搜索结果: 1-2 共查到“理论经济学 Record Statistics”相关记录2条 . 查询时间(0.828 秒)
Record statistics and persistence for a random walk with a drift
Record statistics persistence random walk with a drift
2012/9/14
We study the statistics of records of a one-dimensional random walk of nsteps,starting from the origin, and in presence of a constant bias c. At each time-step
the walker makes a random jump of lengt...
Record Statistics for Multiple Random Walks
Record Statistics Multiple Random Walks Statistical Finance
2012/4/28
We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each...