大偏差理论(large deviation) 被称为关于稀少事件 (rare events) 的理论,这些事件一般发生在偏离均值的 位置上,位于分布的尾部,是对随机收敛性的速率进行 分析...
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large deviation theory 差理论 ; 大离差理论
probability of large deviation [数] 大偏差概率 ; 大偏差差率
i function of large deviation 大偏差ⅰ函数
sharp large deviation 夏普大偏差理论
rough large deviation 粗略大偏差
precise large deviation 精确大偏差
large deviation theorem 大偏差定理
accurate large deviation 精确大偏差
In Chapter 3, we study the large deviation of the ordinary risk model.
本文的第三章研究的是普通更新风险模型(Ordinary Renewal Risk Model)下的大偏差问题。
参考来源 - 带有随机干扰和常利息力的经典风险模型的破产概率·2,447,543篇论文数据,部分数据来源于NoteExpress
Contraction principle is an important constitution of large deviation theory.
收缩原理是大偏差理论的重要组成部分。
By use of large deviation theorem, this paper researches deeply to how to estimate such probability.
本文利用大偏差定理对此概率如何进行估计进行深入研究。
The large deviation technique is an efficient approach to queueing analysis with self-similar traffic.
大偏差技术是对自相似业务模型进行队列分析的有效方法。
If there's a large standard deviation it would be spread.
如果标准偏差值很大,那么它就比较分散。
You can't come up with a number to describe the twenty-five standard deviation event; it's just too large a number, I think, for any of us to really comprehend.
你根本无法想出一个数字,来描述这个偏离25倍标准差的事件,对我们普通人来说,这是个难以想象的天文数字
So, the optimal thing to do if you live in a world like this n is to get n as large possible and you can reduce the standard deviation of the portfolio very much and there's no cost in terms of expected return.
如果现实中也这样简单的话,那么你就尽量增大,这样就能让投资组合的标准差,就会大大降低,从预期收益率的角度来看,这样做的成本是零。
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