导出了期望概率的计算公式;给出了连续系列和不连续系列期望概率的计算方法;具有可操作性。对于从事工程水文设计和研究的人员具有一定的参考价值和学术价值。

The mathematics teachers in high schools are not only the guarantee of the smooth implement of mathematics course standard but also an executant of the foundation course reform .But a big margin exists between the roles of the mathematics teachers in high schools of the course system and the expectation of the new course. So it is very necessary to relocate the role of the mathematics teachers in the new course.

而中学数学教师不仅是数学课程标准顺利实施的保障者,同时又是基础教育改革的实践者,但是现行课程体系下中学数学教师的角色形象与新课程的期望之间存在着较大的差距,因此重新定位中学数学教师在新课程中的角色是非常必要的。

So I expect to find a way through my survey and research to cultivate the students' ability of mathematization from solving the real problems ,to cultivate their ability of organizing their Math knowledge and complete their constructs of Math knowledge ,and establish a Math basis of the students' life development . This paper consists of three parts : Part One : The concept of Mathematization .

对此,我期望通过调查和研究的方式探索出一条小学生利用解决实际问题培养"数学化"能力的途径,培养学生对掌握的相关数学知识进行数学化组织,建构完善的数学认知结构,为学生的终身可持续发展奠定良好的数学基础。

Using it we can approximately obtain the expectation of any function,using the certain quantity the random sample particle to express the posterior density of random variable in the model,and can be used in the any non-linear random models.

粒子滤波算法是一种适用于非线性非正态约束的基于模拟的统计滤波算法,可以近似得到任意函数的数学期望,利用一定数量的随机样本粒子来表示模型中随机变量的后验概率分布,并且能应用于任意非线性随机模型。

The theory of BSDEs is widely applied in stochastic control and game theory, mathematical finance, partial differential equations, non-linear expectations after which is established.

其理论自创立以来,在随机控制和对策,数理金融,偏微分方程,非线性数学期望等领域取得了广泛的应用。

Eighthly, we study the continuous-time model on the expectation and variance of farm-product's price, which follows an ITO stochastic process.

在连续时间模型的假设条件下,研究了农产品价格服从伊藤随机过程的数学期望及方差问题。

A new fusion approach for multiple data is also presented, as the data have different accuracies.

摘要针对融合误差的最大值和数学期望,提出了一个评判数据融合方法优劣的标准。

Results An estimate of fixed coefficient, expectation and variance of random coefficient with constraint in the linear model of mixed coefficient is given. At the same time, the nature of the estimate is discussed.

结果 给出了在一定的约束条件下,混合系数线性模型的固定系数,随机系数的数学期望和方差的一种估计,并讨论了该估计的性质。

This paper summarizes the research job of predecessors, full text is divided in four part:The first part introduces the develop history and present conditions of MCRE;In the second part, the concept of average Markov process is introduced. Moreover we investigate the relations for Markov processes, martingales, stationary processes and average Markov process systematically.The third part summarizes the model that constructs the MCRE by p-m chains and skew product Markov chains by p-m chains, also we discuss the relations among the basic gunctions of the probability character for MCREIn the fourth part, we discuss the dimension of GW-tree and the canonical branching chain in random environment, furthermore we summarize the exact formulas of mathematical expectation and variance of branching chain in random environment.

本文主要是综述这方面前人工作,全文分成四个部分:第一部分介绍了MCRE的发展历史和研究现状;第二部分研究了马氏过程、鞅和平稳过程这三类经典的随机过程的相互关系,包括他们之间的包含和排斥关系,引入了&均马氏过程&的概念,研究了它与三类经典过程—马氏过程、鞅及平稳过程的关系;第三部分综述了用p-m链构造的构造的随机环境中的马氏链和绕积马氏链,讨论了与之相关的概率特性函数的性质;第四部分讨论了GW树的维数,并综述了随机环境中的典范的分枝链,讨论了随机环境中的分枝链的数学期望和方差的计算公式。

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