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伴随极值分布函数的弱收敛 被引量:1
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作者 程士宏 《北京大学学报(自然科学版)》 CAS CSCD 北大核心 2000年第1期8-19,共12页
设{( Xn ,Yn)} 是i.i.d.随机向量序列,共同d .f.为F。如果{ Xn} 的d.f.F(1) 满足vonMises 条件而且P( Y1 ≤Any+ Bn X1 > anx + bn) →珡H(x ,y) ,x ,y ... 设{( Xn ,Yn)} 是i.i.d.随机向量序列,共同d .f.为F。如果{ Xn} 的d.f.F(1) 满足vonMises 条件而且P( Y1 ≤Any+ Bn X1 > anx + bn) →珡H(x ,y) ,x ,y ∈R,Nagaraja 和David 证明了对于伴随极值{ Y( n,n)} ,P( Y( n ,n) ≤Any+ Bn) →I(y) ,y∈R对某准d.f.I成立。本文在更弱的条件下证明了A- 1n ( Y( n ,n) - Bn) w I对某准d.f.I成立,从而推广了Nagaraja 和David 的结果。此外还指出:对于(a- 1n ( Xn,n - bn) ,A- 1n ( Y( n,n) - Bn)) 的联合分布的弱收敛,本文的条件不仅充分,而且必要。最后,揭露了二元极值弱收敛与(a - 1n ( Xn ,n - bn) ,A- 1n ( Y( n ,n) - Bn)) 的联合分布弱收敛之间的紧密联系。 展开更多
关键词 伴随极值 分布函数 弱收敛 二元
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A Storm Surge Intensity Classification Based on Extreme Water Level and Concomitant Wave Height 被引量:4
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作者 DONG Sheng GAO Junguo +2 位作者 LI Xue WEI Yong WANG Liang 《Journal of Ocean University of China》 SCIE CAS 2015年第2期237-244,共8页
Storm surge is one of the predominant natural threats to coastal communities. Qingdao is located on the southern coast of the Shandong Peninsula in China. The storm surge disaster in Qingdao depends on various influen... Storm surge is one of the predominant natural threats to coastal communities. Qingdao is located on the southern coast of the Shandong Peninsula in China. The storm surge disaster in Qingdao depends on various influencing factors such as the intensity, duration, and route of the passing typhoon, and thus a comprehensive understanding of natural coastal hazards is essential. In order to make up the defects of merely using the warning water level, this paper presents two statistical distribution models(Poisson Bi- variable Gumbel Logistic Distribution and Poisson Bi-variable Log-normal Distribution) to classify the intensity of storm surge. We emphasize the joint return period of typhoon-induced water levels and wave heights measured in the coastal area of Qingdao since 1949. The present study establishes a new criterion to classify the intensity grade of catastrophic storms using the typhoon surge estimated by the two models. A case study demonstrates that the new criterion is well defined in terms of probability concept, is easy to implement, and fits well the calculation of storm surge intensity. The procedures with the proposed statistical models would be useful for the disaster mitigation in other coastal areas influenced by typhoons. 展开更多
关键词 storm surge Poisson Bi-variable Gumbel Logistic distribution Poisson Bi-variable Log-normal distribution intensityclassification joint return period
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