正態隨機函數 的英文怎麼說

中文拼音 [zhēngtàisuíjīhánshǔ]
正態隨機函數 英文
normal random function
  • 正 : 正名詞（正月） the first month of the lunar year; the first moon
  • 態 : 名詞1. （形狀; 狀態） form; condition; appearance 2. [物理學] （物質結構的狀態或階段） state 3. [語言學] （一種語法范疇） voice
  • 隨 : Ⅰ動詞1 （跟; 跟隨） follow 2 （順從） comply with; adapt to 3 （任憑; 由著） let （sb do as he li...
  • 機 : machineengine
  • 函 : 名詞1. [書面語] （匣; 封套） case; envelope 2. （信件） letter 3. （姓氏） a surname
  • 數 : 數副詞（屢次） frequently; repeatedly
  • 隨機 : random stochasticrandom
  • 函數 : [數學] function函數計算機 function computer; 函數計算器 function calculator; 函數運算 functional operation
  1. In chapter two, under non - lipschitz condition, the existence and uniqueness of the solution of the second kind of bsde is researched, based on it, the stability of the solution is proved ; in chapter three, under non - lipschitz condition, the comparison theorem of the solution of the second kind of bsde is proved and using the monotone iterative technique, the existence of minimal and maximal solution is constructively proved ; in chapter four, on the base of above results, we get some results of the second kind of bsde which partly decouple with sde ( fbsde ), which include that the solution of the bsde is continuous in the initial value of sde and the application to optimal control and dynamic programming. at the end of this section, the character of the corresponding utility function has been discussed, e. g monotonicity, concavity and risk aversion ; in chapter 5, for the first land of bsde, using the monotone iterative technique, the existence of minimal and maximal solution is proved and other characters and applications to utility function are studied

    首先，第二章在非lipschitz條件下，研究了第二類方程的解的存在唯一性問題，在此基礎上，又證明了解的穩定性；第三章在非lipschitz條件下，證明了第二類bsde解的比較定理，並在此基礎上，利用單調迭代的方法，構造性證明了最大、最小解的存在性；第四章在以上的一些理論基礎之上，得到了相應的與第二類倒向隨機微分方程耦合的正倒向隨機微分方程系統的一些結果，主要包括倒向隨機微分方程的解關于正向隨機微分方程的初值是具有連續性的，得到了最優控制和動態規劃的一些結果，在這一章的最後還討論了相應的效用函數的性質，如，效用函數的單調性、凹性以及風險規避性等;第五章，針對第一類倒向隨機微分方程，運用單調迭代方法，證明了最大和最小解的存在性，並研究了解的其它性質及在效用函數上的應用。
  2. Through the i 、 q component of ipix radar sea clutter data " s histogram analyses and by skewness and kurtosis computed, it is been shown that sea clutter amplitude is not rayleigh distribution ; through the comparison of amplitude histogram and distributed models with the same parameters, it is been shown that hh polarization clutter is lognormal distribution, whereas vv polarization is k - distribution ; at the same time the correlation function and power spectrum density are been analyzed, at last the correlation compound k - distribution stochastic sequences whose covariance matrix is been given are been generated through sirp algorithm

    文中先介紹了海雜波幅度的有關模型，通過對ipix雷達海雜波數據的i 、 q分量的直方圖以及傾斜度和峰度進行了分析和計算，證明了海雜波幅度不服從瑞利分佈;使用幅度直方圖和相同參數下的各種分佈模型進行比較，得出hh極化符合對數正態分佈，而vv極化服從k -分佈的結論;同時對海雜波的相關函數和功率譜進行了分析，最後使用sirp演算法產生了給定協方差矩陣的相關復合k -分佈隨機序列。
  3. This thesis suggests a process considered minimizes the population size as similar individuals occur in the fitter members of the population, which helps reduce the execution times for ga by removing the redundancy associated with the saturation effect found in the later generation. this thesis uses a method that adds dynamic penalty terms to the fitness function according to the optimal degree of solutions, so as to create a gradient toward a feasible suboptimal or even optimal solutions. on the basis of the difference of the biggest and the smallest of fitness of individual, modifying the fitness function in order to convergence is a satisfaction

    動態調節種群大小，去掉遺傳演算法在迭代後期搜索產生的過多相似個體，達到減少計算時間的目的；按照解的優劣程度給適應度函數增加一個在ga搜索過程中動態改變的可變罰函數，給搜索最優解創造一個梯度，使遺傳演算法收斂到可行的較優解或最優解；根據適應度值最大和最小個體的差修正適應度函數，使適應度函數值適中不容易造成收斂太快、局部收斂或根本不收斂而變成隨機搜索；為了避免「近親繁殖」採用競爭擇優的交叉操作；利用并行遺傳演算法的思想，提出一種自適應多子種群進化策略；提出人口汰新政策來解決類似甚至相同的個體的情況發生。
  4. Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources, by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory, this paper, under the conditions that the risk - free rate r is constant or ito stochasitic process, successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process, derivats counterpart partial differential equation of option pricing. the outcome states : 1. when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function, this amendment on the lognormal distribution model does not improve the option price, because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2. 14 )

    本文基於股價符合波動源模型的假設，綜合運用隨機微分理論等數學原理和無套利理論等金融理論，依此對短期收益率函數為分段階梯函數和possion跳躍過程的股價波動源模型分別在無風險利率是常數和隨機過程的條件下作了期權定價，推導出了相應的期權定價偏微分方程，結果表明： 1 、由異常波動源帶來的短期收益率函數是分段階梯函數時，這種對股價對數正態分佈模型的修正不能改善期權價格，因為基於這種模型的期權定價偏微分方程與基於股價對數正態分佈模型的期權定價偏微分方程完全相同（見方程2 . 14 ） 。
  5. The models of the stock price fluctuation is a mathematics model discribing the fluctuation of the stock price, it is all along the question financial scholars research over a long period of time, the models existing at present are mainly the model of randonm walk and the model of lognormal distribution etc. economists analyse the two models by authentic proof, which indicates that this two models do not fully qualify the actual stock market. in view of the above - mentioned facts, at the time some scholar have studied a new model of the stock price that even conforms to the actual stock market - that is the model of lognormal distribution

    股票價格波動模型是用於描述股票價格波動的數學模型，一直是金融學者們長期研究的問題。目前存在的模型主要有隨機遊走模型、對數正態模型等，鑒于股價波動的隨機遊走模型和對數正態模型均經過實證分析，表明不完全符合現實的股票市場，目前理論研究者提出一種更符合實際股票市場的股價模型-股價波動源模型（文[ 5 ]的作者將股價異常變化帶來的短期收益率函數附加在幾何brown運動上，推廣了對數正態模型）及研究出了另一種混合形式下（見文[ 15 ] ）的期權定價方程。
  6. With the development of the electrical power enterprise and computer technology, it is important to design a highly efficient ， better maintainable and graphic interface based software package for power system analysis and computing in the paper ， the author put forward a kind of new sensitivity analytical method which take into account load characteristic to fix on the weak bus, and with example to prove the exactness of the algorithm ; developed the visual electrical power system analysis and computing and graphic sporting system, the software package was developed by using the idea of object oriented programming ， the method of class ' s inheritance ， polymorphism and virtual function, and set up equipment - chart element - the interreaction between class this make it easy to expand, maintain and replant

    隨著電力事業和計算機技術的發展，研製高效率、可維護性強、具有良好用戶界面的圖形化計算分析軟體成為電力系統分析計算研究的重要任務之一。本文提出了一種計及負荷特性的靈敏度分析方法來對薄弱母線進行確定，並用算例驗證了演算法的正確性；開發了圖形化的電力系統分析計算軟體和圖形支持系統，該軟體完全採用面向對象的設計方法，充分利用了類的繼承、多態性質和虛函數的方法，建立起設備圖元類之間的相互關系，使軟體具有高度的開放性、可維護性、可移植性。
  7. Let be a sequence of independent and identically distributed random variables ， with mean and variance. while the distribution function is unknown ， and is large ， then is a normal approximation distribution

    3設相互獨立的隨機變量服從同一分佈，已知均值為，方差為.單分佈函數未知，當充分大時，近似服從正態分佈
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