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111.
We consider Poisson’s equation for discrete-time single-birth processes, and we derive its solutions by solving a linear system of infinitely many equations. We apply the solution of Poisson’s equation to obtain the asymptotic variance. The results are further applied to birth–death processes and the scalar-valued GI/M/1-type Markov chains. 相似文献
112.
We investigate the generalized polynomial Linard differential equations. Using the averaging theory of first and second order, we obtain the maximum number of limit cycles of the system. 相似文献
113.
In this paper, we mainly studied the limit properties for the
countable nonhomogeneous Markov chains. We established some limit properties for the
functions of the countable nonhomogeneous Markov chains with variables under the
convergence in the sense, which extended the similar conclusions for the
functions with two variables. At last, as a corollary, we given the similar result in
the homogeneous Markov stock market. 相似文献
114.
受Peng-中心极限定理的启发,本文主要应用G-正态分布的概念,放宽Peng-中心极限定理的条件,在次线性期望下得到形式更为一般的中心极限定理.首先,将均值条件E[X_n]=ε[X_n]=0放宽为|E[X_n]|+|ε[X_n]|=O(1/n);其次,应用随机变量截断的方法,放宽随机变量的2阶矩与2+δ阶矩条件;最后,将该定理的Peng-独立性条件进行放宽,得到卷积独立随机变量的中心极限定理. 相似文献
115.
高等数学的很多内容比较抽象,学生不易理解.通过几个例子说明如何将抽象的数学概念和结论与几何图形有机的结合起来,加深对这些概念结论的理解,激发学生的学习兴趣. 相似文献
116.
Zvi Artstein 《Optimization》2019,68(1):81-98
ABSTRACTAn optimization problem of maximizing an integral of a function over a family of probability measures is considered. The problem is a generalization of a well-studied variational problem in mathematical economics, concerning optimal allocations. The specific generalization that we examine arises also in the limit of singularly perturbed optimal control problems. We examine the mathematical problem and allude to the singular perturbation motivation. 相似文献
117.
In the present work we characterize the existence of quasistationary distributions for diffusions on allowing singular behavior at 0 and . If absorption at 0 is certain, we show that there exists a quasistationary distribution as soon as the spectrum of the generator is strictly positive. This complements results of Cattiaux et al. (2009) and Kolb and Steinsaltz (2012) for 0 being a regular boundary point and extends results by Cattiaux et al. (2009) on singular diffusions. 相似文献
118.
Ariane Carrance 《Random Structures and Algorithms》2019,55(3):615-648
We present here random distributions on (D + 1)‐edge‐colored, bipartite graphs with a fixed number of vertices 2p. These graphs encode D‐dimensional orientable colored complexes. We investigate the behavior of those graphs as p→∞. The techniques involved in this study also yield a Central Limit Theorem for the genus of a uniform map of order p, as p→∞. 相似文献
119.
A milestone in probability theory is the law of the iterated logarithm (LIL), proved by Khinchin and independently by Kolmogorov in the 1920s, which asserts that for iid random variables with mean 0 and variance 1 In this paper we prove that LIL holds for various functionals of random graphs and hypergraphs models. We first prove LIL for the number of copies of a fixed subgraph H. Two harder results concern the number of global objects: perfect matchings and Hamiltonian cycles. The main new ingredient in these results is a large deviation bound, which may be of independent interest. For random k‐uniform hypergraphs, we obtain the Central Limit Theorem and LIL for the number of Hamilton cycles. 相似文献
120.
Detailed gas-phase chemical kinetic models are widely used in combustion research, and many new mechanisms for different fuels and reacting conditions are developed each year. Recent works have highlighted the need for error checking when preparing such models, but a useful community tool to perform such analysis is missing. In this work, we present a simple online tool to screen chemical kinetic mechanisms for bimolecular reactions exceeding collision limits. The tool is implemented on a user-friendly website, cloudflame.kaust.edu.sa, and checks three different classes of bimolecular reactions; (ie, pressure independent, pressure-dependent falloff, and pressure-dependent PLOG). In addition, two other online modules are provided to check thermodynamic properties and transport parameters to help kinetic model developers determine the sources of errors for reactions that are not collision limit compliant. Furthermore, issues related to unphysically fast timescales can remain an issue even if all bimolecular reactions are within collision limits. Therefore, we also present a procedure to screen ultrafast reaction timescales using computational singular perturbation. For demonstration purposes only, three versions of the rigorously developed AramcoMech are screened for collision limit compliance and ultrafast timescales, and recommendations are made for improving the models. Larger models for biodiesel surrogates, tetrahydropyran, and gasoline surrogates are also analyzed for exemplary purposes. Numerical simulations with updated kinetic parameters are presented to show improvements in wall-clock time when resolving ultrafast timescales. 相似文献