基于Markov过程的大学生就业移动预测模型

针对高职毕业生就业实际,分析了就业状态及其转移过程的马尔科夫性,依据转移矩阵建立了就业跟踪模型和时间效益模型,结合历年的就业实际对模型效果进行分析,给出加快就业转移速度的动态策略.     

“长不高”的忧虑

蚓螈的忧虑：我是蚓螈（yuan）,瞧瞧,我就像个小不点,我的很多朋友都又高又魁梧,我真担心,万一我一直长不高可怎么办呢？     

具有可变到达率的多重休假Geo~(λ_1,λ_2)/G/1排队分析

本文考虑顾客到达与服务员休假相关的多重休假离散时间排队系统,用更新过程及u-变换分析了系统的队长性质.分别得到系统在三种时点(n~-,n~+,n)处的队长分布的递推解,进而揭示了在不同到达率条件下系统队长分布不再具有随机分解特性,得到了系统在四种时点(n~-,n~+,n,离去时点D_n)处稳态队长分布的重要关系(不同于连续时间排队系统).     

智趣两试题 一半对一半

有两个一半对一半型智趣试题,它们不仅具有相近的题式结构,而且其解法也类似,很有意味题哦1!(2006年大连市中考试题)甲、乙两工程队分别承担一条2千米公路的维修工作,甲队有一半时间每天维修公路x千米,另一半时间每天维修公路y千米;乙队维修前     

非线性模型滞后相依的广义互信息检验

The general mutual information （GMI） and general conditional mutual information （GCMI） are considered to measure lag dependences in nonlinear time series. Both of the measures have the property of invariance with transform. The statistics based on GMI and GCMI are estimated using the correlation integral. Under the hypothesis of independent series, the estimators have Gaussian asymptotic distributions. Simulations applied to generated nonlinear series demonstrate that the methods appear to find frequently the correct lags.     

Asymptotically optimal dividend policy for regime-switching compound Poisson models

This work develops asymptotically optimal dividend policies to maximize the expected present value of dividends until ruin.Compound Poisson processes with regime switching are used to model the surplus and the switching（a continuous-time controlled Markov chain） represents random environment and other economic conditions.Assuming the switching to be fast varying together with suitable conditions,it is shown that the system has a limit that is an average with respect to the invariant measure of a related Markov chain.Under simple conditions,the optimal policy of the limit dividend strategy is a threshold policy.Using the optimal policy of the limit system as a guide,feedback control for the original surplus is then developed.It is demonstrated that the constructed dividend policy is asymptotically optimal.     

Multiplicity of positive solutions to period boundary value problems for second order impulsive differential equations

This paper deals with the existence and multiplicity of positive solutions to second order period boundary value problems with impulse effects. The proof of our main results relies on a well-known fixed point theorem in cones. The paper extends some previous results and reports some new results about impulsive differential equations.     

ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS

This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.     

CALCULATIONS OF RUIN PROBABILITIES CONCERNING WITH CLAIM OCCURRENCES

In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.     

DURATION OF NEGATIVE SURPLUS FOR A TWO STATE MARKOV-MODULATED RISK MODEL

We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.