{"title":"论升降过程第一次达到一个水平的时间","authors":"V. I. Lotov","doi":"10.1134/S1990478923030122","DOIUrl":null,"url":null,"abstract":"<p> We consider a stochastic process whose trajectories are characterized by alternate linear\ngrowth and linear decrease over time intervals of random length, while the process can also\nmaintain its value unchanged for random periods of time between growth and decrease. This\nprocess can be considered as a mathematical model of accumulation and consumption of\nmaterials, where random periods of time for accumulation, consumption, and interruptions in\noperation are combined. We study the mean value\n<span>\\( \\mathbf {E} N \\)</span> of the time of first achievement of a fixed level by trajectories of this process,\nincluding finding exact formulas for\n<span>\\( \\mathbf {E} N \\)</span>, producing an upper bound in the form of an inequality, and obtaining the\nasymptotics of\n<span>\\( \\mathbf {E} N \\)</span> under the conditions of an infinitely receding level.\n</p>","PeriodicalId":607,"journal":{"name":"Journal of Applied and Industrial Mathematics","volume":"17 3","pages":"592 - 599"},"PeriodicalIF":0.5800,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the Time of the First Achievement of a Level by an Ascending–Descending Process\",\"authors\":\"V. I. Lotov\",\"doi\":\"10.1134/S1990478923030122\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p> We consider a stochastic process whose trajectories are characterized by alternate linear\\ngrowth and linear decrease over time intervals of random length, while the process can also\\nmaintain its value unchanged for random periods of time between growth and decrease. This\\nprocess can be considered as a mathematical model of accumulation and consumption of\\nmaterials, where random periods of time for accumulation, consumption, and interruptions in\\noperation are combined. We study the mean value\\n<span>\\\\( \\\\mathbf {E} N \\\\)</span> of the time of first achievement of a fixed level by trajectories of this process,\\nincluding finding exact formulas for\\n<span>\\\\( \\\\mathbf {E} N \\\\)</span>, producing an upper bound in the form of an inequality, and obtaining the\\nasymptotics of\\n<span>\\\\( \\\\mathbf {E} N \\\\)</span> under the conditions of an infinitely receding level.\\n</p>\",\"PeriodicalId\":607,\"journal\":{\"name\":\"Journal of Applied and Industrial Mathematics\",\"volume\":\"17 3\",\"pages\":\"592 - 599\"},\"PeriodicalIF\":0.5800,\"publicationDate\":\"2023-11-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied and Industrial Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://link.springer.com/article/10.1134/S1990478923030122\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Engineering\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied and Industrial Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://link.springer.com/article/10.1134/S1990478923030122","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Engineering","Score":null,"Total":0}
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.
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.