关于模糊更新过程的交错更新定理

介绍了一种新的交错更新过程———模糊随机交错更新过程,给出了关于模糊随机事件在"系统在t时刻开着"的极限分布定理.     

Diurnal freeze/thaw cycles of the ground surface on the Tibetan Plateau

The exchange of energy and water between the lithosphere and atmosphere mainly takes place at the ground surface. Therefore, freeze/thaw condition at the ground surface is an important factor in ex- amining the interactions between the land surface and atmosphere. Based on the observation data obtained by CEOP/CAMP-Tibet, the diurnal freeze/thaw cycles of the ground surface near Naqu, central Tibetan Plateau was preliminarily analyzed. The results show that the surface layer was completely frozen for approximately one month. However, the time that the ground surface experienced diurnal freeze/thaw cycles was about 6 months. The high frequency of freeze/thaw cycles at the ground surface significantly influences water and energy exchanges between ground and atmosphere over half a year. The interaction processes between the ground and atmosphere under different soil conditions (such as complete thaw, complete freeze and diurnal freeze/thaw cycles) are issues worthy of further examina- tion.     

平稳过程、鞅及马氏过程的相互关系

系统研究了严平稳过程,宽平稳过程与鞅及马氏过程的相互关系,得到许多有趣的结果。     

基于Wiener过程的钢厂风机剩余使用寿命实时预测

作为炼钢厂的关键设备,风机担负着转炉除尘和煤气回收的重要任务,实现风机剩余使用寿命的准确预测具有重要的实际意义.通过对邯郸某炼钢厂风机振动数据的分析,建立了基于Wiener过程的状态退化模型,在首达时间的意义下,推导出风机剩余使用寿命的概率密度函数的解析表达式,提出了一种基于极大似然估计的参数实时估计方法,从而实现风机剩余使用寿命的在线实时预测.实验结果表明,相对于文献中的方法,本文所提出的预测方法可以得到更高的预测精度和较低的预测不确定性.     

云计算技术在3D动画渲染中的应用

为了提高3D动画渲染的效率,在云计算技术和云渲染理论基础上,提出了云计算在云渲染平台中应用的关键技术,归纳了国内外云渲染平台及渲染工作流程,设计了几种云渲染平台系统架构图.与传统的动画渲染技术相比,云渲染技术极大地节省了3D动画渲染时间和降低了渲染成本.随着云计算技术的不断进步,云渲染将能克服自身技术上的缺陷,正朝着可靠性更高、渲染速度更快的方向发展.     

一种软件过程复用的价值模型分析方法

 为了使软件组织通过软件过程复用快速而高效地建立软件过程模型,提出了一种软件过程复用的价值模型分析方法,在建立软件过程复用价值Petri网模型的基础上通过对模型中软件过程的执行时间和价值的分析来为软件过程的复用提供价值评估指导和决策支持.     

Lévy过程驱动金融市场中最优资产组合复制策略

用白噪声分析的方法研究了Lévy过程驱动的金融市场.在Gauss白噪声和纯跳Lévy白噪声复合的Lévy白噪声框架下,给出了Clark-Haussmann-Ocone定理.应用此定理,分别在完全信息和部分信息下,用Malliavin导数表示了给定欧式期权的方差最小复制策略的具体形式,进一步用具体函数刻画了市场固有风险.分析结果表明,研究结果更贴近现实中一般的金融市场.     

A two-level hierarchical Markov decision model with considering interaction between levels

Decision in reality often have the characteristic of hierarchy because of the hierarchy of an organization’s structure. In this paper, we propose a two-level hierarchic Markov decision model that considers the interactions of agents in different levels and different time scales of levels. A backward induction algo-rithm is given for the model to solve the optimal policy of finite stage hierarchic decision problem. The proposed model and its algorithm are illustrated with an example about two-level hierar-chical decision problem of infrastructure maintenance. The optimal policy of the example is solved and the impacts of interactions between levels on decision making are analyzed.     

带有随机控制函数的人口数相依的受控分枝过程

考虑了带有随机控制函数的人口数相依的受控分枝过程.在对后代分布及控制函数的适当假设下,给出了过程是否以概率1灭绝的判定准则并建立了适当的规范化序列几乎处处收敛的充分性条件.     

对偶分支过程的遍历及指数遍历性

考虑Markov分支过程的前对偶过程．对偶分支过程,它是一类特殊的具有突变率的人口过程,证明了如果对偶分支过程在满足常返的条件下,它具有遍历及指数遍历性,并给出了该过程的遍历性及指数遍历性的充分必要条件．