概率测度
- 名probability measure
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在测度弱收敛的意义下,研究了一般概率测度μ的核估计μn,得到了它的渐近无偏性、强相合性及在给定条件下的收敛速度。
The kernel estimation μ n of general probability measure μ is studied . The asymptotic unbiasedness and the strong consistency and rate of convergence under given conditions are obtained .
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运用概率测度弱收敛理论研究了服务中断的PRE优先排队系统模型。
In this paper , we consider the queuing system for PRE priority discipline with service interruption by using the weak convergence theory of probability measure .
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C空间上概率测度族的局部弱相对紧性
On local weak relative compactness of probability measures in C space
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其次,本文在给定的单向违约传染模型的基本条件下,运用概率测度、随机分析等金融数学知识,推导出了A、B的违约停时的联合密度分布。
Secondly , based on the unilateral default contagion model , this paper deprives the joint distribution of the default times from the financial mathematics theories , such as the probability , measure theory , stochastic analysis , etc.
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一类Feller过程不变概率测度的存在性
Existence of invariant probability measures for a class of Feller processes
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用测度序列的支撑集与Essential点集的关系.刻划了一类紧半群上概率测度卷积幂序列的弱收敛性。
Let M be a probability measure on some compact semigroup S. The relation between the support of Mn and the Essential set of { Mn } are used to describe the week convergence of { Mn } .
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本文研究图G的子图空间G上的三类概率测度,它们分别刻画图的随机扩张树,随机扩张森林和随机连通子图。
We consider three types of probability measures on Q , the set of subgraphs of G , which govern a random spanning tree , a random spanning forest , and a random connected subgraph respectively .
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还讨论了C_2π上最佳三角多项式一致逼近的平均逆定理,表明平均误差界的阶反映出概率测度所支撑集合上其函数的结构性质。
The average inverse theorems about best uniform trigonometric polynomial approximation on C2 π was also discussed . A conclusion is obtained that the order of average error bounds reflects the structural properties of functions in supports of the probability measure .
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我们试图基于经验贝叶斯框架下的部分观测数据,来估计DP(α,α)中的未知精度参数α和未知概率测度a。
Our goal is to estimate the unknown precision parameter a and the probability measure a of DP (α, α), with partially observed data in the empirical Bays framework .
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本文借助于概率测度弱收敛与概率论强逼近理论,较为详细地研究了N台并联Fork-Join排队网络,得到了响应时间、队长、离去过程的弱收敛与强逼近定理。
In this paper , N-union station Fork-Join queueing network is studied detailed by means of probability measure weak convergence and strong approximation in probability . We obtain weak convergence and strong approximation theorems for response time .
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设T是复的可分的自反Banach空间X上的幂有界线性算子,若在X上存在关于T不变的非退化可积Borel概率测度m,那么T旋转特征向量全体张成X。
Let T be a power bounded linear operator on a compler seperable and reflexive Banach space X if there exists a invariant nondegenerate and integrable Borel probability measure on X for T , then X is spanned by eigenvectors of T with unimodular eigenvalue .
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本文讨论了基于一类有代表性的非概率测度Sugeno测度和一类重要的非实随机样本模糊样本的统计学习理论。
In this paper , we discuss some SLT problems based on a class of representative non-probability measure Sugeno measure and a class of important non-random samples fuzzy samples .
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本文首先综合比较了主流定量评级方法的理论适用性和实证效果,并且还对商业银行使用的基于违约概率测度的评级方法进行了简单介绍,最终选择使用多元Probit分析的方法。
This thesis first compares the theoretic applicability and empirical result of the popular quantitative rating methods , and introduce the probability of default measurement model used by commercial banks , finally the author choose the multiple Probit analysis method .
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最后研究了在股票价格服从CEV模型下的Robust期望效用最大化的最优投资组合选择问题,运用随机线性&二次控制理论,得出最优投资策略,最优等价概率测度以及最大期望效用的明确表达式。
Finally , we study the Robust utility maximization portfolio selection problem under which the stock price followed a CEV model . We also obtain the closed-form solutions of the optimal portfolio strategy , the optimal equivalent probability scenario and the optimal value function using the linear-quadratic technique .
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白噪声空间上的正态测度是使标准过程为正态过程的概率测度,讨论了正态测度的性质,并利用正态测度研究了Ornstein-Uhlenbeck半群。
Gaussian measures on white noise space are defined as probability measures such that under which the canonical process is a Gaussian process . The properties of Gaussian measures on white noise space are discussed , and the application to Ornstein-Uhlenbeck semigroup is given .
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本文首先给出了随机转移矩阵和MCRE的定义,并由一族随机转移矩阵和无穷维乘积空间空间上的一个概率测度构造MCRE,绕积马氏链和p-(?)链。
At first , we give the definition of random transition matrix and MCRE , then construct the Markov chain in random environment ( MCRE ), the skew product Markov chain and p - 6 from a family of random transition matrices and a probability measure in infinitely dimensional space .
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拓扑半群上概率测度卷积序列的一点注记
A note on convolution sequences of probability measures on topological semigroup
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局部紧半群上概率测度组合收敛的某些结果
Results about Composition Convergence of Probability Measures on Locally Compact Semigroups
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统计自相似集上概率测度量子化维数的一些计算
Some Example to Quantization Dimension on Statistically Self-similar Set of Probability
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概率测度集合上的弱收敛和Schauder-Tychonov型不动点定理
Weak Convergence and Fixed Point Theorem on the Set of Probability Mesures
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概率测度方法在农业风险分析中的应用
Application of Probability Measure Method in Analysis of Agriculture Risk
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紧有限交换半群上概率测度合成收敛序列的一些性质
Some properties of probability measure composition convergence sequence on compact finite commutative semigroup
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基于概率测度的不确定语言多属性决策方法及应用
Uncertain Linguistic Multiple Attribute Decision Making Approach Based on Probability and Its Application
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模糊集中的无限非概率测度熵
Infinite non - probabilistic measure entropy in the setting of fuzzy sets theory
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完备概率测度空间上连续随机算子的公共不动点定理
Common fixed point theorems of continuous random operator on complete probabilistic measure space
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关于半直线上概率测度者积半群结构的几个结果
Some Results in the Convolution Semigroup Structure of Probability Measures on the Half-Line
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广义扩散过程的不变概率测度的存在性
Existence of invariant probability measure for generalized diffusion process
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进一步提出了本文的写作目的&建立模糊事件的清晰概率测度空间。
The main purpose of this theme is to establish a fuzzy probability space .
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矩母函数:拟对称概率测度
Moment generating functions : QUASI-SYMMETRY of probability measures
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对MV-代数中与概率测度相关的一些内容的研究还是空白的。
And it is still blank for the research of the probability in MV-algebra .