Symmetry groups of Markov processes and the diagonal principle

LetX _t be a transient Markov process onE with potentialU and excessive measures Exc. Let Sym be the group of finely continuous bijections onE which leave Exc invariant. From each subgroupJ of Sym, we construct the spaceF ofJ orbits inE and the canonical surjection :EF. We show that (Z ₁) is a strong Markov process onF, whereZ _t is obtained fromX _t by anh transform and time change. IfH is a subgroup of Sym withH _e={H: (e)=e} trivial, thenH induces a group structure onE. There is a function 0<h< such thatV(x, ·)=h(x)^–1 U(x, ·) is translation-invariant onE; h need not be excessive. Analogous results for supermartingale multiplicative functionals are given, and a general framework is proposed.     

椭球体易拉罐形状和尺寸的优化设计模型

从材料最省、外观最美、放置稳定的角度设计了"椭球体"易拉罐的形状,然后通过建立非线性规划模型Ⅰ,求出了"椭球体"易拉罐的中腰半径、底面半径和高度.然后从手感舒适的角度建立了优化模型Ⅱ,从而确定了两种型号的"椭球体"易拉罐的最优尺寸.     

Stochastic Modeling of Congress

We analyze the dynamics of growth of the number of congressmen supporting the resolution HR1207 to audit the Federal Reserve. The plot of the total number of cosponsors as a function of time is of the “Devil's staircase” type. The distribution of the numbers of new cosponsors joining during a particular day (step height) follows a power law. The distribution of the length of intervals between additions of new cosponsors (step length) also follows a power law. We use a modification of Bak-Tang-Wiesenfeld sandpile model to simulate the dynamics of Congress and obtain good agreement with the data.     

马尔可夫排队过程的数学模型研究

本文用研究了一个广义（Ａ｜Ｂ｜ｃ｜ｎ｜ｍ）的排队系统模型，把其它的各种排队系统看成是该模型的一个特例，使得对排队系统的研究既有较强系统性而又简明扼要。     

数学建模竞赛的发展与数学建模教师的作用

本文简要回顾数学建模竞赛活动的起源和发展,介绍国内外特别是国外学者关于提高数学建模教学质量的主要观点,并结合作者自身的经验和体会,探讨教师在数学建模教学中的作用。     

Baseline models of spatial population dynamics

To understand human population dynamics fully, before considering complex human agency it may be useful to construct baseline models to see where such agency may and may not be necessary. In fact, the dynamics of human populations may be amenable to mathematical modeling with relatively parsimonious mechanisms. We review some of the more prominent of such models, namely, the spatial Galton-Watson (GW) model, modifications of the GW model that add migration and immigration, and the Bolker-Pacala model, in which mortality (or birth rate) is affected by competition. We show that change in the distribution of population density over the last century for 12 American rural states may be captured by the simplest of the models, the spatial GW model.     

The minimal solution of a Markov renewal equation

Given a killed Markov process, one can use a procedure of Ikedaet al. to revive the process at the killing times. The revived process is again a Markov process and its transition function is the minimal solution of a Markov renewal equation. In this paper we will calculate such solutions for a class of revived processes.     

The age of a Markov process

The concept of a limiting conditional age distribution of a continuous time Markov process whose state space is the set of non-negative integers and for which {0} is absorbing is defined as the weak limit as t→∞ of the last time before t an associated “return” Markov process exited from {0} conditional on the state, j, of this process at t. It is shown that this limit exists and is non-defective if the return process is ρ-recurrent and satisfies the strong ratio limit property. As a preliminary to the proof of the main results some general results are established on the representation of the ρ-invariant measure and function of a Markov process. The conditions of the main results are shown to be satisfied by the return process constructed from a Markov branching process and by birth and death processes. Finally, a number of limit theorems for the limiting age as j→∞ are given.     

数学软件在数学建模中的应用

本文以 2 0 0 1年全国大学生数学竞赛 A题为例 ,介绍数学软件在数学建模中的应用 ,并通过例子揭示该竞赛题本身在数学表述上是有缺陷的 .     

Development and initial psychometric properties of the mathematical modeling attitude scale

This article describes the development, initial validation, and psychometric evaluation of the mathematical modeling attitude scale (MMAS). Specifically, both qualitative and quantitative techniques were used to generate relevant items. The MMAS assesses K–12 teachers’ attitude toward mathematical modeling and examines their experiences with modeling practices. The initial scale development process included the results of items generated from relevant literature, expert reviews, and cognitive interviews to create and assess content validity of MMAS Items. The pilot study phase describes the results of psychometric properties and exploratory factor analysis conducted to assess the usefulness and reliability of the MMAS items measuring teachers’ attitude toward modeling. The scale development process isolated four factors: constructivism, understanding, relevance and real life, and motivation and interest. These four factors explained about 70.2% of the variation in the 28‐item measure. The Cronbach's coefficients alpha for the four factors ranged between 0.81 and 0.95, with an overall scale coefficient of 0.96. The findings presented provide evidence to support the scale's reliability and potential utility for measuring aspects related to teachers’ attitude toward mathematical modeling. Additional results indicated that teachers had limited experience with modeling practices. Discussion, limitations, and implications for teacher education and future research are presented.     

Bernoulli thinning of a Markov renewal process

A Bernoulli thinning of a Markov renewal process is investigated. The properties of the thinned process are considered and are related to the properties of the original process. The parameters, moments and equilibrium of the thinned process are determined in terms of the parameters defining the underlying Markov renewal process. Results are illustrated by examples. © 1998 John Wiley & Sons, Ltd.     

索赔到达过程为马氏跳过程的一类风险模型

论将索赔到达点过程由Poisson点过程推广为由马氏链的跳跃点形成的点过程，保费收取由净收入随机确定，我们得到破产概率ψ（u)及条件破产概率φi(u)满足的积分方程．     

The square of a Gaussian Markov process and nonlinear prediction

An explicit formula is obtained for the nonlinear predictor of Y(t) = X(t)² − E(X(t)²), where X(t) is an N-ple Gaussian Markov process.     

索赔为一般到达的保险风险模型

本文应用作者们提出和建立的Markov骨架过程方法，研究了索赔为一般到达的保险风险模型，得到了破产时间分布以及破产时间与破产时刻前后资产盈科的联合分布，由此可计算出人们关心的一些重要指标。     

层次分析法在身份鉴别方案选择中的应用

针对身份鉴别方案比较的问题,采用层次分析法AHP(Analytic HierarchyProcess)建立了身份鉴别方案比较的数学模型,定量分析了指纹识别、人脸识别、语音识别、虹膜识别、静脉红外识别和DNA识别六种生物识别技术在身份鉴别中的综合表现,并做出评价.评价结果对重要场合安全检查中人员身份鉴别方法的选择有一定的指导意义.     

商店出售易腐烂物品所得收益的马尔可夫骨架过程建模

本文中,我们应用马尔可夫骨架过程的理论建立了商店出售易腐烂物品所得盈利的数学模型,并且用向后方程刻画了盈利额的一维分布.     

数学建模是开启数学大门的金钥匙

作为大学《数学建模》课程的导言,对什么是数学建模,以及数学建模在推动数学学科发展及培养创新型人才方面的重要性,作充分的阐述.同时,针对数学建模的特点,对数学建模课程的教学,提出一些必要的建议.     

The erlangization method for Markovian fluid flows

For applications of stochastic fluid models, such as those related to wildfire spread and containment, one wants a fast method to compute time dependent probabilities. Erlangization is an approximation method that replaces various distributions at a time t by the corresponding ones at a random time with Erlang distribution having mean t. Here, we develop an efficient version of that algorithm for various first passage time distributions of a fluid flow, exploiting recent results on fluid flows, probabilistic underpinnings, and some special structures. Some connections with a familiar Laplace transform inversion algorithm due to Jagerman are also noted up front.     

BMAP的轨道分析和Q过程的伴随MAP

本文用轨道分析方法研究批量Markov到达过程(BMAP),有别于研究BMAP常用的矩阵解析方法.通过BMAP的表现(D_k,k=0,1,2,…),得到BMAP的跳跃概率,证明了BMAP的相过程是时间齐次Markov链,求出了相过程的转移概率和密度矩阵.此外,给定一个带有限状态空间的Q过程J,其跳跃点的计数过程记为N,证明了Q过程J的伴随过程X*=(N,J)是一个MAP,求出了该MAP的转移概率和表现(D_0,D_1),它们是通过密度矩阵Q来表述的.     

浅析数学建模

数学建模在数学和其他学科的发展过程中具有重要的意义.数学建模有助于学生感受数学在解决实际问题中的价值和作用,体验综合运用知识和方法解决实际问题的过程;有助于激发学生学习数学的兴趣,培养学生的创新意识和实践能力.数学建模竞赛的开展有力地推动了高等院校数学教学体系、教学内容和教学方式的改革.