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51.
带干扰的多险种风险模型 总被引:2,自引:0,他引:2
由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。 相似文献
52.
鞅差序列的Bernstein型不等式及其应用 总被引:3,自引:2,他引:1
本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形,给出该不等式的一个应用,并在一定条件下证明了非参数回归中函数估计的强相合性. 相似文献
53.
Blaise Faugeras Jé rô me Pousin Franck Fontvieille. 《Mathematics of Computation》2006,75(253):209-222
A numerical scheme based on an operator splitting method and a dense output event location algorithm is proposed to integrate a diffusion-dissolution/precipitation chemical initial-boundary value problem with jumping nonlinearities. The numerical analysis of the scheme is carried out and it is proved to be of order 2 in time. This global order estimate is illustrated numerically on a test case.
54.
Cai Xiaochun 《Annals of Differential Equations》2006,22(1):1-6
In this paper, we apply a critical point theorem and obtain the condition for the existence of three solutions to two-point boundary value problem of a second order nonlinear difference equation. 相似文献
55.
Rakhim Aitbayev 《Numerical Methods for Partial Differential Equations》2006,22(4):847-866
Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006 相似文献
56.
ON A LINEAR DELAY DIFFERENCE EQUATION WITH IMPULSES 总被引:2,自引:0,他引:2
IIntroductlonLet N denote the set of all Integers.FOr any a;b E N,define N(a)={a,a+1,…},N(a,b)二{a,a+1,…,b}when a<b.Consider the dlf卜巳renceequationl 凸x。+P。x。-。=0;nEN(0)andN4n。;2—“-””’”门二l0 凸X。,=~X。,,JENO);where A denotes the forward difference operator八。。=x。+l一 x。,{P。} Isa sequence ofnon-negative real numbers,{nj}Is a sequence ofnon-negativeIntegers with nj<nj+lfor j E N(1)and nj一 co as ;一 co,{4}Is a sequence。I优。且皿mb ers,… 相似文献
57.
Claudio Simeone 《General Relativity and Gravitation》2002,34(11):1887-1893
A consistent quantization with a clear notion of time and evolution is given for the anisotropic Kantowski–Sachs cosmological model. It is shown that a suitable coordinate choice allows to obtain a solution of the Wheeler–DeWitt equation in the form of definite energy states, and that the results can be associated to two disjoint equivalent theories, one for each sheet of the constraint surface. 相似文献
58.
In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed. 相似文献
59.
可变抽样区间的非参数控制图 总被引:1,自引:1,他引:0
最近几年一些学者研究了可变抽样区间的质量控制图。Amin等提出了可变抽样区间(VSI)的非参数控制图———符号 (Sign)统计量图〔1〕。本文在此基础上研究位置VSI符号控制图的制定方法 ,并设计离散VSI符号控制图。符号控制图的优点是对非正态总体亦可应用 ,并且不需要过程方差的信息。本文将所设计的VSI符号控制图同固定抽样区间 (FSI)的常规图作比较 ,并举实例说明符号控制图的应用 相似文献
60.
Johannes Elschner Rainer Hinder Gunther Schmidt 《Advances in Computational Mathematics》2002,16(2-3):139-156
This paper is devoted to the numerical study of diffraction by periodic structures of plane waves under oblique incidence. For this situation Maxwell's equations can be reduced to a system of two Helmholtz equations in R
2 coupled via quasiperiodic transmission conditions on the piecewise smooth interfaces between different materials. The numerical analysis is based on a strongly elliptic variational formulation of the differential problem in a bounded periodic cell involving nonlocal boundary operators. We obtain existence and uniqueness results for discrete solutions and provide the corresponding error analysis. 相似文献