markovian process 中文意思是什麼
markovian process
解釋
馬爾可夫過程:一種隨機過程,亦稱無後效過程-
In chapter 1, we briefly reviewed the risk theory and its development. and the significance about this paper was expressed. in chapter 2, we introduced classical risk model. in which, making this risk process into a strong markovian process is the preparation of deriving the main results. chapter 3 is the main body of the paper, we derived the results about general ruin probability in a kind of continuous time risk model with deficit - time geometry distribution of claim inter - occurrence time. the martingale approach is a good procedure to get the expression of ruin probability about a class of continuous time risk models with deficit - time geometry distribution of claim inter - occurrence time. we also take advantage of change of measure idea from it
第二章介紹了經典風險模型，其中用逐段決定馬爾可夫過程理論及補充變量技巧，使一類風險模型的盈餘過程成為齊次強馬爾可夫過程。第三章作為本文的主體部分，在索賠到達間隔服從虧時幾何分佈的連續時間風險模型中，索賠額分佈為一般分佈，它的破產概率可以利用pdmp中的廣義生成運算元得出鞅，通過調節系數的選擇以及在相應測度下的測度變換，使得破產概率的一般解可以表示出來。 -
We get the probability distribution of the population by the theory and method of markovian process, and discuss the model coefficients influencing on subsistence of a population
利用馬爾可夫過程的理論和方法，得到生物種群數量變化的概率分佈，最後討論了各模型參數的變化對生物種群生存的影響。 -
Integral equation of the ruin probability of a markovian risk process
馬氏風險模型破產概率的積分方程 -
First, using the scale - invariant property of multiscale model, i. e. markovian among scales, a method of qth - order tree - based for multiscale representation of a class of 1 - d stochastic process is presented. the multiscale stochastic model is established. the representation forms of parameter matrices, such as, the state transition matrix, the disturbance matrix, the initial state and the corresponding covariance matrix are deduced in detail
本文在已有工作的基礎上，開展了以下幾個方面的研究工作： 1 、根據多尺度模型尺度不變性，即利用尺度間的markov性，給出了一類1 - d隨機過程基於一般q階樹的多尺度表示方法，建立了相應的多尺度動態模型，詳細推導了多尺度模型中的狀態轉移陣、擾動陣、初始狀態和相應的協方差陣，並通過計算機模擬給出了不同階樹的多尺度采樣路徑。
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