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71.
In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The
probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution
of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration
scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number
of trials and derive the probability generating functions. The present work extends several properties of distributions of
orderk and leads us a new type of geneses of the discrete distributions. 相似文献
72.
Howard Jacobowitz Gerardo Mendoza 《Transactions of the American Mathematical Society》2003,355(10):4201-4222
We study embeddings of complex vector bundles, especially line bundles, in the complexification of the tangent bundle of a manifold. The aim is to understand implications of properties of interest in partial differential equations.
73.
This work is devoted to near-optimal controls of large-scale discrete-time nonlinear dynamic systems driven by Markov chains; the underlying problem is to minimize an expected cost function. Our main goal is to reduce the complexity of the underlying systems. To achieve this goal, discrete-time control models under singularly-perturbed Markov chains are introduced. Using a relaxed control representation, our effort is devoted to finding near-optimal controls. Lumping the states in each irreducible class into a single state gives rise to a limit system. Applying near-optimal controls of the limit system to the original system, near-optimal controls of the original system are derived. 相似文献
74.
A solution to the phase problem in optics is considered within the context of registration and analysis of two-dimensional stationary optical fields transformed by the object under study or fields forming an image. To obtain information on amplitude and phase distributions of the light field analyzed, a method of registration of two intensity distributions is used. The first distribution corresponds directly to the amplitude distribution. The other is formed for the sum of the initial field and the field shifted along a certain direction. The intensity distributions obtained allow one to calculate the two-dimensional structure of the field under study. It is noteworthy that the method requires no iteration procedures in solving the problem. This leads to speeding up of the processing and analysis of the information. Two variants of optical schemes for the analysis of light fields are considered. The first one corresponds to registration of the image of the analyzed plane and the second to registration of the spectrum of the spatial frequencies. 相似文献
75.
76.
Rolando Cavazos-Cadena 《Annals of Operations Research》1991,28(1):169-184
We consider a class of Markov decision processes withfinite state and action spaces which, essentially, is determined by the following condition: The state space isirreducible under the action of any stationary policy. However, except by this restriction, the transition law iscompletely unknown to the controller. In this context, we find a set of policies under which thefrequency estimators of the transition law are strongly consistent and then, this result is applied to constructadaptive asymptotically discount-optimal policies.Dedicated to Professor Truman O. Lewis, on the occasion of his sixtieth birthdayThis research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152, and in part by the Consejo Nacional de Ciencia y Tecnología (CONACYT) under Grant A128CCOEO550 (MT-2). 相似文献
77.
本文在经典风险模型的基础上,将索赔到达过程推广为更新过程,索赔可以批量到达,且带有常数利息力和Brown运动干扰项,得到一个新的风险模型,运用Markov骨架过程的方法,得出盈余过程的瞬时分布和生存概率. 相似文献
78.
The methods for the few-body system are introduced to investigate the states of the barrier Li quantumdots (QDs) in an arbitrary strength of magnetic field. The configuration, which consists of a positive ion located on thez-axis at a distance d from the two-dimensional QD plane (the x-y plane) and three electrons in the dot plane boundby the positive ion, is called a barrier Li center. The system, which consists of three electrons in the dot plane bound bythe ion, is called a barrier Li QD. The dependence of energy of the state of the barrier Li QD on an external magneticfield B and the distance d is obtained. The angular momentum L of the ground states is found to jump not only withthe variation of B but also with d. 相似文献
79.
By Hückel molecular orbital (HMO) theory, the calculation of the total energy of all π-electrons in conjugated hydrocarbons can be reduced to that of E(G)=|λ1|+|λ2|+?+|λn|, where λi are the eigenvalues of the corresponding graph G. Denote by Ψn the set of all fully-angular polyhex chains with n hexagons. In this paper, we show that Hn has the minimum total π-electron energy among chains in Ψn, where Hn is the helicene chain. 相似文献
80.
In this paper, we consider a queueing system in which there are two exponential servers, each having his own queue, and arriving
customers will join the shorter queue. Based on the results given in Flatto and McKean, we rewrite the formula for the probability
that there are exactlyk customers in each queue, wherek = 0, 1,…. This enables us to present an algorithm for computing these probabilities and then to find the joint distribution
of the queue lengths in the system. A program and numerical examples are given. 相似文献