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51.
平衡规划问题的熵函数方法及其在混合交通流中的应用 总被引:1,自引:0,他引:1
将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题. 相似文献
52.
Bai-suo JIN~ 《中国科学A辑(英文版)》2007,50(9):1303-1315
In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted. 相似文献
53.
The adsorption behavior (capacity, density distribution and packing density) and the isosteric heat versus loading in a slit pore whose walls contain defective graphene layers are investigated in this paper. The defective wall is characterized by the extent and size of the defect. Simulation results obtained with the Grand Canonical Monte Carlo method reveal complex patterns of isosteric heat, and this complex behavior is a result of the interplay between three factors: (i) the surface heterogeneity (solid-fluid interaction, sites with varying degree of affinity), (ii) fluid-fluid interaction and (iii) the overlapping of potentials exerted by the two defective walls. We illustrate this with argon adsorption in pores of various sizes, and results obtained from the simulation agree qualitatively with the experimental data at 77 K on Saran microporous S600H and micro-mesoporous S84 charcoals of Beebe et al. [R.A. Beebe, B. Millard, J. Cynarski, J. Am. Chem. Soc. 75 (1953) 839]. The S600H was found to contain pores predominantly in the neighborhood of 7 Å with 30% of defect and a defective size of 2.84 Å. This is consistent with the argument made by Beebe et al. that this sample is a microporous solid and most pores can accommodate only one layer. The other sample, S84, has larger pores than S600H, and it is found that it has a wider pore size distribution and the pore width is centered at about 12 Å. 相似文献
54.
分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论. 相似文献
55.
T. Ramanathan S. Stankovich D. A. Dikin H. Liu H. Shen S. T. Nguyen L. C. Brinson 《Journal of Polymer Science.Polymer Physics》2007,45(15):2097-2112
Mechanical, thermal, and electrical properties of graphite/PMMA composites have been evaluated as functions of particle size and dispersion of the graphitic nanofiller components via the use of three different graphitic nanofillers: “as received graphite” (ARG), “expanded graphite,” (EG) and “graphite nanoplatelets” (GNPs) EG, a graphitic materials with much lower density than ARG, was prepared from ARG flakes via an acid intercalation and thermal expansion. Subsequent sonication of EG in a liquid yielded GNPs as thin stacks of graphitic platelets with thicknesses of ~10 nm. Solution‐based processing was used to prepare PMMA composites with these three fillers. Dynamic mechanical analysis, thermal analysis, and electrical impedance measurements were carried out on the resulting composites, demonstrating that reduced particle size, high surface area, and increased surface roughness can significantly alter the graphite/polymer interface and enhance the mechanical, thermal, and electrical properties of the polymer matrix. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2097–2112, 2007 相似文献
56.
L. Sriramkumar 《General Relativity and Gravitation》2003,35(9):1699-1705
We consider the response of a uniformly accelerated monopole detector that is coupled to a superposition of an odd and an even power of a quantized, massless scalar field in flat spacetime in arbitrary dimensions. We show that, when the field is assumed to be in the Minkowski vacuum, the response of the detector is characterized by a Bose-Einstein factor in even spacetime dimensions, whereas a Bose-Einstein as well as a Fermi-Dirac factor appear in the detector response when the dimension of spacetime is odd. Moreover, we find that, it is possible to interpolate between the Bose-Einstein and the Fermi-Dirac distributions in odd spacetime dimensions by suitably adjusting the relative strengths of the detector's coupling to the odd and the even powers of the scalar field. We point out that the response of the detector is always thermal and we, finally, close by stressing the apparent nature of the appearance of the Fermi-Dirac factor in the detector response. 相似文献
57.
We consider goodness of fit tests for the Rayleigh distribution with grouped data. New Kolmogrov–Smirnov type tests are suggested and compared with the traditional chi-square and likelihood ratio tests. The results show that some of the suggested tests have a good power performance as compared with the traditional ones. 相似文献
58.
S. V. Dil’man 《Mathematical Notes》2006,79(5-6):625-631
In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained. 相似文献
59.
60.
S. Juneja 《Queueing Systems》2007,57(2-3):115-127
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems
in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient
algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such
tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable
bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric
sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key
idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation
then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance
sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates
it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for
the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.
相似文献