A*****a
发帖数: 52743 | 1 then, another motion, another opposition, another hearing, ... ...
held |
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i****s
发帖数: 375 | 2 LEAP MOTION 就是个骗子，呵呵。
演示视频是后期合成的。 |
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l****g
发帖数: 249 | 4 有没有人试过用pogoplug+webcam+linux+motion来DIY一个home security system? |
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l****g
发帖数: 249 | 5 sudo apt-get install motion |
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Z**0
发帖数: 1119 | 7 今天试验了一下motion，没有问题。用默认的配置文件。
你可能需要试试修改v4l2_palette 8，用v4l2_palette 1看看。 |
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l*****r
发帖数: 990 | 8 相应号召，来个原创
本次地震由龙门山逆冲断层引起的, 此断层长350公里, 走向(strike)由西南-东北，断
层向西北方向倾斜（dip angle）. 震中(epicenter)由北川开始, 断层向东北方向开裂.
逆冲断层由于能量释放不完全，会余震不断，继续释放能量，直到达到新的平衡。从美
国地震局的资料看,几千次余震,都发生在此断层线上.
虽然地震无法预测，但地震发生大小及可能性是可以用概率方法确定的。结构的抗震设
计要求，就是根据在某断层发生某级地震，可能引起地表多大的加速度来确定的。这种
确定，往往要对断层模型进行大量的研究，并且制定成设计规范。
在假定某断层发生某级地震的前提下，确定地表运动的预测模型 (ground motion
attenuation relations)非常重要。当前科技下，这种模型大多是基于地震记录的统计
模型。某个建筑，在某次地震下所受到的加速度，是与断层的类型, 震级, 距离, 和当
地的场地情况有关的。一般来说，震级越大，距离越近，加速度越大。场地的作用也非
常明显：岩石地基上的地震波，含有大量的高频波；而传到土基上的地震波，含有大量
的低频震 |
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s***n
发帖数: 821 | 9 “地表运动的预测模型 (ground motion attenuation relations)”
最好不要使用 “预测模型”这个字眼。。。主要因为这根本不是预测。翻译成衰减模
型比较好一些。
统计学的方法我也做过一些。在加州比较有用。本质上是一种经验式的方法。不太能够
揭示问题的物理和力学本质。
裂. |
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z****3
发帖数: 86 | 11 版上有谁懂Bridge Weigh in Motion 并且会计算机编程的博士? 有项目合作。 |
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j********4
发帖数: 50 | 12 我做一些Bridge Weigh in Motion，请问是什么项目合作？ |
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a****u
发帖数: 1537 | 13 2年前9月发生的一起擦碰，并不严重，车漆都没掉一块，当时对方报警了，时候也向保
险公司claim了。
我也换工作迁居外州了，现在收到对方律师的notice of motion，我该如何应对？ |
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j****j
发帖数: 270 | 14 say by changing of measure, you can get rid of the drift of the brown motion
, and you can change the intensity of the poisson process, ... |
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k*******l
发帖数: 69 | 15 that's what i was asking, what measure are you changing into? risk-neutral?
forward-measure? or other numeraire-denominated measures? or if u r not in
quant finance, then u r probably asking for other things.
i don't know what to say. check out the book (chapter 1) i recommended in my
previous post.
motion |
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c*******h
发帖数: 1096 | 16 Let W(t) be the standard Brownian motion. It is known that the covariance
matrix K has entries K(i,j)=min{i,j}. Now, if t is a vector instead of a
scalar (I even don't know the name of this random process), what does the
covariance matrix look like? |
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a******n
发帖数: 98 | 17 I built a structural model for an air vehicle. As it contains tension-only
element, nonlinear analysis need to be applied. I don't know how to
constrain six degrees of freedom in order to remove rigid body motion.
There are some symmetric conditions existing, but I still can not constrain
six degrees of freedom. Someone suggested the "inertial relif" function of
Nastran. Even in Nastran, it sounds like that "inertial relief" is not
working for nonlinear model. (I am not familar with Nastran). Is |
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m*******r
发帖数: 4468 | 18 非物理专业，
弱问一下，
怎么从brownian motion 中算出水分子的大小？ |
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T******Q
发帖数: 207 | 19 Motion to Open a new forum for public administration/public policy.
Please support my idea! |
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B*********h
发帖数: 800 | 20 ☆─────────────────────────────────────☆
ilikexck (问天向) 于 (Sat Jul 15 14:36:21 2006) 提到:
根据Martingale convergence theorem, Brownian Motion converges to a random
vairiable B with probability one.
What is B's distribution?
☆─────────────────────────────────────☆
erain (红花会大老板) 于 (Sat Jul 15 18:09:27 2006) 提到:
There are 3 types convergence. w/p 1 convergence is the strongest one.
Here you should fix a specific time t then you can talk about two random variables' convergence result.
so B |
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m****d
发帖数: 331 | 21 如果Z(t)是Brownian motion, 如何证明E[(Z(t+h)-Z(t))^4]=3h^2 ? |
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b***k
发帖数: 2673 | 22 ☆─────────────────────────────────────☆
nevertrue (Blank) 于 (Sun Dec 9 20:16:45 2007) 提到:
x is a brownian motion with drift dx=mdt+dz. If x starts from 0, what is the
probability that x hits 2 before hitting -4?
Can anyone give a solution in detail? Thanks.
☆─────────────────────────────────────☆
findle (It is not a big deal) 于 (Sun Dec 9 20:33:25 2007) 提到:
then exp{-2mX(t)}is a martingale.
the
☆─────────────────────────────────────☆
chopinor (lonelycat) 于 (Sun Dec 9 20:46:33 2 |
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m**********s
发帖数: 87 | 23 Suppose that x is a Brownian motion with drift m and unit variance, i.e. dx
=m dt + dz. If x starts at 0, what is the probability that x hits 3 before
hitting -5? |
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w**********4
发帖数: 4 | 24 The condition for y_n to be martingale is 1/2(t^2 + 1/t) = 1
How did you get this?
Can we transfer the random work to Brownian motion, then choose
Yt=exp(-4/9*Xt) for martingale, where Xt=0.5t+1.5Wt.
E[Yt]=1=p*exp(-4/9*(-1))+(1-p)*0
We can get p=exp(-4/9), close to (sqrt(5)-1)/2
What make the difference?
Thanks |
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S******y
发帖数: 1123 | 25 Looking for Java code for Brownian
Motion Animation -
(i.e. I can generate random
numbers for direction, co-
ordinates, etc, but I do not know
how to write Java swing source
code to do a live animation demo).
Thanks. |
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a**m
发帖数: 102 | 26 who have any thoughts to show the following statement:
The expected number of times that a brownian motion W hits a particular value in a
given interval of time is infinity. |
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c***z
发帖数: 6348 | 28 google了半天还是不知道。
如果是导数，物理意义是啥？速度？
倒是有篇说BM处处不可导。
Theorem 1.30 (Paley, Wiener and Zygmund 1933). Almost surely, Brownian
motion is nowhere differentiable.
谢谢大侠！ |
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j*****4
发帖数: 292 | 29 dW represents the rate that the Brownian motion accumlates at. |
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n*********y
发帖数: 54 | 30 如果W(t)是Brown Motion w.r.t {F_t} as a filtration
W(t-r), r>0, 也是关于{F_t}的BM吧？除此以外还能得到W(t-r)的什么信息？
谢谢！！ |
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s*****g
发帖数: 77 | 31 stock current price is 50. A contract will pay 1 dollars if the stock hits
100. THe stock price follows geometry brownian motion. What is the price of
the contract? |
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e********5
发帖数: 422 | 32 We have to assume that there is no expiration date for this contract.
Then the contract worth $.50
if it is sold for more, you can write 100 such contract, and sell it
to 100 people. You will get 50+X dollars. Use that $50 to buy 1 share of
stock and put X dollars in your pocket (or riskless bank). By assuming stock
price follows geometric brownian motion, the stock price will eventually
goes to $100 (with probability 1), sell it and give those 100 people $1 each
. You will earn X dollars + ris... 阅读全帖 |
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r********e
发帖数: 169 | 33 geometric brownian motion 不一定到100吧
it
stock
eventually
each
100 |
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s*****g
发帖数: 77 | 34 谢谢，我个人觉得你这个解法挺对的，但是我不理解Geometric brownian motion的这
个条件起到什么作用了吗？
stock
each |
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e********5
发帖数: 422 | 35 shreve的书上有 好像是 brownian motion reach level m的概率是1 但是reach m的期
望是无穷大
我也是猜的 不知道这个GBM有啥用 在这里 |
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r********e
发帖数: 169 | 36 你说的这个结论对Brownian motion是对的。GBM不一定。绿皮书里有详解 |
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d******r
发帖数: 193 | 38 2D brownian motion在时间0～T中离原点距离的最大值的数学期望怎么算啊？ |
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r**a
发帖数: 536 | 39 来看1d brownian motion。根据Doob's不等式，以及W(s)是martingale，我们有下面的不等式 E[sup_{0\leq s\leq T}|W(s)|^2]=4E[W(T)^2]=4T |
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r**a
发帖数: 536 | 40 我给的那个应该是个不等式。对于1d brownian motion, 有下面的结论
E(sup_{0\leq s\leq T}|W(t)|)=\sqrt{\pi T/2}
似乎可以用reflection principle来证明。我记得shreve书里面有讲到这个东西在条件概率。 |
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x*****i
发帖数: 287 | 41 I remembered a property (maybe not precisely), but don't know to prove it.
It is like
If Brownian motion crosses a level m, then it crosses it infinitely many
times in any short period of time.
Thanks a lot. |
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h*****u
发帖数: 204 | 42 B_t=\int_0^t sign(W(s))dW（s）
sign(x)=1，if x>=0
sign(x)=-1，if x<0,
We want to show B_t is a Brownian Motion.
I try to use the levy's theorem. but I don't know how to show B_t has
continuous paths. Thanks. |
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l******i
发帖数: 1404 | 43 俺在2楼说了：http://www.mitbbs.com/article0/Quant/31308681_0.html
俺个人脚得可“微”就是连续路径，也就是dB_t存在就行了。
对任意固定的t, dB_t = sign(W(t))dW（t），
在Ito integral定义下也就是B_(t+dt)-B_t=sign(W(t)) (W_(t+dt)-W_t)，
你让dt趋于0，
由于Brownian motion是连续的，sign(W_t)*(W_(t+dt)-W_t)就趋于0，
那么B_(t+dt)-B_t也就趋于0。
注意对任意固定的t，sign(W_t)已经固定，所以我觉得连续性和integrad没有什么关系。
不过这只是我个人的想法，楼主就不大赞同我的观点。 |
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j*******a
发帖数: 101 | 44 Brownian motion， W(t+s) = W(t) + W(s) 感觉是对的，想确认确认。多谢 |
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e******o
发帖数: 757 | 45 一个two dimensional brownian motion starting from (1,1). 当这个它撞上X轴时撞
上负轴的几率是多大？
谢谢 |
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