利用概率方法计算数学分析中的几个积分结构毕业设计.doc

本科毕业论文 利用概率方法计算数学分析中的几个积分结构 学 号：201012010330 学生姓名：赵旭萍 指导教师：奚 洁 所在学院：数学与统计学院 所学专业：数学与应用数学 二〇一四 年 五 月 二十四 日  摘 要 概率论是建立在微积分之上专门研究随机现象的一门数学学科,并且概率论的发展受到数学分析的渗透和推动.青年数学者于义良在文献中[3]指出：“用概率论的方法来证明一些微积分结构，是概率论的研究基础” .概率论方法不仅能解决一些随机的数学问题，并且可以解决一些确定的数学问题[2]，而且在数学分析中很难理解的积分结构只要运用合适的概率方法就能很好的解决. 然而现如今利用概率计算方法去解决数学分析中的积分结构的文献还不是很全面，本文将结合概率论中指数分布、正态分布和卡方分布的概率密度函数对微积分中三种特殊类型的积分进行计算，从而得到这三类特殊积分的计算公式，体现概率方法在计算某些类型积分时的简便性，进而从侧面来阐述概率论与数学分析之间的紧密联系. 关键词：概率方法；积分结构；数学分析  Abstract Probability theory is based on the above studies the stochastic calculus is a mathematical discipline,and the development of the theory of probability has been fulled by penetration and mathematical analysis.Yu Yiliang number of young scholars in the literature[3]said:”to prove some calculus structure,using the method of probability theory is the basis of probability theory research.” Probability method can not only solve the problem of random mathematics,and it can solve some certain mathematical problems[2],and it is hard to understand in the mathematical analysis of integral structure as long as the probability of using appropriate method can very good solve. However,nowadays use probability calculation method to solve the mathematical analysis of the integral structure of literature also is not very comprehensive,this article will combine in probability theory exponential distribution,normal distribution and chi-square distribution of probability density function of calculus in three kinds of special type of integral calculation,and the calculation formula of these three kinds of special points is manifests the probability method when calculating the certain type of integral simplicity,and then from the side to illustrate the close link between probability theory and mathematical analysis. Keywords: Probability meth