【摘 要】
：
Many researchers attentions are paid for predicting and controlling the phenomena associated with fat-tailed distributions in physics,chemistry,biology,econ
【机 构】
：
DepartmentofRiskEngineerig,FacultyofSystemsandinformationEngineering,UniversityofTsukuba;TheInstitut
论文部分内容阅读
Many researchers attentions are paid for predicting and controlling the phenomena associated with fat-tailed distributions in physics,chemistry,biology,econophysics and so on [1-15].L" evy [1,14],stretched exponential [2],multiplicative lognormal [3,4],a generalized Cauchy [5,6] and other distributions [7-13] are utilized to analyze various nonlinear time series data in many fields.Their discussions are mainly focused on goodness of fit to the probability density function.So,their physical mechanism is not elucidated due to the difficulty in deriving a simple physical model with small numbers of parameters form a set of realistic complex partial differential equations.
其他文献
With the development of the economy and social progress,the percentage of Beijings elderly population is rapidly growing,and placing a heavier labor burden
In this paper we derive asymptotic distributions of the characteristic roots in discriminant analysis and canonical correlation analysis when the dimensions
Thinking about inequality actually goes on all the time.The reasons to pay attention to income inequality are mainly because it is intimately tied to the pr
This paper studies the Lagrangian distributions:of the first kind (Consul and Shenton,1972) and of the second kind (Janardan and Rao,1983).
Financial asset volatility is an important factor for asset evaluation,hedging strategies and risk management.With the development of computer technology,th
The problem of maximizing the determinant of sums of nonnegative matrices arises in many fields,including experiment design,computational geometry,informati
The Var method is a risk measurement techniques developed in recent years,because of its simplicity,comprehensive,practical.This method has become the finan
The importance of statistical analyses for spatial data has grown in various scientific fields.Spatial lattice data is comprised of measurements or observat
Rikkyo University launched a new center for statistics education,survey research and data archives,named the Center for Statistics and Information (CSI),in
This artical disscussed statistics agency which was a new mechanism of statistical work according to the provinces experiences.It shown that there exist som