First passage time density for Brownian motion and piecewise linear boundaries

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：qy19871120wr

【摘要】

：

We propose a new approach to calculating the first passage time densities for Brownian motion crossing piecewise linear boundaries which can be discontinuous.

【作者】

：

Liqun Wang Zhiyong Jin

【机构】

：

University of Manitoba,R3T 2N2,Canada

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Boundary crossing density Brownian motion First hitting time First passage time

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　We propose a new approach to calculating the first passage time densities for Brownian motion crossing piecewise linear boundaries which can be discontinuous.

其他文献

基于LMs Test．lab的航空发动机整机振动测量与分析

航空发动机整机振动问题是新机研制中的难题之一，而对整机振动进行有效的测量和分析，建立故障模式和识别系统是解决减振排故问题的关键。本文应用LMS Test．lab对某型航空发动机整机振动台架试验进行了测量和分析。结果表明，LMS Test．lab对航空发动机整机振动测量与分析具有很好的适用性和有效性。

会议

Aero-engineLMS Test.labWhole Body Vibration of Aero-engineFault Diagnosis

煤气压缩机房噪声综合治理

采用声强离散点法和声振耦合理论对煤气压缩机房噪声进行测量分析,得出主要噪声源、噪声产生原因及噪声传递路径等特征;利用声诊断技术对噪声信号进行预测,得出最佳降噪量;依据分析结果制定了综合治理措施。实施效果表明,测试精确,预测合理,方案措施有效。该治理方法避免了噪声控制的盲目性,更经济合理。

会议

vibration and wavegas comp ressorsound intensitysound diagnosenoise control

基于试验的结构动力学有限元模型确认

基于试验的结构动力学有限元模型确认是结合了数值分析和试验分析技术的优点，准确地分析、计算、预测结构的动力学特性，为有限元模型参数修正的选择提供参考，为进一步的分析提供准确的有限元模型。本文主要是在试验数据的基础上，对有限元模型某些参数进行灵敏度分析，在此基础上进行模型修正。为研究该方法的准确性，以简化导弹舵面为对象进行研究，通过分析结果表明，该方法能够得到很高的令人满意的精度。

会议

结构动力学模态分析模态试验灵敏度分析模型修正

EFFICIENT ESTIMATION OF VARYING COEFFICIENT LINEAR TRANSFORMATION MODEL FOR INTERVAL CENSORED DATA

Interval-censored data often occur in many areas such as medical studies,demographics,economics and social science.

会议

Interval censored dataSemiparametric efficiencySieve likelihoodVarying coeffi

Some New Statistical Testing Procedures for Gene Expression Analysis

Comparing mean vectors of high dimensional data and large covariance matrices has important applications in modern genomics,where scientists are often interested in understanding whether the mean expr

会议

Differential expression analysisGaussian approximationGene clusteringHypothes

From higher criticism and local levels of GOF tests to confidence bounds for the proportion of true

Local levels can be viewed as an interesting characteristic of union-intersection based overall tests.

会议

Goodness of fithigher criticism testlocal levelsmultiple hypotheses testingB

Cox Model with Interval-Censored Covariate in Cohort Studies

In cohort studies the outcome is often time to a particular event,and subjects are followed at regular intervals.

会议

Cohort studyInterval-censored covariatesCox modelmissing time-varying covaria

Dose Escalation with Over-dose and Under-dose Control in Phase Ⅰ/Ⅱ Clinical Trials

To save valuable time and resources in new drug development,Phase Ⅰ/Ⅱ clinical trials with toxicity control and drug efficacy as dual primary endpoints have become increasingly popular.

会议

Escalation with over-dose controlEscalation with under-dose controlGumbel copu

LIFETIME DATA ANALYSIS IN THE ERA OF BIG DATA

Regression models for lifetime data have proved to be useful in many applications.In the big data era,the time-to-event data might have longitudinal bivariate outcomes and might be collected from a co

会议

Semidefinite Programs for Exact Recovery of a Hidden Community

We study a semidefinite programming(SDP)relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality K from an n ×n symmetric data matrix A,where for distin

会议

Semidefinite programming relaxationsPlanted dense subgraph recoverySubmatrix l

First passage time density for Brownian motion and piecewise linear boundaries

与本文相关的学术论文