简介:本文主要在原有的G/G/1排队系统的模型中,引入“成批”到达的概念,引入一次到达人数的随机变量ξ,讨论忙期闲期有关的情况.并通过对模型的讨论解决了带有选择的排队过程的分布情况.
简介:在网络安全态势评估方法中,基于隐Markov模型的评估方法能较准确的反映网络安全状态的变化。但模型建立过程中,观测序列与转移矩阵难以科学地赋值,直接影响模型的准确性和有效性。针对上述挑战,本文提出了连续状态隐Markov模型的网络安全态势评估方法,首先,将安全状态空间划分为若干个有序状态,新获得的报警信息最优化的匹配已划分的有序状态作为观测序列;其次,基于划分的有序状态,将网络安全下一时间间隔可能处于的连续状态作为状态空间建立状态转移矩阵,从而有效降低转移矩阵维度,减少计算量的同时也更加突出地反映了网络的状态变化。最后,通过仿真实验分析,本文提出的模型建立方法更加合理地反映网络安全态势变化。
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:摘要目的了解我国老年人无失能期望寿命(DFLE)现状及其影响因素和影响程度。方法利用中国老年人口健康长寿调查研究2011-2018年数据,采用多状态Markov模型和微观仿真法计算我国≥65岁老年人的期望寿命(LE)、DFLE、DFLE占比(DFLE/LE)及危险因素所致的DFLE损失,利用Bootstrap法估计95%CI。结果我国≥65岁老年人DFLE为14.27(95%CI:13.85~14.74)年,女性高于男性,经济状况较好者高于经济状况较差者;DFLE/LE为86.33%(95%CI:85.52%~87.18%),男性高于女性,农村高于城镇。未定期体检、蔬菜水果摄入不足、吸烟和压力分别造成男性0.74、0.41、0.62、0.12年和女性0.82、0.42、0.19、0.20年的DFLE损失。消除以上4种危险因素,可使我国男女性老年人的DFLE分别增长1.73年和1.45年。结论提高我国老年人DFLE应重点关注男性、经济状况较差的人群。促进老年人定期体检和足量的蔬菜水果摄入、禁烟、缓解老年人压力等措施可提高我国老年人的DFLE。
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