检索结果-南通市图书馆

THE DISTRIBUTION OF LIMIT POINTS OFINCREMENTS OF LOCAL TIME OF THE WIENER PROCESS

在线全文

学校读者我要写书评

暂无评论

Systems Science and Mathematical sciences 1998年第3期11卷 210-217页

作者： ZHOU Yong(institute of applied {2., Academia Sinica, Beijing 100080, china)

Let L(T) be the local time of a Wiener process W(T) for 0 < T < co, and K(w) be the set of limit points (as T → ∞) of L(bk ω) - L(ck, ω)((bk - ok)(log(bk (bk - ck)-1) + 2.log log bk))where ω is a point in the pro... 详细信息

Let L(T) be the local time of a Wiener process W(T) for 0 2.log log bk))where ω is a point in the probability space on which W(T) is defined. In this paper, under some conditions we obtain P(K(ω) = [0, 1]) = 1.

关键词： Wiener process the local time the increment

An　Information　Theory　Approach　to　the　Data　Compression　and　Imaging　System　for　Synthetic　Aperture　Radar　（SAR）

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Engineering and Electronics 1995年第1期6卷 1-15页

作者： Xiao Yongxin Peng Hailiang and Chen Zongzhi(institute of Electronics, chinese academy of sciences, Beijing {2., P. R. china.) institute of Electronics Chinese Academy of Sciences Beijing 100080 P. R. China

Synthetic aperture radar (SAR) is portrayed as a multiple access channel. An information theory approach is applied to the SAR imaging system, and the information content about a target that can be extracted from its radar image is evaluated by the average mutual information measure. A conditional (transition) probability density function (PDF) of the SAR imaging system is derived by analyzing the system and a closed form of the information content is found. It is shown that the information content obtained by the SAR imaging system from an independent sample of echoes will decrease and the total information content obtained by the SAR imaging system will increase with an increase in the number of looks. Because the total average mutual information is also used to define a measure of radiometric resolution for radar images, it is shown that the radiometric resolution of a radar image of terrain will be improved by spatial averaging. In addition, the imaging process and the data compression process for SAR are each treated as an independent generalized communication channel. The effects of data compression upon radiometric resolution for SAR are studied and some conclusions are obtained.

关键词： Synthetic aperture radar (SAR) information theory data compression radiometric resolution,probability density function (PDF) multiple access channel average mutual information

Computational intelligence:From mathematical point of view

在线全文

学校读者我要写书评

暂无评论

chinese Science Bulletin 1999年第10期44卷 865-880页

作者： QIAN Minping and GONG GuangluDepartment of probability and Statistics, Peking University, Beijing 100871, china Department of {2. mathematics, Tsinghua University, Beijing 100084, china Deportment of probability and Statistics Peking University Beijing China Department of applied mathematics Tsinghua University Beijing China

A simple but illustrative survey is given on various approaches of computational intelligence with their features, applications and the mathematical tools involved, among which the simulated annealing, neural networks, genetic and evolutionary programming, self-organizing learning and adapting algorithms, hidden Markov models are recommended intensively. The common mathematical features of various computational intelligence algorithms are ***, two common principles of concessive strategies implicated in many computational intelligence algorithms are discussed.

关键词： computational intelligence simulated annealing neural network genetic algorithm evolutionary program-ming self-organizing learning self-adapting algorithm hidden Markov model concession strategy.

Revisit of Sheppard corrections in linear regression

在线全文

学校读者我要写书评

暂无评论

Science china mathematics 2010年第6期53卷 1435-1451页

作者： LIU TianQing1,ZHANG BaoXue1,HU GuoRong1 & BAI ZhiDong1,2.1Key laboratory for applied Statistics of MOE and School of {2. and Statistics,Northeast Normal University,Changchun 13002.,china 2.epartment of Statistics and applied probability,National University of Singapore,Singapore 117543,Singapore 1. Key laboratory for applied Statistics of MOE and School of {2. and Statistics Northeast Normal University Changchun 130024 China2. Department of Statistics and Applied Probability National University of Singapore Singapore 117543 Singapore

Dempster and Rubin(D&R) in their JRSSB paper considered the statistical error caused by data rounding in a linear regression model and compared the Sheppard correction,BRB correction and the ordinary LSE by *** asymptotic results when the rounding scale tends to 0 were also *** a previous research,we found that the ordinary sample variance of rounded data from normal populations is always inconsistent while the sample mean of rounded data is consistent if and only if the true mean is a multiple of the half rounding *** the light of these results,in this paper we further investigate the rounding errors in linear *** notice that these results form the basic reasons that the Sheppard corrections perform better than other methods in D&R examples and their conclusion in general cases is *** in which the Sheppard correction works worse than the BRB correction are also ***,we propose a new approach to estimate the parameters,called "two-stage estimator",and establish the consistency and asymptotic normality of the new estimators.

关键词： asymptotic normality consistency linear regression model rounded data two-stage estimates

Simultaneous variable selection for heteroscedastic regression models

在线全文

学校读者我要写书评

暂无评论

Science china mathematics 2011年第3期54卷 515-530页

作者： ZHANG ZhongZhan1 & WANG DaRong2.1College of applied sciences, Beijing University of Technology, Beijing 10012.,{2. 2.he Pilot College, Beijing University of Technology, Beijing 101101,{2. 1. College of applied sciences Beijing University of Technology Beijing 100124 China2. The Pilot College Beijing University of Technology Beijing 101101 China

In this paper, we propose a new criterion, named PICa, to simultaneously select explanatory variables in the mean model and variance model in heteroscedastic linear models based on the model structure. We show that the new criterion can select the true mean model and a correct variance model with probability tending to 1 under mild conditions. Simulation studies and a real example are presented to evaluate the new criterion, and it turns out that the proposed approach performs well.

关键词： variable selection heteroscedastic regression models adjusted profile log-likelihood AIC BIC

ASYMPTOTIC DISTRIBUTIONS OF A MEASURE OF INFORMATION DISCREPANCY AMONG MULTIPLE DISCRETE DISTRIBUTIONS

在线全文

学校读者我要写书评

暂无评论

ASYMPTOTIC DISTRIBUTIONS OF A MEASURE OF INFORMATION DISCREP...

Some Bounds of Tail probability

中国运筹学会第七届学术交流会

作者： Junhua ZHANG Weiwu FANG institute of applied mathematics academy of {2. and Systems Science chinese academy of sciences,Beijing,100080

n this paper we investigate the asymptotic distributions of a measureof information discrepancy among multiple discrete distributions B(u,u,…,u)presented in Fang (1994,1997,2.00), where u,u,…, u are sample-based estimatorsof a common probability distribution. This measure has some peculiar properties andalready used in some studies of DNA comparison, protein structure prediction andSARS transmission. Under some conditions, we prove that a limiting distribution ofn(u, u,…, u) is the one of weighted sum of chi square variables with one degreeof freedom, where u, u,…,u may not be independent of one another and n is thesample size.

关键词： asymptotic distributions discrete multinomial distributions information discrepancy entropy

来源： cnki会议评论

在线全文

cnki会议

学校读者我要写书评

暂无评论

Some Bounds of Tail Probability

On comparison of jump point detection for an exchange rate series

中国运筹学会第六届学术交流会

作者： LI Gang CHENG Kaninstitute of applied {2., academy of {2. and Systems sciences chinese academy of sciences, Beijing 100080

For a special probability model, some upper bounds of tail probability are given by martingale, and some lower bounds of tail probability are given by Jensen and Lardan inequality.

关键词： Bounds Supermartingale NWU NBUE Inequality

来源： cnki会议评论

在线全文

cnki会议

学校读者我要写书评

暂无评论

Science china mathematics 2004年第1期47卷 52-64页

作者： IP Wai-Cheung, WONG Heung, XIE Zhongjie & LUAN YihuiDepartment of applied mathematics, Hong Kong Polytechnic University, Hong Kong,{2. Department of probability and Statistics, Peking University, Beijing 100871,{2. 1. Department of applied mathematics Hong Kong Polytechnic University Hong Kong China 2. Department of probability and Statistics Peking University 100871 Beijing China

The main purpose of this paper is to investigate the detection of jump points of a discontinuous function in the presence of a noise by the wavelet approach. A computing algorithm of our method is proposed and then applied to the daily exchange rate of US Dollar against Deutsche Mark. All the points detected by our method reflect very strong economic and political impacts. Other statistical methods to detect jump points have also been applied to the same exchange rate data. Our proposed method has produced more convincing empirical results than others.

关键词： exchange rate, jump points, threshold, wavelets.

SOME　PERFORMANCE　MEASURES　OF　REPAIRABLE　TRANSFER　LINE　WITH　GENERAL　DISTRIBUTIONS

在线全文

学校读者我要写书评

暂无评论

Systems Science and Mathematical sciences 1994年第4期7卷 344-351页

作者： LI Wei CAO Jinhua(institute of applied {2., Academia Sinica, Beijing 100080, china)(Open laboratory on the Complex System Control, institute of Automation,Academia Sinica, Beijing 100080, china) 中科院应用数学所北京

ＳＯＭＥＰＥＲＦＯＲＭＡＮＣＥＭＥＡＳＵＲＥＳＯＦＲＥＰＡＩＲＡＢＬＥＴＲＡＮＳＦＥＲＬＩＮＥＷＩＴＨＧＥＮＥＲＡＬＤＩＳＴＲＩＢＵＴＩＯＮＳＬＩＷｅｉ；ＣＡＯＪｉｎｈｕａ（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔ... 详细信息

ＳＯＭＥＰＥＲＦＯＲＭＡＮＣＥＭＥＡＳＵＲＥＳＯＦＲＥＰＡＩＲＡＢＬＥＴＲＡＮＳＦＥＲＬＩＮＥＷＩＴＨＧＥＮＥＲＡＬＤＩＳＴＲＩＢＵＴＩＯＮＳＬＩＷｅｉ；ＣＡＯＪｉｎｈｕａ（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，Ａｃａｄｅｍｉａ...

关键词： Transfer line vector Markov process