更新过程的性质、应用及其随机模拟  

Properties and Application of Renewal Process And its Simulation

作　　者：王丙参[1] 魏艳华[1] 张艺馨[1] WANG Bingcan;WEI Yanhua;ZHANG Yixin(School of Mathematics and Statistics,Tianshui Normal University,Tianshui Gansu 741001)

机构地区：[1]天水师范学院数学与统计学院,甘肃天水741001

出　　处：《宁夏师范学院学报》2018年第7期5-12,共8页Journal of Ningxia Normal University

基　　金：国家自然科学基金(11561060);甘肃省自然科学基金资助(17JR5RE009)

摘　　要：系统探讨了更新过程的随机模拟,给出MATLAB程序代码供读者参考,利用L变化得到了更新方程的解并初步研究了单种群更新模型,最后利用随机模拟方法给出复杂更新风险模型的破产概率.This article systematically discusses random simulation of renewal process,gives the MATLAB program code for readers’ reference,obtains the solutions of renewal equation by using of L transform,and then preliminary studies the single population renewal model. Finally,we use the random simulation method to give the ruin probability of the complex renewal risk model.

关 键 词：更新过程 随机模拟 更新方程 L变换 

分 类 号：O212[理学—概率论与数理统计]