一个离散型随机变量数学期望的几种简捷求法

直接利用期望定义来求离散型随机变量的数学期望,有时计算比较困难.利用条件数学期望、随机变量的和式分解、对称性,分别给出了一个离散型随机变量数学期望的几种求法.     

不确定条件下企业的投资规模决策

在未来不确定的情况下,以最大化投资机会的价值为出发点,用随机过程和实物期权的方法求出投资最优时机和最优的投资规模的函数表达式,并用数值解分析了其变化特征.     

双条件期望的收敛定理及不等式

引进了B值随机变量及可测集г的双条件期望的概念，研究了双条件期望的主要性质，得到了双条件期望下的几个重要不等式，进而证明了双条件期望的有关收敛定理．     

广义复合Poisson风险模型下的生存概率

In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model, then for the generalized model and the classical compound poisson risk model, we respectively get its survival probability in finite time period in case of exponential claim amounts.     

Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model

The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis.Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic.     

G-旋模型场代数中的对偶定理

设Ｇ是有限群，　Ｈ是Ｇ的子群，Ｄ（Ｇ）为Ｇ的Ｄｏｕｂｌｅ代数，　Ｆ是　Ｇ－旋模型所对应的场代数．　本文考虑Ｄ（Ｇ）的Ｈｏｐｆ子代数Ｄ（Ｈ），证明了Ｆ的Ｄ（Ｈ）不变子空间ＡＨ是Ｃ＊－代数．Ｄ（Ｈ）存在Ｃ＊－表示，使得Ｄ（Ｈ）和ＡＨ互为换位子．     

离散参数集值（上下）鞅的停时定理

本文建立了更广泛的各种集值（上下）鞅的停时定理；推广并改进了N．S．Papageoriou[10]和张，汪，高[13]中的结果。     

集值序上鞅

本文研究了连续时间的集值序上鞅．在一定的条件下首先证明了集值序上鞅有（Ｋ－Ｍ）Ｒｉｅｓｚ分解;然后证明了集值序上鞅的Ｄｏｏｂ－停时定理．     

集值测度的弱Radon—Nikodym导数及弱集值随机变量条件期望的存在性

讨论了集值工存在弱Radon-Nikodym导数的充要条件,对弱紧凸集值随机变量给出了其条件期望存在时的一个特征。