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Stochastic volatility model assumes that the conditional distribution of returns is normal during most of the empirical applications.

SV模型在实际应用中大多都假定以潜在波动为条件的收益的分布是正态的,本文分析并比较了正态SV模型和具有厚尾分布,特别是t分布的SV模型。

According to the data of the analyses,revealed the population of Cryptomeria fortunei exhibited clump distribution pattern,single-dominant community type,sporadic type population structure and is able to natural regenerate...

柳杉种群呈典型的集群分布,并随个体的增大,由集群分布向随机分布发展的趋势,为间歇型的种群结构。通过对天目山柳杉的起源及其更新类型的探讨表明:天目山柳杉林属天然林与人工林共存状态,并可通过幼苗库进行天然更新,但具有机会性和波动性,需林窗和林内倒木等条件。图3表2参25

Through similar simulation test of block top-coal drawing, the influence of coal block size and block position in top coal on the recovery ratio and drawing manner is studied. It is found that the drawing manner has the different adaptation to the top coal which has different block distribution. The caving capacity is mainly decided by the block size. The top-coal which has layer difference of block with the same size has different recovery ratio. It is shown, that, to the given top-coal blocks, the recovery ratio of uniformly mixed blocks is maximal in the manner of drawing at interval of one support.

研究表明,顶煤块体大小是影响顶煤回收效果的主要因素,在顶煤块径一定的条件下,块体层位分布不同是造成顶煤回收率差异的主要原因,研究表明各级块度均匀混合时顶煤回收效果最好,块度从下向上增大分布次之,大块为中位顶煤时回收效果最差;各种放煤方式的适应性不同,各级块度均匀混合的顶煤适合用间隔放煤;块度从下向上增大适合用顺序放煤;大块在顶煤中位分布时,中硬煤以下适合用间隔放煤,硬煤应采用顺序放煤方式。

And with these results, I delve further into the theoretical issues of MSP and the concentration is on a special class of MSP-Doob skeleton processes. Generalized limit distribution, limit distribution of these processes and conditions and the expressions for the existence of invariable measure of such processes are provided. Finally, these new results are then applied to queueing theory, reliability theory and inventory theory. A detailed study of GI/G/1 queuing model, parallel connection system model, water reservoir model and perishable inventory model is discussed. These models have already been investigated to some degree. In particular, as mentioned above, some scholars have already successfully applied the transient behavior theory of MSP to these models and transient distributions of main variables in such models have been obtained. However, the limit behavior has not been addressed. In this thesis, limit behavior of main variables in the above-mentioned models is established.

在这个基础上,对马尔可夫骨架过程的理论进一步进行了探讨,将注意力集中于一类特殊的马尔可夫骨架过程Doob骨架过程,给出了这类过程的广义极限分布、极限分布以及不变测度存在性条件和表达式,并应用这些结论于排队论、可靠性理论和存储论等领域-具体分析了GI/G/1排队论系统模型、并联系统模型、水库储水模型、易腐烂物品库存模型——这些模型都不同程度地被许多学者研究过,特别,如前面提及,已有人成功地应用马尔可夫骨架过程的瞬时性态理论,获得了上述各模型中的主要参量过程的瞬时分布,但是,却并没有探讨它们的极限性态——建立了若干关于上述各模犁的主要参量过程的极限性态的结果。

A mathemetical model of magnetic field in electromagnetic separation of inclusions from molten aluminum under rectangle coil and 50Hz current is presented according to the magnetic vector potential integral equation and the basic theory of magnetohydrodynamics. The magnetic field distribution in the gap of coils is simulated by the model and the actual magnetic field distribution also is measured. The experimental results show that the magnetic field distribution in the gap of coils is uniform and is consistemt with the model simulation. The magnetic field designed accord the simulated result is proved suitable in the practice.

摘 要:根据电磁流体力学的基本理论,利用矢量磁位积分,建立了在采用矩形电磁线圈和工频电源的条件下电磁分离铝熔体中夹杂的电磁场数学模型,模拟计算了电磁感应线圈气隙中的磁场分布状态,同时对制做的感应线圈的实际磁场进行了测量模拟计算磁场的分布状态与实际磁场的测量结果基本一致,都表明在电磁感应线圈气隙中磁场分布均匀,可以进行分离铝熔体中的非金属夹杂。

The interpolation formula can be compiled into standard computer code.

在此,我们首先论述了保单调性的插值方法,根据分布函数的逆函数具有单调性的特点,用保单调的插值曲线去逼近分布函数的逆函数,进而用得到的插值公式进行随机变量的抽样,这样做可以节省抽样的时间,并且在分布函数具有一定的光滑性条件时,插值公式具有比较好的收敛阶。

This project also obtained several limit theorems for some important dependent random variables and stochastic processes, such as the Strassen law of the iterated logarithm for negatively dependent random variables, strong limit theorems for mixing random vectors in Banach spaces, sample path properties for two-parameter fractional Wiener processes, and so on.

随机环境中的随机变量与随机过程的研究在国内外相当活跃,本项目主要研究它们的极限性质,着重研究了随机风景中随机变量与随机过程的极限性质,主要取得了以下几个结果:首先对简单对称的Kesten-Spitzer随机游动在低阶矩的条件下给出了强逼近,大大减弱了前人要求任意阶矩的条件,然后对独立风景中的一般随机变量给出了强逼近的一般性结果,由此导出在风景和随机变量都只具有低阶矩的条件下的独立但不同分布、混合相依变量的强逼近,在只有弱高于二阶矩的条件下得到了重相对数律和弱收敛;给出了连续时间参数的Brown风景中Brown运动和稳定风景中稳定过程的滞后增量和连续模等精确样本轨道性质;同时给出了一些重要的相依随机变量和过程的若干极限定理,如负相关随机变量的Strassen重对数律、抽象空间上混合相依变量的一些强极限定理成立的充分必要条件、两参数分数Wiener过程的样本轨道性质等。

Based on the actual conditions of the 5342 fully mechanized caving face of Wulan Coal Mine, the 3-D distribution of gas in the face is tested by measuring points arrangement in the stereo grid. The isograms of gas distribution of the face are drawn. Gas concentration nadir distribution curve along the working face incline direction is drawn by method of seeking function minimum points. The method of calculating gas emission components ratio of the face by means of the curve is brought forward.

针对乌兰煤矿5342综放工作面的实际条件,采用立体网格状的测点布置,对该工作面瓦斯体积分数三维分布进行了测定,绘出了瓦斯分布等值线图,采用求函数极值点的方法,得出了工作面沿倾向瓦斯体积分数最低点分布曲线,提出了基于瓦斯体积分数最低点分布函数的瓦斯涌出分量比例计算方法。

In the first part of the second chapter,we obtain a equivalent condition of the convolution closure of the extended long-tailed distributions,generalize and improve the corresponding results of Pakes(2004),and then receive a kind of equivalent conditions of convolution-equivalence distributions.In the last part of the second chapter,we prove these results.

本文第二章的前一部分得到了有关广义长尾分布的卷积封闭性的等价条件,推广和改进了Pakes(2004)的一个相应结果,进而得到一类卷积等价分布的等价条件;第二章的后一部分证明了这些结果。

Dead branches or knots in different sizes of tree was studied and different branch development phases of growth,suppression,death and self-pruning was analyzed to evaluate the effect that knot size and distribution impact on timber quality.Branch and knot dynamic models were developed using stand and tree variables.Based on multipleunit stepwise regression method, the individual tree growth model was established using forest and crown factors as the variable. The best taper equation model of Larix olgensis was bucking data of 130 sample trees selected in the studied area.

本研究以不同年龄、不同密度及不同立地条件的落叶松人工林作为研究对象,基于19块标准地中95株标准木的树干解析、枝解析及节子剖析数据,揭示了不同林分条件下林木的枝条数量及在树冠内的空间分布格局、生长发育规律;研究了不同大小树木的死枝和节子大小及其变化规律,分析了枝条的生长、被压、寿命和自然整枝过程,评价了节子大小和分布对木材质量的影响;以林分变量、林木变量和着枝深度等为自变量建立枝条生长和节子大小的动态预测模型;选择林分因子和林木的树冠因子作为竞争因子,用多元逐步回归的方法建立落叶松人工林与距离无关的单木生长模型,并根据研究地区选取的130株造材样木数据,建立了落叶松人工林最佳削度方程。

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Since historical times,England ,where the early inhabitants were Celts, has been conquered three times .

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