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Brightwell and Winkler introduced the graph parameters warmth and mobility in the context of combinatorial statistical physics. They related both parameters to lower bounds on chromatic number. Here w...
A small probabilistic universal set of starting points for finding roots of complex polynomials by Newton's method
small probabilistic universal set starting points finding roots of complex polynomials Newton's method
2010/12/3
We specify a small set, consisting of O(d(log log d)2) points,that intersects the basins under Newton's method of all roots of all (suitably normalized) complex polynomials of xed degrees d, with arb...
Quasi-randomness of graph balanced cut properties
Quasi-randomness graph balanced cut properties
2010/12/6
Quasi-random graphs can be informally described as graphs whose edge distribution closely
resembles that of a truly random graph of the same edge density. Recently, Shapira and Yuster
proved the fol...
随机环境中的分枝随机游动的若干极限定理
分枝过程 随机环境中的分枝随机游动 依赖于代的分枝随机游动
2011/12/26
假设{Zn;n=0,1,2,…}是一个随机环境中的分枝随机游动(即质点在产生后代的过程中,还作直线上随机游动), ξ ={ξ0,ξ1,ξ2,…} 为环境过程. 记Z(n,x)为落在区间(-∞, x]中的第n代质点的个数,fξn(s)=∑j=0∞ pξn(j)sj 为第n代个体的生成函数, mξn=fξn' (1). 证明了在特定条件下,存在随机序列{tn}使得Z(n,tn)(∏i=0n-1mξi)...
国防科学技术大学概率论与数理统计课件第2章 4连续型随机变量及其密度函数。
国防科学技术大学概率论与数理统计课件第2章 3随机变量的分布函数。
上饶师范学院概率论与数理统计课件第二章离散型随机变量2.6 条件分布与条件数学期望。
A Random Matrix Approach to VARMA Processes
VARMA random matrix theory free random variables Wishart ensemble covariance matrix historical estimation
2010/4/27
We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit whe...
The impact of uncertainties on the pricing of contingent claims
Uncertainty Stochastic Differential Equations Dynamic Hedging Er-ror Theoryusing Dirichlet Forms Bias Bid-AskSpread
2010/4/27
We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techni...
国防科技大学概率论与数理统计课件概率论第3章第1节 二维随机变量。
国防科技大学概率论与数理统计课件概率论第2章第5节 随机变量的函数的分布。
国防科技大学概率论与数理统计课件概率论第1章第2节 样本空间、随机事件。
国防科技大学概率论与数理统计课件概率论第1章 第1节随机试验。
任意分布随机变量抽样的通用算法与程序
通用算法 随机变量 抽样
2009/10/23
本文给出任意单变量离散或连续分布抽样的通用算法与程序．对于离散分布,将根据其分布率从三个算法(逆变换、罐子法和别名法)中自动选出最合适的一个．在连续分布场合,使用如下的复合抽样方法:f(x)=pafa(x)+(1-pa)fb(x),式中fa(x)是密度f(x)的近似,并有fa(x)=L(x)／pa,而L(x)(≤f(x))是阶梯函数,其面积pa→1．在连续分布抽样中,也借助罐子法、别名法和近似的...