论升降过程第一次达到一个水平的时间

IF 0.58 Q3 Engineering
V. I. Lotov
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引用次数: 0

摘要

我们考虑一个随机过程,其轨迹的特征是在随机长度的时间间隔上交替线性增长和线性下降,而该过程也可以在增长和下降之间的随机时间段内保持其值不变。这一过程可以被视为材料积累和消耗的数学模型,其中积累、消耗和操作中断的随机时间段被结合在一起。我们研究了通过该过程的轨迹首次达到固定水平的时间的平均值\(\mathbf{E}N\),包括找到\(\math bf{E}N\)的精确公式,产生一个不等式形式的上界,以及在无限后退水平的条件下获得\(\mashbf{E}N \)的符号。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

On the Time of the First Achievement of a Level by an Ascending–Descending Process

On the Time of the First Achievement of a Level by an Ascending–Descending Process

We consider a stochastic process whose trajectories are characterized by alternate linear growth and linear decrease over time intervals of random length, while the process can also maintain its value unchanged for random periods of time between growth and decrease. This process can be considered as a mathematical model of accumulation and consumption of materials, where random periods of time for accumulation, consumption, and interruptions in operation are combined. We study the mean value \( \mathbf {E} N \) of the time of first achievement of a fixed level by trajectories of this process, including finding exact formulas for \( \mathbf {E} N \), producing an upper bound in the form of an inequality, and obtaining the asymptotics of \( \mathbf {E} N \) under the conditions of an infinitely receding level.

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来源期刊
Journal of Applied and Industrial Mathematics
Journal of Applied and Industrial Mathematics Engineering-Industrial and Manufacturing Engineering
CiteScore
1.00
自引率
0.00%
发文量
16
期刊介绍: Journal of Applied and Industrial Mathematics  is a journal that publishes original and review articles containing theoretical results and those of interest for applications in various branches of industry. The journal topics include the qualitative theory of differential equations in application to mechanics, physics, chemistry, biology, technical and natural processes; mathematical modeling in mechanics, physics, engineering, chemistry, biology, ecology, medicine, etc.; control theory; discrete optimization; discrete structures and extremum problems; combinatorics; control and reliability of discrete circuits; mathematical programming; mathematical models and methods for making optimal decisions; models of theory of scheduling, location and replacement of equipment; modeling the control processes; development and analysis of algorithms; synthesis and complexity of control systems; automata theory; graph theory; game theory and its applications; coding theory; scheduling theory; and theory of circuits.
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