《概率论与数理统计》应用实例选讲

概率论与数理统计是经济管理类各专业的公共必修基础课,但学生普遍学习目的不明确,不清楚该门课的应用领域.本文选取课程中的有关内容,介绍一些经济、管理、金融等领域中的应用例子,让学生能真切地感受到概率论与数理统计知识的用处.     

《概率论》教学基本要求(讨论稿)

<正> 概率论是研究随机现象客观规律性的数学学科,是高等工业学校中一门重要的基础课。通过本课程的教学,使学生掌握概率论的基本概念,了解它的基本理论和方法。从而,使学生初步掌握处理随机现象的基本思想和方法,培养运用概率论的方法去分析和解决实际问题的能力。一、随机事件与概率     

概率

本单元介绍了一些概率论的基本概念以及各种情形下随机事件的概率计算方法．学生通过学习随机事件的概率计算方法可以解决一些实际中的随机性问题．     

数轴在概率论中的运用

本文通过分析概率论的特点以及教学和学生学习中的一些问题,提出了在概率论教学中利用数轴解题的技巧和使用方法,并通过实例加以说明。     

概率

概率论是研究现实世界中广泛存在的随机现象的规律性的数学分支，本单元介绍概率论的一些初步知识。通过学习概率的基本概念及有关运算，让学生初步掌握概率的实际应用及计算方法。     

从计算机辅助教学“概率”的定义所想到的

目前,中学数学教材里对概率的统计定义,采取的是描述性的讲解方法。由于学生初次接触随机现象的规律性东西,所以他们对此概念往往不易接受。因此必须给他们一些确确实实的例子,让他们真正看到,当n足够大时,相对频率确实接近理论上的概率,也就是让他们知道相对频率与理论上的概率之间的联系。这对于建立学生概率论的思想方法是十分重要的。但是,在目前的课堂     

概率

1．本单元重点、难点分析 概率论是研究现实世界中广泛存在的随机现象的规律性的数学分支，本单元主要介绍概率论的一些初步知识．通过学习概率的基本概念及有关运算，让学生初步掌握概率的实际应用及计算方法．     

Kalikow问题研究

通过概率论中的一般方法与数论中技巧相结合,本文证明了Kalikow问题中的随机环境中随机游动是非常返的。     

概率论教学中值得注意的几个问题

<正> 概率论是中专学校唯一的一门研究随机现象统计规律的数学课程。由于随机现象的不确定性,使得学生在学习概率论的过程中,往往感到对某些概念、公式理解不透,从而解题时就不那么得心应手。本文是自己在概率论教学中的一点体会。     

随机赋范空间中算子随机范数与共鸣定理及应用

基于概率论理论基础,给出了随机赋范空间中算子的随机范数定义,在此基础上,应用逆算子定理证明了随机赋范空间中算子族的共鸣定理,它以Banach空间中的共鸣定理为特例,是Banach空间中的共鸣定理的随机化形式,随机化的共鸣定理刻划了在随机赋范空间框架下随机变量族的一致有界性.随机赋范空间中的共鸣定理将可能成为随机泛函分析与概率论的新应用工具.     

《概率论与数理统计》教学中典型问题剖析

主要通过对《概率论与数理统计》教学中出现问题较多的几个概念的分析,阐述了如何通过适当的教学方法和教学手段,以达到较好的教学效果.     

Chance and probability: What do they mean to university engineering students?

The great interest aroused by the incorporation of Statistics and Probability into curricular projects has been accompanied by considerable evidence of significant difficulties in the meaningful learning and application of the concepts. These difficulties have been the subject of many studies, mostly concerning secondary school students. This study seeks to investigate the level of understanding of random phenomena, in a group of university students, on the second year of a Technical and Industrial Engineering Degree at the University of the Basque Country, in Spain. The students, who had all undertaken an introductory course in Probability Theory, were tested through both written questionnaires and one-to-one interviews, where they were presented with situations that demanded the ability to apply the knowledge they had learnt, at a high level, to a range of situations and to justify their reasoning. The results show that the vast majority of students had a poor understanding of random phenomena, applying alternative ideas to the ones taught on their course in Probability. The need to improve teaching strategies in Probability and Statistics, so that students can develop skills in constructing probabilistic models, is highlighted.     

Gromov-Witten invariants and quantum cohomology

This article is an elaboration of a talk given at an international conference on Operator Theory, Quantum Probability, and Noncommutative Geometry held during December 20–23, 2004, at the Indian Statistical Institute, Kolkata. The lecture was meant for a general audience, and also prospective research students, the idea of the quantum cohomology based on the Gromov-Witten invariants. Of course there are many important aspects that are not discussed here. Dedicated to Professor K B Sinha on the occasion of his 60th birthday     

两个级数求和问题的概率模型

通过构造概率模型,应用概率论与数理统计的方法给出两个特殊级数的求和问题.     

An Alternative Mathematical Foundation for Statistics

We use a version of Non-standard Analysis with a double scale of order of magnitude to develop an alternative foundation for Statistics. The corresponding theory is intermediate between Statistics and Probability Theory and we view it as a link between Frequency Statistics and Probability.     

The spectrum of dynamical systems arising from substitutions of constant length

Probability Theory and Related Fields - Minimal flows and dynamical systems arising from substitutions are considered. In the case of substitutions of constant length the trace relation of the flow...     

Shadowing with chain transitivity

A transitive dynamical system is either sensitive or has a dense set of equicontinuity points [E. Akin, J. Auslander, K. Berg, When is a transitive map chaotic, in: Convergence in Ergodic Theory and Probability, Walter de Gruyter & Co., 1996, pp. 25-40]. We show that if a chain transitive system has shadowing property then it is either sensitive or all points are equicontinuous.     

Book Reviews

Book reviewed in this article: It's All Done by Numbers, by Douglas St. Paul Barnard. Introduction to Probability and Statistics, Fourth Edition, by Henry L. Alder and Edward B. Roessler Ordinary Differential Equations and Stability Theory: An Introduction, by David A Sanchez     

A renewal theorem and its applications to some sequential procedures

Probability Theory and Related Fields - A renewal theorem of the elementary type for some stopping times which arise from some statistical estimation problems has been established. It is applied to...     

Optimal compensation with adverse selection and dynamic actions

We consider continuous-time models in which the agent is paid at the end of the time horizon by the principal, who does not know the agent’s type. The agent dynamically affects either the drift of the underlying output process, or its volatility. The principal’s problem reduces to a calculus of variation problem for the agent’s level of utility. The optimal ratio of marginal utilities is random, via dependence on the underlying output process. When the agent affects the drift only, in the risk- neutral case lower volatility corresponds to the more incentive optimal contract for the smaller range of agents who get rent above the reservation utility. If only the volatility is affected, the optimal contract is necessarily non-incentive, unlike in the first-best case. We also suggest a procedure for finding simple and reasonable contracts, which, however, are not necessarily optimal. Research supported in part by NSF grants DMS 04-03575 and 06-31298. We would like to express our gratitude to participants of the following seminars and conferences for useful comments and suggestions: UCLA (Econ Theory), Caltech (Econ Theory), Columbia (Probability), Princeton (Fin. Engineering), U. Texas at Austin (Math Finance), Banff Workshop on Optim. Problems in Fin. Econ, Kyoto U. (Economics), UC Irvine (Probability), Cornell (Fin. Engineering), Bachelier Seminar. Moreover, we are very grateful to the anonymous referee for helpful suggestions. The remaining errors are the authors’ sole responsibility.