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51.
In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method. 相似文献
52.
The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound. 相似文献
53.
Vasicek债券定价模型的推广形式 总被引:1,自引:0,他引:1
V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式. 相似文献
54.
引入了随机环境中双移民生灭过程的概念,定义了过程的模态指示函数,在此基础上研究了其转移矩阵的平稳分布,给出了平稳分布众数的位置与模态指示函数之间的关系.研究了平稳分布的众数与边界关系. 相似文献
55.
The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained. 相似文献
56.
基于SUN5500小型计算机并行开发环境,给出了消息传递模型和蕴式行模型的实现方法,通过实例分析了SUNMPI实际编程,并对选取不同模型有不同参数的运算时间进行了比较,结果表明,在SUN5500计算机上MPI模型和蕴式并行模型均能较大地提高运算速度,而且MPI在灵活性和并行程度方面更优。 相似文献
57.
当产品质量指标服从二元正态分时,可用T2控制图与Λ控制图联合判断产品生产的过程是否处于受控状态。本文利用T2统计量与F统计量、Λ统计量与F统计量之间的关系,得到了两指标情形下两类基于F分布统计量的统计过程控制图,简称双F统计过程控制图,并给出了控制图应用实例。 相似文献
58.
59.
Liang-gen Hu 《应用数学学报(英文版)》2007,23(2):281-288
In this paper,we will establish several strong convergence theorems for the approximation ofcommon fixed points of r-strictly asymptotically pseudocontractive mappings in uniformly convex Banachspaces using the modiied implicit iteration sequence with errors,and prove the necessary and sufficient conditionsfor the convergence of the sequence.Our results generalize,extend and improve the recent work,in thistopic. 相似文献
60.
Tatsuo Nakagawa Satoshi Fukura Munenori Nakai Kazumasa Sugiyama Ryohei Kokawa Hiroyuki Kagi 《Optical Review》2006,13(4):269-275
We constructed a scanning near-field optical microscope (SNOM) on a commercially available atomic force microscopy (AFM) apparatus
(SPM-9500J2; Shimadzu Corp.) to measure the stress distribution in ceramic composite materials. Features of our SNOM system
are: (1) a compact SNOM head substituted for the original AFM head; (2) a wide scanning range (125 × 125 μm2) inherited from the original scanner; (3) use of conventional shear-force regulation; (4) an optical system for the illumination-collection
(I-C) mode; (5) excitation by a 488 nm line of an Ar-ion laser, and (6) light detection by photon counting or a polychromator
equipped with an electronically cooled charge coupled device (CCD). This SNOM system was used to measure the surface structure
and stress distribution of an Al2O3/ZrO2 eutectic composite. We simultaneously measured topographic images and fluorescence spectra of an Al2O3/ZrO2 eutectic composite. We estimated its peak intensity, peak position, and peak width from the fluorescence spectrum during
scanning, which respectively correspond to the abundance of Al2O3, stress in the grain, and the anisotropy of that stress. Mapping images showed that the stress and its anisotropy were weaker
in the center of the Al2O3 grain than its boundary between Al2O3 and ZrO2. That observation suggests that Al2O3 underwent intense anisotropic stress induced by volume expansion in the phase transition of ZrO2 from the cubic phase to the monoclinic phase during preparation. 相似文献