隨機模型導論 的英文怎麼說
中文拼音 [suíjīmóxíngdǎolún]
隨機模型導論
英文
introduction to stochastic models- 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
- 模 : 模名詞1. (模子) mould; pattern; matrix 2. (姓氏) a surname
- 導 : 動詞1. (引導) lead; guide 2. (傳導) transmit; conduct 3. (開導) instruct; teach; give guidance to
- 論 : 論名詞(記錄孔子及其門徒的言行的「論語」) the analects of confucius
- 隨機 : random stochasticrandom
- 模型 : 1 (仿製實物) model; pattern 2 (制砂型的工具) mould; pattern3 (模子) model set; mould patter...
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But my focus was specially laid on the decision - making of investment under uncertainty and with competition, i first. extend the basic model of dixit & pindyck ' s by allowing the relevant parameter to be a random variable, then proposed an numerical example to show how to solve this model, i gave the algorithm and did the comparative static analysis, finally i developed a model of duopoly under uncertainty, considering the competition between the firms explicitly, using roa, i calculated the two firm ' s values respectively when they take different roles - to be leader or follower, and then checked the possible equilibriums
本文的重點是考察在同時存在不確定性和競爭的情況下,如何用實物期權的理論估算投資項目的價值,為此,文中發展了兩個模型,第一個模型是對dixit & pindyck的模型的擴展,它通過一個相關的隨機變量來考察競爭對項目價值的影響,但沒有考慮企業間的相互博弈,文中給出了一個例子詳細地說明了該模型的求解並做了敏感性分析;第二個模型是一個不確定情況下的雙寡頭模型,文中給出了用實物期權方法計算的兩企業在處于領導者和跟隨者兩種不同境況時的價值,並將企業間的相互博弈考慮在內,考察了可能的均衡狀態。By end of 1998, the nominal value of derivatives transactions had happened in the official exchange within 5 years increased from 7. 7 trillion u. s. dollars to 13. 5 trillion u. s. dollars, meanwhile, the nominal value of derivative securities ( otc ) increased from 8. 7 trillion u. s. dollars to 51 trillion u. s. dollars, then, the nominal value of unliquidated derivatives was total about 64 trillion u. s. dollars, and the academic field also emerged frontier science borrowing for the financial science, physics financial science, financial engineering, etc. 1973, black and scholes put forward the differential equation that any derivative securities prices based on any non - dividend paying stock must be satisfied, that is black - scholes differential equation
Jamshidian . f在其1989年的文章中推導出零息債券的期權價格。奧托同樣在其1998年的論文中用統計物理學中的路徑積分方法推導出了基於零息債券為基礎的期權定價模型。本文在這些學者研究成果的基礎上,進行了更深層次的研究,在vasicek隨機模型的基礎上,打破上述學者及著名的black - scholes期權定價模型只能求解證券及其衍生產品價格平均值的限制,對零息債券和基於零息債券的期權的價格求解,並推導證券瞬時價格的分佈函數。Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return
在理論分析時,作者嘗試放鬆指數水平滿足隨機遊走過程的假設,推導出指數水平呈線性趨勢的資產組合選擇模型;此外,作者基於資產不可交易這一假設,提出了b股、 h股和非流通股等情形的資產定價模型,並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。In the paper, based on random block theory, a mathematical model is developed for reliability analysis of 3 - dimensional abutment stability against sliding. calculative formulas of reliability analysis are given
本文以隨機塊體理論為基礎,建立了拱壩壩肩三維可靠度分析的計算模型,推導了分析其可靠度的基本公式。Theory of portfolio optimization is an important part of the modern ? nance in - vestment theories, which uses mathematical facilities such as convex analysis, random analysis, nonsmooth analysis, ( nonlinear ) programming etc, combined with the mean - variance method the basic method of modern portfolio theory. by setting up mathe - matical models, discussed the investment rules of ? nance market and o ? ered theoretic guide for investors
投資組合優化理論是現代金融投資理論的重要組成部分,它運用凸分析、隨機分析、非光滑優化、 (非)線性規劃等數學工具,並與現代投資組合理論的基本方法均值方差方法相結合,通過建立數學模型討論金融市場投資規律並為個人或機構投資者提供理論指導。Based on the hydrodynamic energy transport model, the influence of variation of negative junction depth caused by concave depth on the characteristics of deep - sub - micron pmosfet has been studied. the results are explained by the interior physical mechanism and compared with that caused by the source / drain depth. research results indicate that with the increase of negative junction depth ( due to the increase of groove depth ), the threshold voltage increases, the sub - threshold characteristics and the drain current driving capability degrade, and the hot carrier immunity becomes better in deep - sub - micron pmosfet. the short - channel - effect suppression and hot - carrier - effect immunity are better, while the degradation of drain current driving ability is smaller than those with the increase of depth of negative junction caused by source / drain junction shallow. so the variation of concave depth is of great advantage to improve the characteristics of grooved - gate mosfet
基於能量輸運模型對由凹槽深度改變引起的負結深的變化對深亞微米槽柵pmosfet性能的影響進行了分析,對所得結果從器件內部物理機制上進行了討論,最後與由漏源結深變化導致的負結深的改變對器件特性的影響進行了對比.研究結果表明隨著負結深(凹槽深度)的增大,槽柵器件的閾值電壓升高,亞閾斜率退化,漏極驅動能力減弱,器件短溝道效應的抑制更為有效,抗熱載流子性能的提高較大,且器件的漏極驅動能力的退化要比改變結深小.因此,改變槽深加大負結深更有利於器件性能的提高Then a simplified computational modal of damping isolation systems is established for a platform structure, and the relationships between the parameters of isolation layer and structural damping ratio, including their vibration - suppressed effect on the whole structure and the relative displacement of isolation layer are studied, and the simulation analysis under several representative load case of random wave force and earthquake affairs is performed. under random wave force, using complex mode theories, non - classically damp problems considering the interaction between the structure and wave, lying in deepwater, are studied. and the resolution solution of structural response are achieved. the results of calculating and analysing show that adding damping isolation to a jacket is an effective way to reduce vibration for offshore platforms
針對某一典型平臺結構,建立了海洋平臺結構阻尼隔振體系簡化計算模型,進行了波浪荷載工況和地震工況的數值模擬,研究了隔振參數與結構阻尼比的關系以及它們對結構整體和隔振層層間相對位移的控制效果,運用復模態理論研究了位於較深水位的固定式導管架海洋平臺在隨機波浪力作用下考慮結構與波浪相互作用時運動方程中非經典阻尼的解耦問題,獲得了結構響應的解析解。The spot responder system which is the necessary part of ctcs is analyzed in the dissertation and three key technologies of the channel in the responder system are researched. firstly, a new kind of rectangular plate magnetic inductive loop antenna is designed to transmit the power frequency. researching the near field inter - inductive characters, the relationship among the inductive efficiency, the perimeter and the conductor width of the antenna is found out
本文在對ctcs中的點式應答器系統原理及組成進行分析和消化的基礎上,對系統中通道的幾個關鍵技術進行了詳盡的研究,主要分為三個方面: 1 ,提出並研製了新型的片式環形磁感應天線,並對傳輸能量載波的天線的近場互感特性進行了分析,得到互感效率隨天線的周長大小以及導帶寬度的變化規律,並通過計算機模擬和試驗對天線的近場波瓣圖進行了研究;通過分析寬帶匹配技術中的實頻法理論,設計了信號載波天線的寬帶匹配網路。The mainly objective includes two parts : one is to develop the mathematical m odel t o study t he flow m echanism o f 1 iquid i n t he b ed of tbr, and the other is to study the technology and device to distribute the liquid uniformly. in the first part, some theoretical models were established to simulate the distribution of flow rate of liquid, such as discrete model, differential calculus model and stochastic model. but these models are difficult to calculate or ca n ' t lead to good results
在理論模型方面,前人提出了離散模型、微分模型和隨機模型等來模擬液體的徑向和軸向流率分佈,但仍然存在許多問題,往往計算工作量大且常偏離實際情況,本文作者在導師的指導下,參照前人的研究成果,在滴流床的流率分佈中採用了狀態離散、時間離散的markov過程描述了滴流床的流率分佈,結果與實驗值吻合較好。Firstly in this part, computer simulation methodology based on the baecher model for generating network of discrete fractures was presented, which includes the follow details : probability distributions of fracture density, orientation, trace length, size, and aperture and estimation of their statistical parameters ; stochastic models of fracture network ; monte - carlo ' s simulation method ; numerical simulation procedure and technicality. then, boundary element method was used to calculate flow through the generated fractured network. assuming single fracture as a two - dimension inexpressible isotropic porous media, boundary element method equations for flow in single fracture and then in fracture network were derived using the weighted residual method
給出了離散裂隙網路模型所依據的基本假定;發展了基於baecher模型的離散裂隙網路計算機隨機生成技術:詳細地推導了單裂隙滲流和多裂隙相交網路滲流的邊界單元法公式,發展了離散裂隙網路中穩態滲流的邊界元數值技術,並且討論了相關的具體數值技術細節,如角點的處理方法,單元的自動剖分等:描述了混合邊界元?管流模擬方法及其數值實現;研究了裂隙網路的簡化方法,並針對裂隙網路邊界元法的特點提出了一種改進的分塊三角分解法。Numerical simulation on the gas - solid multiphase flow in new type pulverized coal impact rich / lean burner is presented in it. under the guidance of the theory of computer aid test ( cat ), the dissertation uses particle - particle random impact model and the fluctuating - spectrum - random - trajectory ( fsrt ) model to simulate the gas phase flow and the particle phase flow based on the lagrange approach, compared with experimental results, and reaches satisfied efforts
在cat計算機輔助試驗理論的指導下,結合實驗研究,本文採用包括脈動頻譜隨機軌道( fsrt )模型、顆粒和顆粒的隨機碰撞模型等先進的氣固多相流模型,在高濃度氣固多相流動數值模擬這一前沿研究方面得到了很有價值的結果。According to the fluctuating property of wind, on the stochastic vibration finite element theory, some calculation formulas of the response, including the along - wind response and the across - wind response, are obtained, the ideology of the torsion vibration in the double - tower structure and the ideology of the double - tower structure ' s dynamical wind load are also put forward at the same time. by using the stochastic vibration module of the general finite element program, the paper analyses the performance of the wind resistance more deeply and fully, discussing the influence on the double - tower structure from the diversification of the different component. the variance law of dynamic displacement and wind - induced vibration coefficient is derived through analyzing structure stochastic vibration, so is the effect of several parameters on dynamic displacement, acceleration and wind - induced vibration coefficient
從結構風振的基本理論出發,通過對脈動風功率譜的分析,推導了結構風振響應(順、橫風向)的計算公式,同時提出了雙塔結構的扭轉振動和動力風荷載計算的思想,在結合通用有限元程序的隨機振動模塊的情況下,對雙塔結構的抗風性能作了深入、全面研究,探討了雙塔結構構件截面的變化對其抗風性能的影響,同時探討了順風向風速譜的選取、風速、參與計算的振型數、風與結構耦合作用是否考慮等因素對分析結果的影響,比較了規范風振系數的計算與隨機演算法結構的異同,並討論了原因,得出一些有意義的結論。We describe how magnetic fluid ' s inner structure transforms with the time under all kinds of conditions using magnetic dipole model and magnetic chain model. and using effect field theory we analyze the mechanisms of the magnetic particles being chains, change of the chains and reciprocity in chains. so we can make out that the transmissivity varies with the magnetic fluid ' s inner structure
利用磁偶極子模型和磁鏈模型描述了磁性液體在各種條件下內部結構隨時間的變化,並用有效場理論解釋了磁性微粒成鏈,鏈的變化以及鏈間相互作用的機理,從而說明了由於磁性液體內部結構變化導致的光透射率的變化。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 ) 。Thus, we have deeply studied the applications of stochastic theory in protein motor and fhn neuron model, and obtained some important results, especially the opposing role of the amplitude and correlation strength in protein transport, the locked phenomenon in fhn neuron model, the dependence of the effect on initial condition, the phase transition and resonance in globally coupled neuron system
為此,我們對隨機理論在生物馬達蛋白和fhn神經模型上的應用進行了較深入的研究,取得了一些有重要意義的成果,特別是發現:漲落勢的幅值和關聯強度對蛋白輸運起著相反的作用;噪聲誘導fhn神經電位的鎖定現象;噪聲關聯導致雙穩系統對初始狀態的記憶功能;噪聲作用下全局耦合fhn神經網路的共振和相變現象。The thesis takes finance risk as research object which studies up on the theory system, statistic measurement models and policy of china macroscopic finance risk. the author applies lots of data in analyzing and evaluating china macroscopic finance risk from the establishment of market economic system, and tries to explore the discipline and characteristic, then bring forward theoretical source and policy suggestion for the strategic management of national macroscopic finance risk. the main contents is as follows : the first chapter defines risk, finance risk and macroscopic finance risk, then concludes the basic characteristic of macroscopic finance risk, involving the complexity and multiplicity of forming reasons generated latency, accompanying of finance development and severity of educing crisis. finally, it discusses forming mechanism of macroscopic finance risk from three aspects, such as general source, informational source and international background represents following action and gearing utility in the process from risk to crises
本文以宏觀金融風險為研究對象,研究我國宏觀金融風險的理論體系、統計度量模型和政策,運用大量的統計數據對市場經濟體制建立以來我國宏觀金融風險狀況進行了分析和評價,試圖探索我國宏觀金融風險的變化規律和形成原因的特殊性,為國家宏觀金融風險的戰略管理提出理論依據和政策建議。其主要研究內容如下:首先,從風險、金融風險和宏觀金融風險等定義出發,總結了宏觀金融風險形成原因的復雜性和多重性、生成的潛伏性、與金融發展的相隨性和引發危機的嚴重性等基本特徵,從金融風險產生的一般根源、信息根源和國際背景三方面論述了宏觀金融風險形成的機理,最後闡釋了從金融風險到金融危機的傳導機制。And the unbelievable increase happened in the filed of derivatives, the issued financial derivatives in 1996 is totally around 3. 5 trillion u. s. dollars, and among these transactions, about 2. 5 trillion u. s. dollars was otc, and the rest was happened in the official exchange
Vasicek根據vasicek隨機模型推導出零息債券的平均價格,奧托在其1998年的論文中用統計物理學中的路徑積分方法重新推導了基於vasicek隨機模型的零息債券平均價格的定價公式,並得到了相同的結論。1. upon brief reviewing current mathematical and physical models and mechanisms for electrorheological effect, the theoretical analysis of the dielectric relaxation of electrorheological fluids and the frequency - inducing characteristics for electrorheological effect are conducted. based on statistical thermodynamic analysis and osmotic pressure calculating of an electrorheological fluid complex system, phenomenological theory is adopted to evaluated phase reparation characteristics. thus critical factors corresponding to experimental results are introduced
在簡要評述現有電流變效應模型及機理的基礎上,按非均勻介質對雙相復合懸浮液的電流變效應進行理論分析,研究了電流變效應頻率誘導特性;基於復合系統滲透壓的計算,採用統計熱力學唯象理論,討論了電流變效應的相分離特徵,獲得了與實驗吻合的臨界參數;首次將定向滲流模型應用於電流變體臨界體積濃度的分析,得出一個描述電流變流體特徵而不隨外加電場變化的臨界體積百分數為0 . 37 。This paper uses of the actual mechanics form, cantilever bending stiffness is adopted in the mega structure, however shearing stiffness in the sub structure. based on the complex mode theory, this paper gains the expression of dynamical response of the system based the model of municipal no. l building of tokyo city and analyses the affection of the main parameters ( stiffness and damping ) on the two configurations ( sustaining type and hang type ). the results indicate that the rational stiffness of the sub structure can control the deformation of the mega structure perfectly, but the acceleration of the sub structure increases at the same time
本文採用了更接近實際的力學模型,主結構採用彎曲剛度,子結構採用剪切剛度,利用隨機振動復模態理論,推導了巨型框架減振結構的動力響應表達式,並以日本東京市政一號樓為基本模型,討論了巨型框架減振結構兩種結構形式(座承式和懸掛式)的主要參數(剛度和阻尼)對減振效果的影響,結果表明:與普通巨型框架結構相比,減振結構通過合理選擇子結構剛度,可以較好的控制主結構在順風向脈動風作用下的位移響應,從而提高結構的安全性,但與此同時,子結構自身的加速度響應也有了一定程度的提高。Two kinds of mathematical models of the forklift truck in intensive test and their formulas of parameters estimation are established ; thereby the cumulative failure strength function of the forklift truck in intensive test is obtained. the author also applies the related - index - method ( rim ) to verify the analysis results
本文運用隨機過程理論,根據可靠性強化試驗叉車故障數據的特點,建立了可靠性強化試驗叉車的可靠性數學模型,推導了其參數估計公式,從而得到了可靠性強化試驗叉車的累積故障強度函數,並運用相關指數法對分析結果進行了驗證。分享友人