论升降过程第一次达到一个水平的时间

V. I. Lotov
{"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}
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。

摘要图片

查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
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.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
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.
期刊最新文献
The Structure of a Two-Layer Flow in a Channel with Radial Heating of the Lower Substrate for Small Marangoni Numbers Stability of Vertex Covers in a Game with Finitely Many Steps On Nonlocal Oscillations in 3D Models of Circular Gene Networks Cooperative Games with Preferences: Application of the Weight Rule to Problems of Public Space in St. Petersburg Ant Colony Algorithm for Single Processor Scheduling with Minimization of Peak Resource Usage
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1