Random walk theory of stock market prices 股市價(jià)格的隨機(jī)行走理論
Random walk theory 隨機(jī)漫步理論
Random walk theory 隨機(jī)走勢(shì)理論
In order to meet the needs of recent research in applied probability , such as finance and insurance , risk theory , random walk theory , queueing theory and branching processes and so on , the concepts of heavy - tailed random variables ( or heavy - tailed distributions ) are introduced . they are one of the important objects many scholars are concerned on . on the other hand , in a risk process , the number of these heavy - tailed variables " occurrence until the time t , i . e . all kinds of counting process , is one of the important objects , which many scholars are studying 在應(yīng)用概率的許多領(lǐng)域,如金融保險(xiǎn)、風(fēng)險(xiǎn)理論、隨機(jī)游動(dòng)理論、排隊(duì)論、分支過程等,重尾隨機(jī)變量或重尾分布都是重要的對(duì)象之一,另一方面,在一個(gè)風(fēng)險(xiǎn)過程中,到t時(shí)刻時(shí),這些重尾變量出現(xiàn)的個(gè)數(shù),即各種記數(shù)過程,也是人們研究的主要對(duì)象之一,本文主要對(duì)重尾分布的控制關(guān)系與極值過程的跳時(shí)點(diǎn)過程的精致漸近性進(jìn)行深入的討論。
random walk theoryとは意味:ランダム?ウォーク理論{りろん} random walk theory meaning:[Finance] The theory that stock price changes have the same distribution and are independent of each other, so the past movement or trend of a stock price or market cannot be used to predict its futur...