关于Reich的公开问题

设E是具有一致G -可微范数的实Banach空间 ,D是E的非空闭凸子集 ,T :D→D是非扩张映象 ,F(T)非空。设 {αn} ,{ βn}是 [0 ,1]中满足一定条件的两个序列 ,定义压缩映象St:D→D为 :St(z) =(1-t)x tTz , x ,z∈D , n≥ 1,t∈ (0 ,1) .设zt 是St 的唯一不动点 ,若当t→ 1-时 ,{zt}强收敛于某点z∈F(T) .那么 ,Reich序列 {xn}强收敛于某点z∈F(T) .     

二阶矩模糊随机过程的均方极限

给出了二阶矩模糊随机过程均方极限的两种定义,证明了这两种定义的等价性,并讨论了二阶矩模糊随机过程均方极限的性质。     

集值拟终下鞅的收敛性与Riesz分解

本文在X^＊可分的条件下证明了集值拟终下鞅在弱收敛意义下的收敛定理,同时给出了如下集值拟终下鞅的Riesz分解定理：设{Fn,n≥1}包含Lc（X）为集值拟终下鞅,且满足（i）E｜｜Fτ｜｜I（τ〈∞）〈∞,偏dτ∈T,（ii）{｜｜Fn｜｜,n≥1}一致可积,则以下两条等价：（1）{Fn,n≥1}可Riesz分解; （2）Vn≥1,Fn关于E（F｜Bn）（n≥1）位似,其中Fn→w F。     

凸度量空间中广义拟-压缩映象的不动点的逼近问题

设 (E ,d ,W )是完备的凸度量空间 ,T :E→E是广义拟—压缩映象 ,{xn}为T的带误差项的Ishikawa迭代序列。则 {xn}收敛于T的唯一的不动点 p∈E。     

最小、最大广义最优停止规则的特征

设(X_n,F_n)_1~∞是适应的报酬序列,(γ_n)是相应的snell 包,(A_n)是(γ_n)的Doob-Meyer 分解中零初值的可料增过程。本文继J.Klass 的研究证明了σ_1=inf{K≥1:X_k≥γ_k}是最小半最优的且是最大严格正则的广义规则,而K_0=sup{n≥0:A_n=0}<∞是最大正则的广义规则,从而得出了广义最优规则唯一性的另一表述。     

关于半鞅向量随机积分的两个结果

首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q相似文献   

一类随机差分方程的解序列的最优停止规则

设报酬序列{x_(?),(?),n≥0}满足随机差分方程x_(n+1)=x_n+a_n+b_nε_(n+1)(ε_1,ε_2,…为白噪声序列)。本文讨论了用有限情形{x_n,0≤n≤N}的Snell包逼近无限情形{x_n,n≥0)的Snell包的条件,得到了x_n=E(x_n|(?))((?)=σ{ε_0,ε_1,…,ε_n},ε_0=0)的Snell包r_n的分解形式和最优停时存在的条件。最后讨论了最优停止规则的迭代计算法,并得出了迭代过程在有限步停止的充分条件。     

N—指标Poisson过程的鞅刻画

本文给出了N—指标Poisson过程的鞅刻画,并讨论了这种过程的强Markov性.N—指标随机过程(Pt)t∈R_ ~N为Poisson过程的充要条件是(Pt—λmultiply from i=1 to N(t_i))t∈R_ ~N为N—指标鞅,其中t=(t_1,t_2,…,t_N).     

关于star—cyclic正规算子的一个等价命题

J.B.Conway(1985)在A Course in Functional Analysis.New York Springer-Verlag.(1985)中IX.3中给出了star-cyclic正规算子的一个特性.即当N为star-cyclic正规算子,且λ∈σp(N)时,dimKer(N-λ)=1.本文证明了在复可分无穷维的Hilbert空间中正规算子为diagonalizable时,该性质和star-cyclic正规算子是等价的.     

遗传σ-有界亚紧空间的Tychonoff乘积

讨论了较仿紧空间更弱的遗传σ 有界亚紧空间,给出了遗传σ 有界亚紧空间的三个等价刻划,并得到了遗传σ 有界亚紧空间的两个乘积定理:若空间Y 有一个σ 点有界基,则 X×Y是遗传σ 有界亚紧的当且仅当X 是遗传σ 有界亚紧的;X=∏i∈ωXi 是遗传σ 有界亚紧的当且仅当 α∈[ω]<ω,∏i∈αXi 是遗传σ 有界亚紧的.     

The dynamic and stochastic knapsack Problem with homogeneous‐sized items and postponement options

This article generalizes the dynamic and stochastic knapsack problem by allowing the decision‐maker to postpone the accept/reject decision for an item and maintain a queue of waiting items to be considered later. Postponed decisions are penalized with delay costs, while idle capacity incurs a holding cost. This generalization addresses applications where requests of scarce resources can be delayed, for example, dispatching in logistics and allocation of funding to investments. We model the problem as a Markov decision process and analyze it through dynamic programming. We show that the optimal policy with homogeneous‐sized items possesses a bithreshold structure, despite the high dimensionality of the decision space. Finally, the value (or price) of postponement is illustrated through numerical examples. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 267–292, 2015     

Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Properties of the geometric and related processes

Some properties of the geometric process are studied along with those of a related process which we propose to call the α‐series process. It is shown that the expected number of counts at an arbitrary time does not exist for the decreasing geometric process. The decreasing version of the α‐series process does have a finite expected number of counts, under certain conditions. This process also has the same advantages of tractability as the geometric process; it exhibits some properties which may make it a useful complement to the increasing geometric process. In addition, it may be fit to observed data as easily as the geometric process. Applications in reliability and stochastic scheduling are considered in order to demonstrate the versatility of the alternative model. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

基于Neumann谱和PM谱的海浪感应磁场能量分布计算

结合前人在海浪功率谱以及海浪产生磁场两方面的研究 ,求出了海浪 磁场系统的传递函数 ,分析了该系统的性质 ,并利用该传递函数和Neumann谱、PM谱计算了磁场功率谱 ;在此基础上 ,根据实际观测我国海区的海浪高度 周期分布 ,求解海浪分布参数 ,模拟实际的海浪过程 ,求出了实际情况下的海浪感应磁场功率谱 ,并分析了其特性 .     

一种基于估计熵的自适应模糊滤波器及其在箭遥信号处理中的仿真应用

介绍了一种基于估计熵的自适应模糊滤波器 ,并将其应用于宽带噪声中火箭遥测速变信号的数字滤波。讨论了自适应模糊滤波算法 ,给出了应用实验结果。分析和实验表明 ,这种新型滤波器能根据信号的复杂程度自动调节其参数 ,对宽带噪声中非平稳随机信号有较好的滤波效果     

FUZZY ALGORITHM FOR RADAR SIGNAL PROCESSING

ＦＵＺＺＹＡＬＧＯＲＩＴＨＭＦＯＲＲＡＤＡＲＳＩＧＮＡＬＰＲＯＣＥＳＳＩＮＧＺｈｕａｎｇＺｈａｏｗｅｎ;ＧｕｏＧｕｉｒｏｎｇ（ＤｅｐａｒｔｍｅｎｔｏｆＥｌｅｃｔｒｏｎｉｃＥｎｇｉｎｅｅｒｉｎｇ,ＮＵＤＴ,Ｃｈａｎｇｓｈａ,４１００７３）Ａｂｓｔｒａｃ...     

Using a birth‐and‐death process to estimate the steady‐state distribution of a periodic queue

If the number of customers in a queueing system as a function of time has a proper limiting steady‐state distribution, then that steady‐state distribution can be estimated from system data by fitting a general stationary birth‐and‐death (BD) process model to the data and solving for its steady‐state distribution using the familiar local‐balance steady‐state equation for BD processes, even if the actual process is not a BD process. We show that this indirect way to estimate the steady‐state distribution can be effective for periodic queues, because the fitted birth and death rates often have special structure allowing them to be estimated efficiently by fitting parametric functions with only a few parameters, for example, 2. We focus on the multiserver M_t/GI/s queue with a nonhomogeneous Poisson arrival process having a periodic time‐varying rate function. We establish properties of its steady‐state distribution and fitted BD rates. We also show that the fitted BD rates can be a useful diagnostic tool to see if an M_t/GI/s model is appropriate for a complex queueing system. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 664–685, 2015     

采用随机几何工具的终端直通通信接入控制方法

针对现有具备终端直通（Device-to-Device, D2D）功能的蜂窝网络的干扰管理问题,提出一种新型的采用随机几何工具的D2D通信接入控制方法。利用随机过程理论以及随机几何工具建立模型分析邻近基站和D2D通信对蜂窝通信的影响,并推导蜂窝业务接入失败概率表达式。基于该表达式能够计算网络允许的最大D2D用户密度,辅助D2D通信接入控制实现干扰管理。仿真证明基于所提数值计算方法获得的估计结果与蒙特卡洛仿真结果相符,且通过合理限制D2D用户密度和D2D用户发射功率可满足指定的蜂窝业务接入失败概率要求。     

具有随机扰动的SISV模型的解的渐近性态

研究一类具有两种随机扰动的SISV传染病模型．对于第一种随机SISV模型,证明对任给的非负初值,该随机模型一定存在唯一的全局正解,并讨论该随机模型的解围绕确定性模型的无病平衡点的渐近行为;对于第二种随机SISV模型,通过构造适当的Lyapunov泛函证明该随机模型的解是随机渐近稳定的．