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11.
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
12.
Shunlong Luo 《Foundations of Physics》2002,32(11):1757-1772
We formulate an elementary statistical game which captures the essence of some fundamental quantum experiments such as photon polarization and spin measurement. We explore and compare the significance of the principle of maximum Shannon entropy and the principle of minimum Fisher information in solving such a game. The solution based on the principle of minimum Fisher information coincides with the solution based on an invariance principle, and provides an informational explanation of Malus' law for photon polarization. There is no solution based on the principle of maximum Shannon entropy. The result demonstrates the merits of Fisher information, and the demerits of Shannon entropy, in treating some fundamental quantum problems. It also provides a quantitative example in support of a general philosophy: Nature intends to hide Fisher information, while obeying some simple rules. 相似文献
13.
Evolutionary algorithms are applied as problem-independent optimization algorithms. They are quite efficient in many situations. However, it is difficult to analyze even the behavior of simple variants of evolutionary algorithms like the (1+1) EA on rather simple functions. Nevertheless, only the analysis of the expected run time and the success probability within a given number of steps can guide the choice of the free parameters of the algorithms. Here static (1+1) EAs with a fixed mutation probability are compared with dynamic (1+1) EAs with a simple schedule for the variation of the mutation probability. The dynamic variant is first analyzed for functions typically chosen as example-functions for evolutionary algorithms. Afterwards, it is shown that it can be essential to choose the suitable variant of the (1+1) EA. More precisely, functions are presented where each static (1+1) EA has exponential expected run time while the dynamic variant has polynomial expected run time. For other functions it is shown that the dynamic (1+1) EA has exponential expected run time while a static (1+1) EA with a good choice of the mutation probability has polynomial run time with overwhelming probability. 相似文献
14.
15.
The Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities and conditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage of scale invariance are also discussed. 相似文献
16.
A. Khrennikov 《Annalen der Physik》2003,12(10):575-585
We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations. 相似文献
17.
Dan Voiculescu 《Reports on Mathematical Physics》2005,55(1):127-133
This short note summarizes the circumstances of the birth of free probability theory andsome of the recent achievements. 相似文献
18.
Arnon Arazi Eshel Ben-Jacob Uri Yechiali 《Mathematical Methods of Operations Research》2005,62(3):453-466
We consider a Jackson-type network comprised of two queues having state-dependent service rates, in which the queue lengths
evolve periodically, exhibiting noisy cycles. To reduce this noise a certain heuristic, utilizing regions in the phase space
in which the system behaves almost deterministically, is applied. Using this heuristic, we show that in order to decrease
the probability of a customers overflow in one of the queues in the network, the server in that same queue – contrary to intuition
– should be shut down for a short period of time. Further noise reduction is obtained if the server in the second queue is
briefly shut down as well, when certain conditions hold. 相似文献
19.
We establish a relation between stable distributions in probability theory and the fractional integral. Moreover, it turns out that the parameter of the stable distribution coincides with the exponent of the fractional integral. It follows from an analysis of the obtained results that equations with the fractional time derivative describe the evolution of some physical system whose time degree of freedom becomes stochastic, i.e., presents a sum of random time intervals subject to a stable probability distribution. We discuss relations between the fractal Cantor set (Cantor strips) and the fractional integral. We show that the possibility to use this relation as an approximation of the fractional integral is rather limited. 相似文献
20.
基于DMF捕获系统频率选择性信道下捕获性能的分析 总被引:1,自引:0,他引:1
对基于数字匹配滤波器(DMF)捕获系统在频率选择性信道下的捕获性能进行了深入讨论,利用状态转移图推导出单次驻留判决方式时平均捕获时间的表达式,对平均捕获时间与多径分量的关系进行了数字分析。得出的主要结论是:对于多径分量为非衰落信号时,多径分量之间的能量差别越大,系统捕获性能越好,多径分量的能量相等时,系统捕获性能最差,且随着可以分离的多径路数的增加下降;对于多径分量为慢衰落信号时,多径信道的捕获性能好于单径信道(非频率选择性衰落信道),且多径分量之间的能量差别越大,系统捕获性能越差,当多径分量的能量相等时,捕获性能最好,这与非衰落信道的情形相反。因此在频率选择性衰落信道中,采用分集接收可以改善系统的捕获性能。 相似文献