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91.
Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X
W
and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition. 相似文献
92.
93.
The paper deals with the global minimization of a differentiable cost function mapping a ball of a finite dimensional Euclidean space into an interval of real numbers. It is established that a suitable random perturbation of the gradient method with a fixed parameter generates a bounded minimizing sequence and leads to a global minimum: the perturbation avoids convergence to local minima. The stated results suggest an algorithm for the numerical approximation of global minima: experiments are performed for the problem of fitting a sum of exponentials to discrete data and to a nonlinear system involving about 5000 variables. The effect of the random perturbation is examined by comparison with the purely deterministic gradient method. 相似文献
94.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
95.
Peng Ping Wenshou Wang Xuesi Chen Xiabin Jing 《Journal of Polymer Science.Polymer Physics》2007,45(5):557-570
Poly(ε‐caprolactone)‐based segmented polyurethanes (PCLUs) were prepared from poly(ε‐caprolactone) diol, diisocyanates (DI), and 1,4‐butanediol. The DIs used were 4,4′‐diphenylmethane diisocyanate (MDI), 2,4‐toluenediisocyanate (TDI), isophorone diisocyanate (IPDI), and hexamethylene diisocyanate (HDI). Differential scanning calorimetry, small‐angle X‐ray scattering, and dynamic mechanical analysis were employed to characterize the two‐phase structures of all PCLUs. It was found that HDI‐ and MDI‐based PCLUs had higher degree of microphase separation than did IPDI‐ and TDI‐based PCLUs, which was primarily due to the crystallization of HDI‐ and MDI‐based hard‐segments. As a result, the HDI‐based PCLU exhibited the highest recovery force up to 6 MPa and slowest stress relaxation with increasing temperature. Besides, it was found that the partial damage in hard‐segment domains during the sample deformation was responsible for the incomplete shape‐recovery of PCLUs after the first deformation, but the damage did not develop during the subsequent deformation. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 557–570, 2007 相似文献
96.
BinayakS.Choudhury 《分析论及其应用》2003,19(2):99-107
In the present paper we introduce a random iteration scheme for three random operators defined on a closed and convex subset of a uniformly convex Banach space and prove its convergence to a common fixed point of three random operators. The result is also an extersion of a known theorem in the corresponding non-random case. 相似文献
97.
利用磁控溅射的方法在氧化后的单晶Si基片上制备了TiNi形状记忆合金薄膜,利用示差扫描量热法和原位X射线衍射研究了薄膜的马氏体相变特征。通过60keV质子注入(辐照)薄膜样品研究了H+离子对合金薄膜马氏体相变特征的影响,结果表明氢离子注入后引起了马氏体相变开始Ms和结束点Mf以及逆马氏体相变开始As和结束温度Af的下降,而对R相变开始Rs和结束温度Rf影响不大。掠入射X射线衍射表明H+离子注入后有氢化物形成。H+离子注入形成的氢化物是引起相变点的变化的主要因素。 相似文献
98.
半参数回归模型中小波估计的随机加权逼近速度 总被引:10,自引:1,他引:9
把小波光滑方法和随机加权方法结合在一起,获得了半参数回归模型中参数分量的小波估计的随机加权逼近速度为σ(n^-1/2)。因此,从大样本意义上说,小波光滑方法和随机加权方法对半参数回归模型是可用的。 相似文献
99.
For each infinite cardinal κ, we give examples of 2κ many non‐isomorphic vertex‐transitive graphs of order κ that are pairwise isomorphic to induced subgraphs of each other. We consider examples of graphs with these properties that are also universal, in the sense that they embed all graphs with smaller orders as induced subgraphs. © 2003 Wiley Periodicals, Inc. J Graph Theory 43: 99–106, 2003 相似文献
100.
面对多样化的市场需求,企业的销售渠道也变得异常复杂,利用网络图可以简化实际问题,并能形象地描述它。本根据网络知识建立了产品分销模型,探求企业在市场需求固定和随机时的最优收益。最后,章还进行实例验算,并做出相应的结果分析。 相似文献