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国家自然科学基金(60572126)

作品数:9 被引量:6H指数:2
相关作者:王汉兴严玉英粟旭徐灵玲汪洁瑾更多>>
相关机构:上海大学上海立信会计学院嘉兴学院更多>>
发文基金:国家自然科学基金更多>>
相关领域:理学经济管理自动化与计算机技术生物学更多>>

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Finite family trees of continuous time birth and death processes for evaluating the transmitting speed of information on communication networks
2007年
A finite random graph generated by continuous time birth and death processes with exponentially distributed waiting times was investigated, which is similar to a communication network in daily life. The vertices are the living particles, and directed edges go from mothers to daughters. The size of the communication network was studied. Furthermore, the probability of successfully connecting senders with receivers and the transmitting speed of information were obtained.
马驰王汉兴
带常利率的离散时间风险模型的破产概率被引量:2
2008年
本文研究带常利率的离散时间的风险模型,得出了保险公司最终破产概率的一个近似解.给出了估计破产概率的上下界的表达式,并得到近似解的误差估计值.最后将结果应用到当保费服从指数分布这一特殊情况.
严玉英王汉兴汪洁瑾
关键词:利率破产概率
一类随机图的演化(英文)
2006年
定义一随机图过程:如果图Gt-1不是完全图时,图Gt分别以概率p和q加一个点和一条有向边;如果图Gt-1是完全图时,则以概率1加一个点.研究图Gt顶点和边的概率分布以及当顶点数固定时,边数的期望界值估计.
王汉兴马驰
关键词:运筹学完全图矩母函数
Risk-sensitive reinforcement learning algorithms with generalized average criterion
2007年
A new algorithm is proposed, which immolates the optimality of control policies potentially to obtain the robnsticity of solutions. The robnsticity of solutions maybe becomes a very important property for a learning system when there exists non-matching between theory models and practical physical system, or the practical system is not static, or the availability of a control action changes along with the variety of time. The main contribution is that a set of approximation algorithms and their convergence results are given. A generalized average operator instead of the general optimal operator max (or rain) is applied to study a class of important learning algorithms, dynamic prOgramming algorithms, and discuss their convergences from theoretic point of view. The purpose for this research is to improve the robnsticity of reinforcement learning algorithms theoretically.
殷苌茗王汉兴赵飞
Average flooding distance for MANETs in random graph models with spatial reuse
2007年
The flooding distance is an important parameter in the design and evaluation of a routing protocol, which is related not only to the delay time in the route discovery, but also to the stability and reliability of the route. In this paper, the average flooding distance (AFD) for a mobile ad hoc network (MANET) in a random graph model was given based on the dynamic source routing (DSR) protocol. The influence of spatial reuse on the AFD was also studied. Compared with that in the model without the spatial reuse, the AFD in the model with the spatial reuse has much smaller value, when the connetivity probability between nodes in the network is small and when the number of reused times is large. This means that the route discovery with the spatial reuse is much more effective.
胡细王汉兴赵飞
Analysis of reactive routing protocols for mobile ad hoc networks in Markov models被引量:1
2007年
Mobile ad hoc networks (MANETs) have become a hot issue in the area of wireless networks for their non-infrastructure and mobile features. In this paper, a MANET is modeled so that the length of each link in the network is considered as a birthdeath process and the space is reused for n times in the flooding process, which is named as an n-spatiai reuse birth-death model (n-SRBDM). We analyze the performance of the network under the dynamic source routing protocol (DSR) which is a famous reactive routing protocol. Some performance parameters of the route discovery are studied such as the probability distribution and the expectation of the flooding distance, the probability that a route is discovered by a query packet with a hop limit, the probability that a request packet finds a τ-time-valid route or a symmetric-valid route, and the average time needed to discover a valid route. For the route maintenance, some parameters are introduced and studied such as the average frequency of route recovery and the average time of a route to be valid. We compare the two models with spatial reuse and without spatial reuse by evaluating these parameters. It is shown that the spatial reuse model is much more effective in routing.
王汉兴胡细方建超贾维嘉
α-混合随机序列最近邻密度估计的强相合收敛速度被引量:1
2008年
设{X_i)_(i=1)~∞是一维平稳序列,具有公共的未知密度f(x),在(X_i)_(i=1)~∞是α-混合的条件下,给出了f(x)基于前n个观测值{X_i)_(i=1)~n的最近邻密度估计的强相合收敛速度,当f(x)满足适当条件,收敛速度可达到o(n^(-1/3)(ln n)^(4(1+ρ)/3))).
唐林俊郑中团
关键词:Α-混合最近邻密度估计
相关随机利率下的双二项模型的破产概率被引量:2
2007年
研究带有相关随机利率的双二项风险模型,得到了破产概率的积分表达式,并利用鞅分析的方法得到了破产概率的经典Lundberg上界,另外给出了一个破产概率的比经典Lundberg上界更精确的上界.
徐灵玲王汉兴粟旭
关键词:最终破产概率LUNDBERG不等式
Ruin probabilities with random rates of interest
2006年
A model was proposed for addressing investment risk of the flee reserve in the form of credit or currency risk. This risk was expressed by a constant amount K ( e. g., securitization) upon an interest-increasing event and a random variable Z representing the recovery rate of a bond or a devaluation factor. The model equation is an integro-differential equation with deviating arguments. The analytical solutions were obtained for the probability of survival as Z is a discrete random variable and as Z is a continuous random variable respectively.
王汉兴万爱华
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