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保费到达为平衡更新过程的复合更新风险模型
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作者 谢红梅 刘文昱 《经济数学》 2004年第4期312-319,共8页
本文研究保费到达为平衡更新过程的复合更新风险模型 ,给出了有限时间内的生存概率分布 ,破产时间 T与破产时资产盈余 U(T)的联合分布 ,及破产时间 T与破产前瞬时盈余 U(T- )的联合分布 .
关键词 风险模型 平衡更新过程 Markov骨架过程 破产时间 生存概率
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单水平连续性抽样方案CSP-V的流向图方法 被引量:1
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作者 程玲 游文丽 +1 位作者 田茹 范永亮 《数理统计与管理》 CSSCI 北大核心 2003年第3期27-31,共5页
本文利用转移概率流图和转移概率母函数的方法推导并得到了连续性抽样方案CSP—V的平均检出质量 (AOQ)、平均检查比离 (AFI)、和操作特性函数 (OC)
关键词 流向图方法 转移概率流图 转移概率母函数 CSP-V方案 单水平连续抽样 平均检出质量 平均检查比离 操作特性函数 军用标准 更新过程模型
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WBHF通信中大气脉冲干扰的仿真与实现
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作者 管宇 《科技信息》 2013年第24期127-128,共2页
本文针对短波信道中大气脉冲干扰的特点,采用宽带模型对其进行仿真和实现。对大气脉冲干扰的三个参数:脉冲幅度,脉冲持续时间,脉冲间隔时间分别建模并阐述具体实现方案和实现步骤。其中脉冲幅度采用Hall模型;脉冲持续时间,脉冲间隔时间... 本文针对短波信道中大气脉冲干扰的特点,采用宽带模型对其进行仿真和实现。对大气脉冲干扰的三个参数:脉冲幅度,脉冲持续时间,脉冲间隔时间分别建模并阐述具体实现方案和实现步骤。其中脉冲幅度采用Hall模型;脉冲持续时间,脉冲间隔时间采用Fishman等人提出的两种状态的更新过程模型,并用典型参数在Matlab中进行了仿真和实现。 展开更多
关键词 大气脉冲干扰 宽带短波信道 Hall模型 两种状态更新过程模型
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A Selective Moving Window Partial Least Squares Method and Its Application in Process Modeling 被引量:1
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作者 徐欧官 傅永峰 +1 位作者 苏宏业 李丽娟 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2014年第7期799-804,共6页
A selective moving window partial least squares(SMW-PLS) soft sensor was proposed in this paper and applied to a hydro-isomerization process for on-line estimation of para-xylene(PX) content. Aiming at the high freque... A selective moving window partial least squares(SMW-PLS) soft sensor was proposed in this paper and applied to a hydro-isomerization process for on-line estimation of para-xylene(PX) content. Aiming at the high frequency of model updating in previous recursive PLS methods, a selective updating strategy was developed. The model adaptation is activated once the prediction error is larger than a preset threshold, or the model is kept unchanged.As a result, the frequency of model updating is reduced greatly, while the change of prediction accuracy is minor.The performance of the proposed model is better as compared with that of other PLS-based model. The compromise between prediction accuracy and real-time performance can be obtained by regulating the threshold. The guidelines to determine the model parameters are illustrated. In summary, the proposed SMW-PLS method can deal with the slow time-varying processes effectively. 展开更多
关键词 SMW-PLS Hydro-isomerizafion process Selective updating strategy Soft sensor
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A contribution to large deviations for heavy-tailed random sums 被引量:27
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作者 苏淳 唐启鹤 江涛 《Science China Mathematics》 SCIE 2001年第4期438-444,共7页
In this paper we consider the large deviations for random sums $S(t) = \sum _{i = t}^{N(t)} X_i ,t \geqslant 0$ , whereX n,n?1 are independent, identically distributed and non-negative random variables with a common h... In this paper we consider the large deviations for random sums $S(t) = \sum _{i = t}^{N(t)} X_i ,t \geqslant 0$ , whereX n,n?1 are independent, identically distributed and non-negative random variables with a common heavy-tailed distribution function F, andN(t), t?0 is a process of non-negative integer-valued random variables, independent ofX n,n?1. Under the assumption that the tail of F is of Pareto’s type (regularly or extended regularly varying), we investigate what reasonable condition can be given onN(t), t?0 under which precise large deviation for S( t) holds. In particular, the condition we obtain is satisfied for renewal counting processes. 展开更多
关键词 (extended) regular variation extreme value theory large deviations renewal counting process renewal risk model subexponential distributions
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