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91.
This paper considers Markov chains on a locally compact separable metricspace, which have an invariant probability measure but with no otherassumption on the transition kernel. Within this context, the limit providedby several ergodic theorems is explicitly identified in terms of the limitof the expected occupation measures. We also extend Yosidasergodic decomposition for Feller-like kernels to arbitrarykernels, and present ergodic results for empirical occupation measures, aswell as for additive-noise systems. 相似文献
92.
Let Tn be a b‐ary tree of height n, which has independent, non‐negative, identically distributed random variables associated with each of its edges, a model previously considered by Karp, Pearl, McDiarmid, and Provan. The value of a node is the sum of all the edge values on its path to the root. Consider the problem of finding the minimum leaf value of Tn. Assume that the edge random variable X is nondegenerate, has E {Xθ}<∞ for some θ>2, and satisfies bP{X=c}<1 where c is the leftmost point of the support of X. We analyze the performance of the standard branch‐and‐bound algorithm for this problem and prove that the number of nodes visited is in probability (β+o(1))n, where β∈(1, b) is a constant depending only on the distribution of the edge random variables. Explicit expressions for β are derived. We also show that any search algorithm must visit (β+o(1))n nodes with probability tending to 1, so branch‐and‐bound is asymptotically optimal where first‐order asymptotics are concerned. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14: 309–327, 1999 相似文献
93.
In order to study the effect of different risk measures on the efficient portfolios (frontier) while properly describing the characteristic of return distributions in the stock market, it is assumed in this paper that the joint return distribution of risky assets obeys the multivariate t-distribution. Under the mean-risk analysis framework, the interrelationship of efficient portfolios (frontier) based on risk measures such as variance, value at risk (VaR), and expected shortfall (ES) is analyzed and compared. It is proved that, when there is no riskless asset in the market, the efficient frontier under VaR or ES is a subset of the mean-variance (MV) efficient frontier, and the efficient portfolios under VaR or ES are also MV efficient; when there exists a riskless asset in the market, a portfolio is MV efficient if and only if it is a VaR or ES efficient portfolio. The obtained results generalize relevant conclusions about investment theory, and can better guide investors to make their investment decision. 相似文献
94.
本文考虑的是非平稳MDP的期望平均准则,在弱遍历条件下,用概率及鞅论的方法证明了。∈(0)-最优马氏策略的存在性,作为特例,较好地解决了Feinberg和Park在1994年提及的开问题. 相似文献
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96.
The title compound,spiro[1-bromo-4-l-menthyloxy-5-oxo-6-oxa-bicyclo[3.1.0]-hexane-2,2'-3'-(16'-methoxyacetatyl-4'-l-menthyloxybutyrolactone)] 1,was obtained via tandem asymmetric double Michael addition/internal nucleophilic substitution of the chiral synthon,5-l-menthyloxy-3-bromo-2-(5H)-furanone 2 with methoxy α-chloroacetate as a nucleophile under mild conditions,and structurally determined by single-crystal X-ray diffraction.Crystal data:C31H47BrO9,Mr = 643.60,orthorhombic,space group P212121,a = 9.6564(7),b = 14.8994(11),c =23.6771(17) (A),V= 3406.5(4) (A)3,Z= 4,Dc= 1.255 g/cm3,λ(MoKα) = 0.71073(A),μ= 1.254 mm-1and F(000) = 1360.The structure was refined to R =0.0324 and wR = 0.0737 for 5123 observed reflections (I > 2σ(I)).The crystallographic results of molecule 1 show that the interesting reaction of 2 with methoxy α-chloroacetate,in the usual manner,gave the spiro-cyclopropane skeleton with O-linked derivative containing multiple stereogenic centers 1 rather than the expected C-linked derivative. 相似文献
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99.
In the field of Artificial Intelligence many models for decision making under uncertainty have been proposed that deviate
from the traditional models used in Decision Theory, i.e. the Subjective Expected Utility (SEU) model and its many variants.
These models aim at obtaining simple decision rules that can be implemented by efficient algorithms while based on inputs
that are less rich than what is required in traditional models. One of these models, called the likely dominance (LD) model,
consists in declaring that an act is preferred to another as soon as the set of states on which the first act gives a better
outcome than the second act is judged more likely than the set of states on which the second act is preferable. The LD model
is at much variance with the SEU model. Indeed, it has a definite ordinal flavor and it may lead to preference relations between
acts that are not transitive. This paper proposes a general model for decision making under uncertainty tolerating intransitive
and/or incomplete preferences that will contain both the SEU and the LD models as particular cases. Within the framework of
this general model, we propose a characterization of the preference relations that can be obtained with the LD model. This
characterization shows that the main distinctive feature of such relations lies in the very poor relation comparing preference
differences that they induce on the set of outcomes.
We wish to thank two anonymous referees for their helpful comments on an earlier draft of this text. The usual caveat applies. 相似文献
100.
上市公司财务危机动态预测模型研究 总被引:2,自引:0,他引:2
预测上市公司财务危机是投资者、债权人及证券市场监管机构所广泛关注的课题.运用现代资本结构理论和期权模型,以企业“资不抵债”作为上市公司陷入财务危机的标志,利用资本市场的信息指标——股价建立起上市公司动态财务危机预测模型,克服了统计预测方法利用财务报表信息预测的时期性和滞后性的缺陷. 相似文献