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91.
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
92.
93.
Ivor Cribben 《商业与工业应用随机模型》2019,35(2):299-320
We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization. 相似文献
94.
优质农产品溯源系统的引入,既能提升有效供给、缩短流通时间,又能降低流通中的数量损耗和价值损失,由此带来了双渠道供应链系统在投资、销售、定价等方面的系列决策问题。考虑制造商开辟电子渠道、从溯源系统降低流通损耗和提高质量出发,分别构建制造商主导型的双渠道供应链决策模型。通过对比分析应用前后各成员在投资、定价及销售方面的最优策略,得到相关的核心边界值。数值仿真结果表明:核心边界值主要与双重损耗的改善程度及其他参数相关,各成员及系统接受溯源系统的应用成本不同,应用成本对各渠道销量的影响程度亦不相同,但各成员调整定价的应用成本边界值是一致的。 相似文献
95.
This work presents sufficient conditions for the existence of homoclinic solutions for second order coupled discontinuous systems of differential equations on the real line without the usual growth condition in the literature.The arguments apply the fixed point theory, Green's functions technique, -Carathéodory functions, lower and upper solutions and Schauder's fixed point theorem. 相似文献
96.
97.
The effect of the quenching rate on the phase separation of partially miscible liquid mixtures is studied, showing that it may influence the growth rate of single-phase domains. In particular, the phase separation of metastable binary mixtures in the presence of strong emulsifiers appears to be heavily retarded. These effects constitute an important limitation to the phase transition extraction process introduced by the authors in previous works, which is based on the fact that phase separation of unstable mixtures is rapid, even in the presence of surface active compounds. 相似文献
98.
99.
Although often used in molecular dynamics, in this work the Manning–Rosen potential is parameterized to compute the scattering phase shifts for the nucleon–nucleon and the alpha-nucleon systems by exploiting the standard phase function method. We obtain excellent agreement in phase shifts with the more sophisticated calculations up to partial waves ${\ell }=2.$ 相似文献
100.