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We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C
1 transformation. 相似文献
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Based on the beam coherence-polarization (BCP) matrix, the polarization property of coherent and incoherent Gaussian beam combinations is studied in detail. The general expressions for the degree of polarization P of the resulting beam in case of incoherent and coherent combinations are derived. It is shown that P is dependent on the incoherent or coherent combination, propagation distance, separation, azimuth of the polarization plane and numbers of beamlets in general. The irradiance distribution of the resulting beam for the coherent cases depends on the azimuth of the polarization plane of beamlets. However, for the incoherent case it does not. 相似文献
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The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study 总被引:1,自引:0,他引:1
Bram Verweij Shabbir Ahmed Anton J. Kleywegt George Nemhauser Alexander Shapiro 《Computational Optimization and Applications》2003,24(2-3):289-333
The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 21694 scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time. 相似文献
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A solution to the phase problem in optics is considered within the context of the analysis of signals changing in time and of the effect of an object under investigation on the probing radiation. The solution is based on the use of a twin-wave interferometer with phase modulation in one of the channels and a spectrometer. The analysis is concerned, in particular, with signals and processes of ultrashort duration. To shift the frequency in the interferometer channel, an electrooptical crystal of ferroelectric perovskite is used as the modulator. Errors of amplitude and phase structures determined are analyzed. 相似文献
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Ihsen Yengui 《Mathematische Nachrichten》2003,260(1):93-99
Gilmer and Heinzer proved that given a reduced ring R, a polynomial f divides a monic polynomial in R[X] if and only if there exists a direct sum decomposition of R = R0 ⊕ … ⊕ Rm (m ≤ deg f), associated to a fundamental system of idempotents e0, … , em, such that the component of f in each Ri[X] has degree coefficient which is a unit of Ri. We propose to give an algorithm to explicitly find such a decomposition. Moreover, we extend this result to divisors of doubly monic Laurent polynomials. 相似文献