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随机逼近

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This project also obtained several limit theorems for some important dependent random variables and stochastic processes, such as the Strassen law of the iterated logarithm for negatively dependent random variables, strong limit theorems for mixing random vectors in Banach spaces, sample path properties for two-parameter fractional Wiener processes, and so on.

随机环境中的随机变量与随机过程的研究在国内外相当活跃,本项目主要研究它们的极限性质,着重研究了随机风景中随机变量与随机过程的极限性质,主要取得了以下几个结果:首先对简单对称的Kesten-Spitzer随机游动在低阶矩的条件下给出了强逼近,大大减弱了前人要求任意阶矩的条件,然后对独立风景中的一般随机变量给出了强逼近的一般性结果,由此导出在风景和随机变量都只具有低阶矩的条件下的独立但不同分布、混合相依变量的强逼近,在只有弱高于二阶矩的条件下得到了重相对数律和弱收敛;给出了连续时间参数的Brown风景中Brown运动和稳定风景中稳定过程的滞后增量和连续模等精确样本轨道性质;同时给出了一些重要的相依随机变量和过程的若干极限定理,如负相关随机变量的Strassen重对数律、抽象空间上混合相依变量的一些强极限定理成立的充分必要条件、两参数分数Wiener过程的样本轨道性质等。

3We generalized some results in stochastic approximation alongwith solving practical problems.

3在解决实际问题的同时,我们实际上推广了随机逼近中的已有结果。

Genetic algorithms ; inverse design ; stochastic approximation ; gradient

遗传算法;反设计;随机逼近;梯度

By combining the one dimensional search procedure in the determinate nonlinear programming problem with the stochastic approximation procedure, a new yield optimization algorithm is proposed and the rate of convergence is increased.

将确定性非线性规化问题求解的一维搜索过程与随机逼近搜索过程结合,提出了一种全新的合格率优化算法,进一步提高了合格率优化过程的收敛速度。

After introducing the unified model structure and applying stochastic approximation principle, the general recursive identification algorithm of several on-line identification methods is developped.

在引进统一的模型结构以后,利用随机逼近原理,提出了各种在线识别算法的一般递推形式。

According to stochastic approximation theory, when deterministic continuous time method is used to analyze convergence of MCA learning algorithms, the learning rate is required to approach to zero.

具有固定学习速度的MCA学习算法的收敛性分析根据随机逼近理论,当确定连续时间方法被用于分析MCA学习算法的收敛性时,学习速度被要求趋于零。

In each period, without the knowledge of the distribution function of the time between failures and the repair time, the PA estimate of gradient of performance function is put into the stochastic approximation algorithm which recursively optimize the threshold value of the flow control model in a manufacturing system.

在分析过程中,对故障时间和工作时间的分布不做任何假设,利用自适应控制的思想,将整个样本路径依据一定的规则分成有限长的时间段,在每一段时间内用扰动分析估计目标函数的样本导数,然后用随机逼近算法渐进地估计流程控制问题中的最优阈值,从而实现了阈值的自适应控制。

The hybrid optimization algorithm is employed to solve the models where the membership functions of loan return rates are complex.The algorithm integrates fuzzy simulation,neural network,genetic algorithm and simultaneous perturbation stochastic approximation algorithm.

对于贷款收益率的隶属函数比较复杂的情况,应用集成模糊模拟、神经网络、遗传算法和同步扰动随机逼近算法的混合优化算法求解模型。

The hybrid optimization algorithm was employed to solve the models where the membership functions of loan return rates were complex. The algorithm integrated fuzzy simulation, neural network, genetic algorithm and simultaneous perturbation stochastic approximation algorithm.

对于贷款收益率的隶属函数比较复杂的情况,应用集成模糊模拟、神经网络、遗传算法和同步扰动随机逼近算法的混合优化算法求解模型。

By neural network method, the prediction of the destruction of insulation at the joint of highvoltage wire has been tested.

采用神经网络技术,进行了预测高压输电线缆接头处绝缘破坏的试验研究,实验中神经网络的学习方式采用了随机逼近方法。

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