According to the modeling of additive noise as stable distribution process and the degeneration of traditional second order statistics based time delay estimation method under stable distribution environments , a novel robust time delay estimation method is proposed based on roth weighting 摘要通过对附加噪声的稳定分布建模,针对传统的基于二阶统计量的时间延迟估计方法在稳定分布噪声环境下的退化现象,提出基于roth加权的韧性时间延迟估计新方法。
We find that fitness of returns on stocks to non - normal stable distributions in china stock market is very good by fitness test ; study measurements of return and risk of a portfolio conditional on non - normal stable distributions and put forward mean - scale parameter model ; find that mean - scale parameter model can explain asset allocation puzzle by empirical analysis 通过拟合优度检验发现我国的股票收益率与非正态稳定分布的拟合效果非常好;研究了非正态稳定分布条件下投资组合收益和风险的度量,建立了均值尺度参数投资组合模型;通过实证分析发现均值尺度参数模型能够解释资产配置之谜。
If an electron with k state is initially in one miniband , elastic scattering will make the difference of the probability band occupation tend to zero . if electrons initially are located at a single wannier state , elastic scattering will make the difference of the probability band occupation tend to a constant which does not equal zero . the stable distribution in k space is just the same as the average distribution when no scattering 发现弹性散射会破坏电子间的关联,使得初始处在某一微带上的态电子在两微带上的占有几率趋于一致;初始电子处在实空间的单个瓦尼尔态上时,最后在弹性散射的影响下两带占有几率差不为零,并且在上的稳定分布和没有散射时的平均分布相同。
The stable distributions of shenzhen stock sub - index ( szsi ) and shanghai stock composite index ( shci ) are discussed , and the portfolio problems of probability criterion and chance - constrained programming are also analyzed . the main contents and results are as follows : 1 . the basic theories of univariate stable distribution and multivariate stable distributions and stable stochastic processes are introduced 本文对深圳成分指数( szsi )以及上海综合指数( shci )的稳定分布、概率准则投资组合问题以及机会约束投资组合问题进行了研究,主要内容及研究结果如下: 1 .介绍了一元稳定分布以及多元稳定分布与稳定随机过程的基本理论。