理学 >>> 数学 >>> 概率论 >>> 随机分析 >>>
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(2.203 秒)
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....
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...
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...
次线性期望下的若干矩不等式     生态模型  周期解  非线性扰动  延拓定理  拓扑度理论         font style='font-size:12px;'> 2019/4/17
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       font style='font-size:12px;'> 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...
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...
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       font style='font-size:12px;'> 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       font style='font-size:12px;'> 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.
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION     Random walks  random number generation       font style='font-size:12px;'> 2015/7/14
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION。
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       font style='font-size:12px;'> 2015/7/14
BAYESIAN NUMERICAL ANALYSIS。
Analysis of Top To Random Shuffles     Analysis  random  upset       font style='font-size:12px;'> 2015/7/14
Analysis of Top To Random Shuffles.
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS     Random walks  hyperplane       font style='font-size:12px;'> 2015/7/14
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS。

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...