基于模拟退火算法的数字岩心建模方法

简要介绍了模拟退火算法,给出了用于建立数字岩心的三个重要参考函数:孔隙度、两点概率函数和线性路径函数.详细阐述了基于模拟退火算法建立数字岩心的理论方法,介绍了算法中重要参数的设置方法,包括初始温度、降温条件、降温方案及运行终止条件.通过实例运算验证了上述理论的适用性,研究表明:模拟退火算法可以有效降低系统能量,在局部范围内能明显体现孔隙空间特征;由于受到输入建模资料所含信息量的限制,所生成的数字岩心孔隙分布较凌乱,整体连通性差,因而期待新的建模参考函数的开发.  

Representing the mean residual life in terms of the failure rate

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure.  

企业多风险的综合评估法

本顺应企业整体风险管理的需求，对企业的风险体系进行了分析研究；发展了一种新颖的企业多风险综合评估法，提出求解多个风险的总损失分布函数的算法，并据此分析了企业总体风险状况。最后，通过一个例子简单说明了该算法的具体应用。  

二维双重定向渗流及其临界概率函数

本文研究二维双重定向渗流模型，我们给出模型临界概率函数的一些基本性质，包括严格单调性、对称性和连续性，另外，我们指出，该临界概率函数的严格凹性是Grimmett相关猜想的充分条件。  

对带有中止规则的调整型抽样方案的复合OC函数的研究

利用多元转移概率流图及转移概率母函数,对带有中止检查规则的调整型抽样方案进行了讨论,分别在(1)当检查始于正常检查时,(2)当检查始于加严检查时和(3)当检查始于放宽检查时,得到了三个复合OC函数.  

Joint distributions of numbers of success runs of specified lengths in linear and circular sequences

In this paper, we study two joint distributions of the numbers of success runs of several lengths in a sequence ofn Bernoulli trials arranged on a line (linear sequence) or on a circle (circular sequence) based on four different enumeration schemes. We present formulae for the evaluation of the joint probability functions, the joint probability generating functions and the higher order moments of these distributions. Besides, the present work throws light on the relation between the joint distributions of the numbers of success runs in the circular and linear binomial model. We give further insights into the run-related problems arisen from the circular sequence. Some examples are given in order to illustrate our theoretical results. Our results have potential applications to other problems such as statistical run tests for randomness and reliability theory. This research was partially supported by the ISM Cooperative Research Program (2003-ISM.CRP-2007).  

Sooner and Later Waiting Time Problems Based on a Dependent Sequence

This paper introduces a new concept: a binary sequence of order (k,r), which is an extension of a binary sequence of order k and a Markov dependent sequence. The probability functions of the sooner and later waiting time random variables are derived in the binary sequence of order (k,r). The probability generating functions of the sooner and later waiting time distributions are also obtained. Extensions of these results to binary sequence of order (g,h) are also presented.  

Derivatives of probability functions and some applications

Probability functions depending upon parameters are represented as integrals over sets given by inequalities. New derivative formulas for the intergrals over a volume are considered. Derivatives are presented as sums of integrals over a volume and over a surface. Two examples are discussed: probability functions with linear constraints (random right-hand sides), and a dynamical shut-down problem with sensors.  

Perturbation theory for games in normal form and stochastic games

In this paper, the effect on values and optimal strategies of perturbations of game parameters (payoff function, transition probability function, and discount factor) is studied for the class of zero-sum games in normal form and for the class of stationary, discounted, two-person, zero-sum stochastic games.A main result is that, under certain conditions, the value depends on these parameters in a pointwise Lipschitz continuous way and that the sets of -optimal strategies for both players are upper semicontinuous multifunctions of the game parameters.Extensions to general-sum games and nonstationary stochastic games are also indicated.  

广义Stirling数在组合与统计方面的应用

本文给出了广义 Ｓｔｉｒｌｉｎｇ数 Ｓ（ｎ，ｋ；α，β，γ）的组合解释以及对统计学方面的某些应用，包括Ｃｈａｒａｌａｍｂｉｄｅｓ－Ｋｏｕｔｒａｓ等人的结果为特例．