搜索结果: 1-2 共查到“世界经济学 RANDOM WALKS”相关记录2条 . 查询时间(0.062 秒)
Record statistics for biased random walks, with an application to financial data
asymmetric jump distributions finite variance mechanism
2011/3/30
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Zif...
Fractional derivatives of random walks: Time series with long-time memory
Fractional derivatives random walks Time series long-time memory
2010/12/20
We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochas...
