带有无限到达源的Re-entrant Line的稳定性

用Foster判别准则,Weiss[13]给出了带有无限到达源的两站三步re-entrant line的稳定性的充分条件．本文用两种不同的方法得到了其稳定性的充分必要条件,即: 二维随机游动方法和Foster判别准则．同时,我们又用流体模型方法得到了系统稳定的充分条件,大大地简化了Weiss[13]的证明．     

Simulation of the nonlinear vibration of a string using the Cellular Automata based on the reflection rule

In this study, the nonlinear dynamic responses of a string are simulated using the Cellular Automata method based on the reflection rule. In the case of nonlinear systems, the velocity of wave propagation is not constant and depends on the amplitude. A new treatment of the dynamic time step is proposed for the Cellular Automata method considering the effect of the propagation velocity. As numerical examples, first, the dynamic responses of a string with linear characteristic are simulated using the Cellular Automata method. A typical resonance curve can be obtained. Second, the dynamic responses of a string with nonlinear characteristic are simulated using the proposed method. Some characteristic types of vibration can be obtained. It is concluded that the linear and nonlinear dynamic responses of a string may be obtained by simulation using the Cellular Automata method.     

Concentration for self‐bounding functions and an inequality of Talagrand

We see that the entropy method yields strong concentration results for general self‐bounding functions of independent random variables. These give an improvement of a concentration result of Talagrand much used in discrete mathematics. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

关于随机算子不动点指数的几个定理

研究了随机半闭1-集压缩算子和随机凝聚算子的随机不动点指数问题,推广了郭大钧文中的几个定理.     

保费收入随机化的风险模型

本文推广了龚日朝(2001)的风险模型,把保费随机化,利用鞅方法讨论了保单来到过程与索赔来到过程均为Po isson过程的破产概率.接着又讨论了G erber-Sh iu期望折现函数,推导出了其满足的积分方程,以及L ap lace变换.最后利用随机游动的知识,讨论了当保单来到过程与索赔来到过程为同一更新过程时的破产概率.     

仓库容量有限条件下的随机存贮管理问题的评注

给出2005年全国部分高校研究生数学建模竞赛D题的研究背景,对参赛论文作了简要评注,并提供了一种参考解答.     

用随机模糊方法研究合理确定工程项目工期

站在兼顾业主与建造商的公正立场,基于网络优化技术基础上并以系统的观点,采用随机模糊数学方法研究合理确定项目工期,进而用实际项目进行分析验证,是一种科学合理确定工期的方法.     

响应变量随机缺失下的半参变系数模型的均值估计

在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计.首先利用完整个体估计模型中的参数与非参数部分,然后再用借补方法与加权借补方法估计响应变量的均值.最后求出了估计的渐近偏差与渐近方差,研究了所得到的估计的渐近性质,并进行模拟比较.     

NA序列部分和的矩完全收敛性

讨论了NA序列部分和的矩完全收敛性,在一定条件下获得了NA序列矩完全收敛的充要条件,显示了矩完全收敛和矩条件之间的关系,将独立同分布随机变量序列矩完全收敛的结果推广到NA序列,得到了与独立随机变量序列情形类似的结果.     

Phase Transition in Vertex-Reinforced Random Walks on {\mathbb{Z}} with Non-linear Reinforcement

Vertex-reinforced random walk is a random process which visits a site with probability proportional to the weight w _k of the number k of previous visits. We show that if w _k ∼ k ^α, then there is a large time T ₀ such that after T ₀ the walk visits 2, 5, or ∞ sites when α < 1, = 1, or > 1, respectively. More general results are also proven.