搜索结果: 1-15 共查到“知识库 随机分析”相关记录68条 . 查询时间(2.17 秒)
具有未知输入的线性时不变随机系统的噪声协方差的可辨识性分析
未知输入 线性 时不变 随机系统 噪声协方差 可辨识性分析
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2023/12/13
Most existing works on optimal filtering of linear time-invariant (LTI) stochastic systems with arbitrary unknown inputs assume perfect knowledge of the covariances of the noises in the filter design....
奇异摄动的McKean-Vlasov系统随机控制的近似最优性
奇异摄动 McKean-Vlasov系统 随机控制 近似最优性
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2023/6/13
In this paper, we are concerned with the optimal control problems for a class of systems with fast-slow processes. The problem under consideration is to minimize a functional subject to a system descr...
格点杨-米尔斯模型在强耦合的随机分析方法（朱湘禅）
格点杨-米尔斯模型 强耦合 随机分析方法
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2023/4/10
We develop a new stochastic analysis approach to the lattice Yang-Millsmodel at strong coupling in any dimension d > 1, with t' Hooft scaling beta N for theinverse coupling strength. We study their La...
本文在Peng建立的次线性期望空间下证明了Bernstein不等式，Kolmogorov不等式以及Rademacher不等式.进一步，本文分别应用Bernstein不等式、Kolmogorov不等式以及Rademacher不等式对次线性期望空间下随机变量列的拟必然收敛性质进行了深入研究，并得到了相应的强收敛定理.
EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
STOCHASTIC AVERAGING ADIABATIC INVARIANTS
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2015/9/29
An averaging problem with Markov fast motion is
considered. The di usive limit is obtained for the evolution of adabatic invariants under the assumption that the averaged motion
is ergodic on almost...
A Limit Shape Theorem for Periodic Stochastic Dispersion
Space is periodic random flow order and an infinite linear speed
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2015/9/28
We consider the evolution of a connected set on the plane carried by a space periodic incompressible stochastic flow. While for almost every realization of the stochastic flow at time t mo...
Fastest mixing Markov chain on a path
Random walks symmetrical transition probability markov chain the uniform distribution the transfer matrix
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2015/8/10
We consider a random walk on a path with n nodes, with symmetric transition probabilities, i.e., the probability of making a transition between node i and node i+1 is the same as making a transition f...
TRACTABLE AND CONSISTENT RANDOM GRAPH MODELS
RANDOM GRAPH MODELS TRACTABLE
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2015/7/15
This paper studies the formation of risk-sharing networks through costly social
investments, identifying endogenous inequality and a misallocation of resources as possible
downsides to such agreemen...
CONJUGATE PRIORS FOR EXPONENTIAL FAMILIES
Random vector distribution natural parameter parameters
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2015/7/15
Let X be a random vector distributed according to an exponential family
with natural parameter 0 E O.We characterize conjugate prior measures on O
through the property of linear posterior expectat...
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES
Subgroup algorithm to generate unified random variable
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2015/7/14
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES.
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION
Random walks random number generation
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2015/7/14
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION。
HONEST BERNOULLI EXCURSIONS
EXCURSION DISTANCE RANDOM WALK LIMITING DISTRIBUTION ZETA FUNCTION FIRST RETURN DISTANCE
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2015/7/14
For simple random walk on the integers, consider the chance that the walk has
traveled distance k from its start gwen that its first return is at time 2n. We derive a
limiting approximation accura...
BAYESIAN NUMERICAL ANALYSIS
Bayesian, numerical analysis
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2015/7/14
BAYESIAN NUMERICAL ANALYSIS。
Analysis of Top To Random Shuffles
Analysis random upset
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2015/7/14
Analysis of Top To Random Shuffles.
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS
Random walks hyperplane
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2015/7/14
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS。