排序方式: 共有113条查询结果,搜索用时 15 毫秒
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In this paper, we prove that two-parameter Volterra multifractional process can be approximated in law in the topology of the anisotropic Besov spaces by the family of processes{B_n(s,t)},n∈N defined by B_n(s,t)=∫_0~s ∫_0~tk_(a(s))(s,u)K_(β(t))(t,u)θ_(n(u,v))dudv,here {θ_n(u, v)}n∈N is a family of processes, converging in law to a Brownian sheet as n→∞,based on the well known Donsker's theorem. 相似文献
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Mei-Feng Dai Ting-Ting Ju Yong-Bo Hou Fang Huang Dong-Lei Tang Wei-Yi Su 《理论物理通讯》2020,72(5):55602-112
The weighted self-similar network is introduced in an iterative way. In order to understand the topological properties of the self-similar network, we have done a lot of research in this field.Firstly, according to the symmetry feature of the self-similar network, we deduce the recursive relationship of its eigenvalues at two successive generations of the transition-weighted matrix.Then, we obtain eigenvalues of the Laplacian matrix from these two successive generations.Finally, we calculate an accurate expression for the eigentime identity and Kirchhoff index from the spectrum of the Laplacian matrix. 相似文献
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Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example. 相似文献
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针对我国科技保险第二批推行险种--项目投资损失保险,以科技企业为研究主体,综合考虑其期望利润和科技风险(方差),构建了投保比例模型.在对武汉市迪源光电科技有限公司投保科技保险的具体案例中,运用线性不等式组的旋转算法进行求解,计算出企业在项目组合投资中如何优化各项投保比例,使其以最小的风险承担得到最大的期望利润. 相似文献
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Let $X_1,X_2,\ldots,X_n$ be a sequence of extended negatively dependent random variables with distributions $F_1,F_2,\ldots,F_n$,respectively. Denote by $S_n=X_1+X_2+\cdots+X_n$. This paper establishes the asymptotic relationship for the quantities $\pr(S_n>x)$, $\pr(\max\{X_1,X_2, \ldots,X_n\}>x)$, $\pr(\max\{S_1,S_2$, $\ldots,S_n\}>x)$ and $\tsm_{k=1}^n\pr(X_k>x)$ in the three heavy-tailed cases. Based on this, this paper also investigates the asymptotics for the tail probability of the maximum of randomly weighted sums, and checks its accuracy via Monte Carlo simulations. Finally, as an application to the discrete-time risk model with insurance and financial risks, the asymptotic estimate for the finite-time ruin probability is derived. 相似文献
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In the paper, we study three types of finite-time ruin probabilities in a diffusion-perturbed bidimensional risk model with constant force of interest, pairwise strongly quasi-asymptotically independent claims and two general claim arrival processes, and obtain uniformly asymptotic formulas for times in a finite interval when the claims are both long-tailed and dominatedly-varying-tailed. In particular, with a certain dependence structure among the inter-arrival times, these formulas hold uniformly for all times when the claims are pairwise quasi-asymptotically independent and consistently-varying-tailed. 相似文献
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《European Journal of Operational Research》2005,164(2):475-490
Earlier work on sustainable development devised a policy assessment tool that was based on a static optimisation formulation. Key ingredients in sustainable development problems are the presence of random effects and the conflict between different objectives. To accommodate these, the earlier formulation was strongly stochastic and was posed in a multi-objective framework. The purpose of this paper is to consider the extension of the work to a formulation that deploys dynamic optimisation. In particular it is the aim here to use simulations based on a large scale model to derive dynamic rather than static representations, to integrate these into the optimisation scheme and to assess the benefits. 相似文献