单源随机向量及其在随机分析中的应用

MONOPHYLETIC RANDOM VECTOR AND ITS APPLICATION IN STOCHASTIC ANALYSIS

  • 摘要: 受正交展开思想的启发,定义了单源随机向量,证明了该文提出的单源随机向量的独立性,并就单源随机向量在随机分析中的应用进行了阐述,算例计算表明了这种单源分析方法的有效性。用单源随机向量表达复杂的随机系统,仅需1个基本随机变量,这对大幅减少随机分析的难度和计算量有重要意义,对基于相关理论的随机分析,如随机结构、随机场、随机过程以及复合随机问题,该方法都有应用价值。随机系统用单源随机向量模拟以后,相应的分析方法还有待进一步深入研究。

     

    Abstract: Inspired by the thought of an orthogonal expansion, this paper defines a new concept of a monophyletic random vector, proves the independence of its members, and introduces its application in stochastic analysis. An example calculation shows the effectiveness of the monophyletic analysis method (MAM). By use of the monophyletic random vector, only one basic random variable is needed to express a complicated stochastic system. This method will sharply reduce the difficulties of analysis and calculation, and can be applied in the stochastic analysis based on the correlation theory, such as a random structure, a random field, a stochastic process and a composite stochastic question. After simulating a stochastic system with the use of a monophyletic random vector, the analysis methods corresponding to MAM must be further researched.

     

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