The Equilibrium Distribution of Counting Random Variables

We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual lifetime, are derived. Expressions are obtained for higher order equilibrium distribution functions under mixtures and convolutions of a counting distribution. Recursive formulas for higher order equilibrium distribution functions of the (a,b,0) -family of distributions are given.

Reliability analysis for aeroengine turbine disc fatigue life with multiple random variables based on distributed collaborative response surface method

The fatigue life of aeroengine turbine disc presents great dispersion due to the randomness of the basic variables,such as applied load,working temperature,geometrical dimensions and material properties.In order to ameliorate reliability analysis efficiency without loss of reliability,the distributed collaborative response surface method(DCRSM) was proposed,and its basic theories were established in this work.Considering the failure dependency among the failure modes,the distributed response surface was constructed to establish the relationship between the failure mode and the relevant random variables.Then,the failure modes were considered as the random variables of system response to obtain the distributed collaborative response surface model based on structure failure criterion.Finally,the given turbine disc structure was employed to illustrate the feasibility and validity of the presented method.Through the comparison of DCRSM,Monte Carlo method(MCM) and the traditional response surface method(RSM),the results show that the computational precision for DCRSM is more consistent with MCM than RSM,while DCRSM needs far less computing time than MCM and RSM under the same simulation conditions.Thus,DCRSM is demonstrated to be a feasible and valid approach for improving the computational efficiency of reliability analysis for aeroengine turbine disc fatigue life with multiple random variables,and has great potential value for the complicated mechanical structure with multi-component and multi-failure mode.

Definition of Laplace Transforms for Distribution of the First Passage of Zero Level of the Semi-Markov Random Process with Positive Tendency and Negative Jump

One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random processes with positive tendency and negative jump in this article. The first passage of the zero level of the process will be included as a random variable. The Laplace transforms for the distribution of this random variable is defined. The parameters of the distribution will be calculated on the basis of the final results.

Features of energy distribution for blast vibration signals based on wavelet packet decomposition

Blast vibration analysis constitutes the foundation for studying the control of blasting vibration damage and provides the precondition of controlling blasting vibration. Based on the characteristics of short-time nonstationary random signal, the laws of energy distribution are investigated for blasting vibration signals in different blasting conditions by means of the wavelet packet analysis technique. The characteristics of wavelet transform and wavelet packet analysis are introduced. Then, blasting vibration signals of different blasting conditions are analysed by the wavelet packet analysis technique using MATLAB; energy distribution for different frequency bands is obtained. It is concluded that the energy distribution of blasting vibration signals varies with maximum decking charge,millisecond delay time and distances between explosion and the measuring point. The results show that the wavelet packet analysis method is an effective means for studying blasting seismic effect in its entirety, especially for constituting velocity-frequency criteria.

Crowdsourced Sampling of a Composite Random Variable: Analysis, Simulation, and Experimental Test

A composite random variable is a product (or sum of products) of statistically distributed quantities. Such a variable can represent the solution to a multi-factor quantitative problem submitted to a large, diverse, independent, anonymous group of non-expert respondents (the “crowd”). The objective of this research is to examine the statistical distribution of solutions from a large crowd to a quantitative problem involving image analysis and object counting. Theoretical analysis by the author, covering a range of conditions and types of factor variables, predicts that composite random variables are distributed log-normally to an excellent approximation. If the factors in a problem are themselves distributed log-normally, then their product is rigorously log-normal. A crowdsourcing experiment devised by the author and implemented with the assistance of a BBC (British Broadcasting Corporation) television show, yielded a sample of approximately 2000 responses consistent with a log-normal distribution. The sample mean was within ~12% of the true count. However, a Monte Carlo simulation (MCS) of the experiment, employing either normal or log-normal random variables as factors to model the processes by which a crowd of 1 million might arrive at their estimates, resulted in a visually perfect log-normal distribution with a mean response within ~5% of the true count. The results of this research suggest that a well-modeled MCS, by simulating a sample of responses from a large, rational, and incentivized crowd, can provide a more accurate solution to a quantitative problem than might be attainable by direct sampling of a smaller crowd or an uninformed crowd, irrespective of size, that guesses randomly.

SOME POSTERIOR DISTRIBUTIONS FOR THE LAPLACE MEAN

Two posterior distributions for the mean of the Laplace distribution are obtained by deriving the distributions of the product XY and the ratio X/Y when X and Y are Student＇s t and Laplace random variables distributed independently of each other. Tabulations of the associated percentage points are given along with computer programs for generating them.

Extended Rama Distribution:Properties and Applications

In this paper,the Rama distribution(RD)is considered,and a new model called extended Rama distribution(ERD)is suggested.The new model involves the sum of two independent Rama distributed random variables.The probability density function(pdf)and cumulative distribution function(cdf)are obtained and analyzed.It is found that the new model is skewed to the right.Several mathematical and statistical properties are derived and proved.The properties studied include moments,coefficient of variation,coefficient of skewness,coefficient of kurtosis and moment generating function.Some simulations are undertaken to illustrate the behavior of these properties.In addition,the reliability analysis of the distribution is investigated through the hazard rate function,reversed hazard rate function and odds function.The parameter of the distribution is estimated based on the maximum likelihood method.The distributions of order statistics for ERD are also presented.The performance of the suggested model is compared with several other lifetime distributions based on some goodness of fit tests on a real dataset.It turns out that the suggested model is more flexible than its competitors considered in this study,for modeling real lifetime data.

An Improved Algorithm for Normal Distribution Structure

Aiming at the limitation of traditional normal distribution structure is put forward. With strength-strain model, an improved algorithm for this method, the reliability coefficient of non-linear limit status function is solved by developing Taylor progression, and the distribution parameters of random variables are estimated with experimental sample data. Therefore, the estimation of reliability confidence interval on certain confidence level can be solved when distribution parameters are unknown and limit status function is non-linear.

基于长度可变密钥的光学图像加密方法

为提升光学图像加密效果,设计了一种基于长度可变密钥的光学图像加密方法。基于混沌方程构成混沌序列均匀化普适算法,运用该算法生成均匀化伪随机序列,以此作为长度可变密钥,经空间光调制器调制后,转换此类密钥为伪随机相位掩模(PRPM),运用两个转换后PRPM双重随机相位编码初始光学图像,并结合变形分数傅里叶变换(AFrFT),相位转换编码后光学图像,获得加密光学图像,完成光学图像加密。实验结果显示,该方法可针对不同光学图像生成敏感性与唯一性密钥,实现不同光学图像的加密处理,加密效果显著,加密光学图像的像素频数分布均匀,且解密后光学图像与初始光学图像几乎一致,整体加解密效果理想,可有效保障光学图像的安全性,而且本方法可以在最短3 s的时间内完成光学图像的加密和解密,加解密效率更高,综合效果更佳。

基于IHHT‑RF的配电网单相接地故障选线方法

小电流系统发生单相接地故障时故障特征易受高接地过渡电阻、小初相角等弱故障条件影响而导致选线准确率低。为此,提出一种基于改进希尔伯特黄变换—随机森林(improved Hilbert⁃Huang transform⁃random forest,IHHT⁃RF)的配电网单相接地故障选线方法。首先,提取每条线路在故障发生时的电流暂态信号,通过IHHT提取纯净的暂态电气量,构造标准差、能量熵和幅值畸变度3类特征向量;然后,将特征向量输入RF分类器建立故障选线模型,把故障选线问题转化为二分类问题;最后,将测量数据输入RF分类器中得出分类结果,实现故障线路的自动识别。仿真结果表明,该选线方法综合利用暂态信号的幅值、频率和能量等特征信息,不受弱故障条件、馈线结构等因素的影响,能有效提高故障选线的准确率,具有较强的适应性和可靠性。

Convergence in Distribution for Uncertain Random Sequences with Dependent Random Variables

Random variables and uncertain variables are respectively used to model randomness and uncertainty. While randomness and uncertainty always coexist in a same complex system. As an evolution of random variables and uncertain variables, uncertain random variable is introduced as a tool to deal with complex phenomena including randomness and uncertainty simultaneously. For uncertain random variables, a basic and important topic is to discuss the convergence of its sequence.Specifically, this paper focuses on studying the convergence in distribution for a sequence of uncertain random sequences with different chance distributions where random variables are not independent.And the result of this paper is a generalization of the existing literature. Relations among convergence theorems are studied. Furthermore, the theorems are explained by several examples.

基于正态变换的变样本容量Shewhart比例控制图设计

为了提高Shewhart型比例控制图的监控效率,将其与变样本容量策略结合,提出一种新的比例控制图(VSS Shewhart-RZ*控制图)来监控二元正态变量之比。基于正态变换方法设计了新的比例统计量Z*,以消除样本容量变化对比例控制图设计及使用的不利影响。采用马尔科夫链方法计算了该控制图的平均运行长度和平均样本容量,给出该控制图的参数优化算法。通过仿真分析研究了该控制图的统计性能,并与Shewhart比例控制图进行比较,结果表明VSS Shewhart-RZ*控制图的性能明显优于传统固定样本容量Shewhart比例控制图。

空间变异性软土层管廊隧道安全可靠度分析

根据宿迁地区钻孔资料统计分析,获得了沿综合管廊轴向软黏土地层底高程的截断式正态分布函数;结合不同黏土土样的改进广义指数蠕变本构模型,基于随机有限元模拟技术建立了同时考虑地层厚度和蠕变特性空间随机分布的综合管廊运营期安全预测随机有限元模拟方法。研究结果表明:宿迁地区综合管廊运营期10 a后的变形和结构内力已趋于稳定,管廊结构最大等效应力分布为3.00~3.50 MPa,最大值比最小值大16.67%,管廊最大等效应力概率密度近似偏态分布;管廊结构最大拉应力和最大差异沉降概率密度近似正态分布。软土层的空间变异性对综合管廊安全预测结果有一定影响,建立考虑软土层空间变异性的综合管廊运营期可靠度预测方法可以更全面掌控风险,对综合管廊的优化设计和施工安全控制具有重要指导意义。

混合随机变量的性质及应用

从概率论的基本概念出发引出了混合随机变量的定义,在此基础上给出了常见混合随机变量的几个性质,并将其应用到了两个实际问题中,分析了实际问题中混合随机变量的分布特征.

基于差分隐私的分布式组变量选择

针对组结构数据的隐私保护问题,通过随机响应机制,对原始数据进行扰动,开展满足差分隐私的分布式组变量选择研究。首先基于交替方向乘子法,提出了分布式Logistic组变量选择算法。进一步为了防止计算机信息交互过程中可能产生的隐私泄露,提出了分布式Logistic随机响应组变量选择算法,并证明算法满足差分隐私。实验表明,所提算法可有效处理组结构分类数据并保护其隐私。

SLIDING MODE CONTROL OF A CLASS OF ITO TYPE DISTRIBUTED PARAMETER SYSTEMS WITH DELAY

Sliding mode control problem of a class of Ito^ type partial differential equations with delay is probed. The variable structure controller is designed. The existence of motion of sliding mode is shown. And the character of invariance of sliding control system about uncertainty on the sliding switching surface and stability are analyzed.

Modeling habitat suitability of range plant species using random forest method in arid mountainous rangelands

Mountainous rangelands play a pivotal role in providing forage resources for livestock, particularly in summer, and maintaining ecological balance. This study aimed to identify environmental variables affecting range plant species distribution, ecological analysis of the relationship between these variables and the distribution of plants, and to model and map the plant habitats suitability by the Random Forest Method(RFM) in rangelands of the Taftan Mountain, Sistan and Baluchestan Province, southeastern Iran. In order to determine the environmental variables and estimate the potential distribution of plant species, the presence points of plants were recorded by using systematic random sampling method(90 points of presence) and soils were sampled in 5 habitats by random method in 0–30 and 30–60 cm depths. The layers of environmental variables were prepared using the Kriging interpolation method and Geographic Information System facilities. The distribution of the plant habitats was finally modelled and mapped by the RFM. Continuous maps of the habitat suitability were converted to binary maps using Youden Index(?) in order to evaluate the accuracy of the RFM in estimation of the distribution of species potentialhabitat. Based on the values of the area under curve(AUC) statistics, accuracy of predictive models of all habitats was in good level. Investigating the agreement between the predicted map, generated by each model, and actual maps, generated from fieldmeasured data, of the plant habitats, was at a high level for all habitats, except for Amygdalus scoparia habitat. This study concluded that the RFM is a robust model to analyze the relationships between the distribution of plant species and environmental variables as well as to prepare potential distribution maps of plant habitats that are of higher priority for conservation on the local scale in arid mountainous rangelands.

On Random Taylor Series

This paper deals with random Taylor series whose coefficients consist of independent random variables {X n} with the property: αE 1/2 {|X n| 2}≤E{|X n|}<∞, E{X n}=0 (n ) for some positive constant α. The convergence, growth, and value distribution of the series are investigated.

二维曲线型随机变量函数的概率分布

给出了二维曲线型随机变量函数的密度函数计算公式,丰富了二维曲线型随机变量的理论和方法,具有一定的理论价值.

概率论教学偶得

强大数定律揭示了随机现象的偶然性与必然性之间的关系.本文分享概率论教学的一个偶得,以激发学生兴趣.