共查询到18条相似文献，搜索用时 156 毫秒
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受金融中易变不确定的一致风险度量的启发,彭实戈97年通过导向随机微分方程引入了G-期望的概念,从而在一定的框架下建立了动态非线性数学期望理论。次线性期望下的中心极限定理随之而产生。本文我们主要在均值不确定的次线性期望空间下讨论随机变量序列,在次线性热方程及无需假设同分布的次线性期望空间下我怎么证明了一个全新的中心极限定理。 相似文献
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在工程实践中,经常需要产生服从一定分布的随机噪声,本文依据混合同余法和中心极限定理,利用matlab软件产生了一组服从正态分布的伪随机数。分析了该组数据的统计特性,得出了结论,对工程应用中有一定的借鉴意义。 相似文献
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在一个独立随机变量序列的重对数律的基础上,获得了一个不同分布NA序列的重对数定理, 定理的证明基于一个Kolmogorov型指数不等式。 相似文献
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本文针对评判工作中的不确定性特征^[1]，引进概率论中的随机变量，利用二项式分布及De Moivre-Laplace中心极限定理，建立了评委投票上限模型，并且给出了投票结果的区间估计，介绍了武汉某高校2000年职称评定工作应用的示例。 相似文献
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《内蒙古科技与经济》2015,(22)
根据在不同的条件下存在的数学期望和中心极限定理做具体的分析,对几种比较常见的数学期望和中心极限定理进行了介绍,并列举了一些数学期望和中心极限定理在经济决策中的应用。 相似文献
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至19世纪中叶,中心极限定理还仅为简单形式且无严格数学证明.圣彼得堡概率论学派充分认识到其重要性,率先对其展开了研究.1887年,切比雪夫用矩方法证明了中心极限定理,马尔可夫进一步完善了其证明,第一个给出中心极限定理的严格证明.李雅普诺夫用特征函数法再次证明了中心极限定理,并拓广了定理.他们师徒的论证引发了中心极限定理研究转向近代概率论,从而推进了概率论的发展进程. 相似文献
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中心极限定理是概率论与数理统计教学中非常重要的定理,本文从学生对中心极限定理的疑惑和教学改革角度出发,对该定理的课堂教学进行探讨,并给出相应的教学设计. 相似文献
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研究部分和Sn=∑k=1^nxk以及随机和SN（t）=∑k=1^N（t）xk的渐近估计,其中{XK,K≥1}为独立同分布（i．i．d）的非负随机变量序列,其共同的分布函数F属于次指数分布类,并且假设非负整值过程（N（t））t≥0与{XK,K≥1}相互独立。 相似文献
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Nikos C. Sagias 《Journal of The Franklin Institute》2007,344(1):1-11
A new stochastic fading channel model called cascaded Weibull fading is introduced and the associated capacity is derived in closed form. This model is generated by the product of independent, but not necessarily identically distributed, Weibull random variables (RVs). By quantifying the convergence rate of the central limit theorem as pertaining to the multiplication of Weibull distributed RVs, the statistical basis of the lognormal distribution is investigated. By performing Kolmogorov-Smirnov tests, the null hypothesis for this product to be approximated by the lognormal distribution is studied. Another null hypothesis is also examined for this product to be approximated by a Weibull distribution with properly adjusted statistical parameters. 相似文献
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M.Z. Krzywoblocki 《Journal of The Franklin Institute》1947,243(6):471-486
A number of writers have observed that the particle size distributions obtained from some breakage processes appear to be logarithmico-normal. There have been virtually no attempts to explain this phenomenon. In this paper a statistical model is constructed for a breakage mechanism which will generate size distributions which are asymptotically logarithmico-normal. In this model, Fn(x), the distribution function of the particle sizes, after n steps of the breakage process, is the distribution function of the product of (n + 1) independent random variables and hence, by the central limit theorem, is asymptotically logarithmico-normal. 相似文献
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Jingyi Wang Jianwen Feng Chen Xu Yi Zhao Michael Z.Q. Chen 《Journal of The Franklin Institute》2017,354(12):4882-4895
This paper investigates a stochastic impulsive coupling protocol for synchronization of linear dynamical networks based on discrete-time sampled-data. The convergence of the networks under the proposed protocol is discussed, and some sufficient conditions are showed to guarantee almost sure exponential synchronization. Moreover, this coupling protocol with a pinning control scheme is developed to lead the state of all nodes to almost sure exponentially converge to a virtual synchronization target. It is shown that the almost sure exponential synchronization can be achieved by only interacting based on the stochastic feedback information at discrete-time instants. Some numerical examples are finally provided to present the effectiveness of the proposed stochastic coupling protocols. 相似文献
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《Journal of The Franklin Institute》2021,358(13):6684-6704
In this paper, we investigate the consensus problem for discrete linear multi-agent systems (MASs) with Markovian packet dropouts. Both identical and nonidentical packet dropouts are studied. For the discrete-time MASs under identical packet dropouts, we present the expectation of the total sojourn time of packet dropouts and successful message transmission, the switching number from packet dropouts to successful message transmission, and the awaken number of packet dropouts and successful message transmission. Based on these expectations, a linear consensus controller is designed through analyzing the transient properties of the Markov process such that the MASs can reach consensus almost surely for any initial distribution of packet dropouts. When it comes to the nonidentical packet dropouts where all the packets are independent and stochastic, a Markovian-lossy-channel based switching model (MLCBS model) is proposed. Based on the MLCBS model, we also propose an easy-to-implement linear consensus controller such that the MASs with nonidentical packet dropouts can achieve consensus almost surely. Finally, the theoretical results are illustrated by simulation examples. 相似文献
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本文用数学模式研究了青藏高原高寒草甸上下分布特征。认为其上限分布规律较强，下限分布规律较弱；向高原西北部，其上下限分布趋势面的相交曲线即高寒草甸可能的消失界限；高原西北部高寒草甸的消失主要是高原寒旱化气候条件的增强，使高寒草甸分布下限逐步上升所造成的。 相似文献