简介:地质灾害发生频数的有效预测有着重要价值。基于灰色理论,将GM(1,1)或修正GM(1,1)模型与灰色状态Markov链模型结合起来。建立地质灾害发生频数预测模型。用2005-2009年我国季度和年发生地质灾害频数进行实例分析,并进行了预测。结果表明:预测结果具有一定参考价值,模型预测是有效的,特别是短期预测效果较好.该方法为地质灾害预测提供了一种方法。
简介:GivenanewDouble-MarkovriskmodelDM=(μ,Q,ν,H;Y,Z)andDouble-MarkovriskprocessU={U(t),t≥0}.Theruinorsurvivalproblemisaddressed.Equationswhichthesurvivalprobabilitysatisfiedandtheformulasofcalculatingsurvivalprobabilityareobtained.Recursionformulasofcalculatingthesurvivalprobabilityandanalyticexpressionofrecursionitemsareobtained.TheconclusionsareexpressedbyQmatrixforaMarkovchainandtransitionprobabilitiesforanotherMarkovChain.
简介:InthispaperareversibleMarkovprocessasachemicalpolymersreactionoftwotypesofmonomersisdefined.Byanalyzingthepartitionfunctionsoftheprocessweobtainthreedifferentdistributionsoftheaveragemolecularweight,dependingofthevalueofstrengthofthefragmentationreaction,andprovethatagelationoftheprocesswilloccurinthethermodynamiclimit.
简介:TheauthorpresentssomestraightforwardproofsfortwocomparisontheoremsforGreenfunctionsofMarkovchains,whichslightlyimprovethepreviousresultsbyVaropoulos,DurrettandYanandChen.ArecentresultbyRogersandWilliamsaboutinstantaneousMarkovchainsisalsoimprovedbyusingthesameidea.
简介:<正>Inthispaper.wegivecharacterizationsofNashinequalitiesforbirth-deathprocessanddiffusionprocessontheline.Asaby-product.weprovethatfortheseprocesses.transienceimpliesthatthesemigroupsP(t)decayas‖P(t)‖1--x≤Ct-1.SufficientconditionsforgeneralMsrkovchainsarealsoobtained.
简介:1.IntrodnctionTheweightedMarkovdecisionprocesses(MDP’s)havebeenextensivelystudiedsince1980’s,seeforinstance,[1-6]andsoon.ThetheoryofweightedMDP’swithperturbedtransitionprobabilitiesappearstohavebeenmentionedonlyin[7].Thispaperwilldiscussthemodelsofwe...
简介:Weraiseandpartlyanswerthequestion:whetherthereexistsaMarkovsystemwithrespecttowhichthezerosoftheChebyshevpolynomialsaredense,butthemaximumlengthofazerofreeintervalofthenthChebyshevpolynomialdoesnottendstozero.Wealsodrawtheconclu-tionthataMarkovsystem,underanadditionalassumption,isdenseifandonlyifthemaxi-mumlengthofazerofreeintervalofthenthassociatedChebyshevpolynomialtendstozero.
简介:在这篇论文,我们考虑Markov进程(X~∈(t),Z~∈(t))相应于有小参数∈的一个微弱地联合的椭圆形的PDE系统>0。我们首先证明那(X~∈(t),Z~∈(t))由联合方法有Feller连续性,然后证明那(X~∈(t),Z~∈t))由收养的Lyapunov不平等有不变的措施μ~∈(·)。最后,当小参数∈趋于到零,我们为μ~∈(·)建立一个大偏差原则。
简介:SupposethatCisafinitecollectionofpatterns.ObserveaMarkovchainuntiloneofthepatternsinCoccursasarun.Thistimeisdenotedbyτ.Inthispaper,weaimtogiveaneasywaytocalculatethemeanwaitingtimeE(τ)andthestoppingprobabilitiesP(τ=τA)withA∈C,whereτAisthewaitingtimeuntilthepatternAappearsasarun.
简介:Inordertoovercomethedisadvantagesoflowaccuracyrate,highcomplexityandpoorrobustnesstoimagenoiseinmanytraditionalalgorithmsofcloudimagedetection,thispaperproposedanovelalgorithmonthebasisofMarkovRandomField(MRF)modeling.Thispaperfirstdefinedalgorithmmodelandderivedthecorefactorsaffectingtheperformanceofthealgorithm,andthen,thesolvingofthisalgorithmwasobtainedbytheuseofBeliefPropagation(BP)algorithmandIteratedConditionalModes(ICM)algorithm.Finally,experimentsindicatethatthisalgorithmforthecloudimagedetectionhashigheraverageaccuracyratewhichisabout98.76%andtheaverageresultcanalsoreach96.92%fordifferenttypeofimagenoise.
简介:Regimeswitching,whichisdescribedbyaMarkovchain,isintroducedinaMarkovcopulamodel.Weprovethatthemarginals(X,H~i),i=1,2,3oftheMarkovcopulamodel(X,H)arestillMarkovprocessesandhavemartingaleproperty.Inthisproposedmodel,apricingformulaofcreditdefaultswap(CDS)withbilateralcounterpartyriskisderived.更多还原