Chapter 1 summarizes some basic concepts , mainly some basic definitions , properties and some basic relations in continuous - time markov chains and all kind of mixing sequences 第一章是绪论及介绍一些基本概念,主要是标准马尔可夫过程及各种混合序列、各种收敛性的一些基本定义、性质和一些基本关系。
Dynamic fault tree combines the advantages of both fault tree and markov model . dynamic fault tree is modularized into independent static sub trees and independent dynamic sub trees , then solved by bdd and markov model separately 该方法首先将动态故障树模块化,得到独立的静态子树和动态子树,再分别用二元决策图法和马尔可夫过程方法求解。
Dynamic fault tree exploits the relative advantages of both fault tree and markov model . dynamic fault tree is modularized into independent static subtrees and independent dynamic subtrees , then solved by bdd and markov model separately 该方法首先将动态故障树进行模块化,得到独立的静态子树和动态子树,再分别用二元决断图法和马尔可夫过程方法求解。
Markov decision process , in short mdp , is also called sequential stochastic optimization stochastic optimum control . the controlled markov process or stochastic dynamic programming is the theory on stochastic sequential decision 马尔可夫决策过程( markovdecisionprocesses ,简称mdp ,又称序贯随机最优化、随机最优控制、受控的马尔可夫过程或随机动态规划)是研究随机序贯决策的问题的理论。
Markov model can be used to analyze reliability of dynamic system . however , because the size of state space will increasing exponentially as the size of system augments , the construction and solution of markov model are tedious and error prone , even can not be used 马尔可夫过程模型是动态系统可靠性分析中一种常用方法,但其状态空间的规模随系统规模增大而呈指数增长,导致马尔可夫模型的建立和求解非常繁琐,有时甚至由于运算量太大而无法使用。
According to markov process , a general model for call flow in hcs is introduced , which is utilized to compare different call - overflow schemes . the analysis shows that bidirectional call - overflow scheme can lead to the lowest call blocking probability and the lowest handoff failure probability 基于马尔可夫过程提出了分析hcs中呼叫流的通用模型,并利用它比较了不同呼叫溢出方案(无呼叫溢出、单向呼叫溢出、双向呼叫溢出方案)对hcs系统性能的影响。
The markov chains ' analysis results show that the expected casualty of the former form is the same as one of the latter form at unknown or infinite mine - field boundary , the expected casualty of the former form is less than one of the latter form at known or finite mine - field boundary 根据马尔可夫过程理论的分析,可以比较出2种清扫模式下扫雷艇期望损失在雷区边界未知或无限时是相同的,而对边界已知的有限雷区,边缘渐进模式的期望损失比中心航道模式小。
In the study of environment model - based processing , the thesis presents a signal enhancement method based on combination of the ocean acoustic propagation , measurement system and noise models . furthermore , a signal enhancement algorithm is developed on the basis of the model - based identifer ( mbid ) implemented by the the augmented gauss - markov process and corrsponding extended kalman filter 本文通过了对模基信号处理实现信号增强的理论研究,提出了一种利用传播模型、噪声模型和阵测量模型、并注重环境信息来实现水声信号增强的方法,继而实现了基于增广高斯?马尔可夫过程和相应的扩展卡尔曼滤波联合的模基辨识器的信号增强算法。
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 第二章介绍了经典风险模型,其中用逐段决定马尔可夫过程理论及补充变量技巧,使一类风险模型的盈余过程成为齐次强马尔可夫过程。第三章作为本文的主体部分,在索赔到达间隔服从亏时几何分布的连续时间风险模型中,索赔额分布为一般分布,它的破产概率可以利用pdmp中的广义生成算子得出鞅,通过调节系数的选择以及在相应测度下的测度变换,使得破产概率的一般解可以表示出来。