多元平稳随机过程游程计算方法的探讨及其应用
An Approach to Calculate Runs in Multi Dimensional Random Processes and Its Application in Drought Events Research
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摘要: 在一元平稳随机过程游程理论的基础上,提出了多元平稳随机过程游程分析方法,并推导出一系列计算公式。多元平稳随机过程可以划分为四种类型,即:空间和时间均独立的多元平稳随机过程;空间独立,时间相依的多元平稳随机过程;空间相依,时间独立的多元平稳随机过程;空间和时间均相依的多元平稳随机过程。采用统计试验法验证了公式的正确性。将理论方法应用于黄河流域历史干旱重演特性的研究,结果表明:黄河中下游同步发生年干旱现象的重现期为5.78年,连续1年以上发生的重现期为7.76年,连续3年以上出现的重现期为110年左右。Abstract: Firstly,based on the theory of runs distribution in one-dimensional random process,the theory of run distributions in multi-dimensional random processes is presented in this paper.Here,random processes are classified in four types:(1) Processes are independent on spatial and temporal scales; (2) Processes are independent on spatial scale and correlated on temporal scale; (3) Processes are corre-lated on spatial scale and independent on temporal scale; (4) Processes are correlated bot hon spatial and temporal scales.Secondly,the statistic method is used to test the accuraucy of developed runs theory.Finally the results from the application of runs theory to Yellow River historial droughtevents reappear characters show that return period of annual drought event taking place in middle reach and lower reach of the Yellow River at the same time is 5.78 years,return period exceeding one year is 7.76 years,and exceeding three years is 110 years etc.