查询词典 problem of random walk

This random walk simulation can represent the dispersion process at different length scale, but the parameter of simutation has different means.

这种随机游动模拟能够表示不同尺度上的弥散过程，但其对应的模拟参数具有不同的意义。

A numerical model containing a 3－dimensional fine－mesh non-hydrostatic submode and a random walk submodel was developed and used for simulation of turbulence and dispersion in wake area of building.

采用了细网格非静力能量闭合边界层模式和随机游动模拟方法建立了一套分析建筑物尾流流场和污染物扩散的数值模拟系统。

In.Chapters7-8, when the conditions for the exponential estimate are not satisfied, a local asymptotic estimate and a tail asymptotic estimate for the distributions of ladder height and supremum for the random walk are derived and non-exponential asymptotic forms for solutions of defectiverenewal equations are obtained.

在第七、八章中，首先给出了随机游动阶梯高度及极大值的局部估计和尾估计以及一瑕疵更新方程解的渐近估计，然后将结果应用到风险理论中，得到了一些新结论。

Using augmented Dickey-Fuller test, the result shows that BDI logarithm series is nonstationary but the first difference is stationary, i. e. it is integrated of order one. High-level ARCH effect was certification in the BDI logarithm series by ARCH LM test, and GARCH (1, 1) model was used to eliminate the conditional heteroscedasticity. Through variance ratio test, the result shows, that the random walk hypothesis of BDI logarithm series can be rejected and international dry bulk shipping market is inefficient.

运用ADF检验方法对BDI的对数序列进行平稳性和单整检验，结果证明BDI对数序列是一个非平稳过程，经一阶差分后是平稳过程，即BDI对数序列是一阶单整过程；通过ARCH LM检验认为BDI对数序列存在高阶ARCH效应，并用GARCH(1，1)模型消除了残差序列的条件异方差性；通过方差比检验法对国际干散货航运市场的收益率序列进行了检验，结果显示BDI的对数序列的随机游走假设被拒绝，国际干散货航运市场不是一个有效的市场。

Otherwise, in this paper, the random walk of particles is processed on lattices of graphite in a layer i.e. hexangular lattices, which makes our study have some physical background. Thus our results have some instructional function theoretically on the study of graphite and benzenoid hydrocarbon.

另外，在本论文中，我们所研究的粒子是在石墨一层内的晶格即六角格子上的行走，这就使本文的研究具有一定的物理背景，从而对石墨和苯型烃的研究工作具有一定的理论指导作用和意义。

According to Meese's exchange rate model in 1986, in this paper, we modified Meese's (1986) model and suppose the Interest Rate Parity is untenable, the risk premium factor and real exchange rate parameter are considered, and the Purchasing Power parity doesn't follow random walk, we derive our modified equilibrium model. Base on the State Space Model, we try to estimate bubbles and risk premium which are unobservable variables by Kalman Filter to test which one is or both are the main factors that to cause the real assets price biased from the market fundamental price.

本文是以Meese(1986)所决定的汇率模型为基础，但Messe一文并未讨论到风险溢酬的问题，故本文为了克服此一缺憾，而假设未抛捕的利率平价说(uncovered interest parity，UIP)不成立，以加入风险溢酬因子，且更进一步假设偏离购买力平价理论(purchasing power parity，PPP)不服从随机漫步，若如此则顺利将实质汇率变数纳入於模型中，重新建立均衡汇率模型，为了验证本文所创立的模型，实证方法以状态空间模型为基础，运用卡门滤波器递回法来估计不可观察的变数，以观察台湾的外汇市场上是因泡沫现象还是风险溢酬造成资产价格偏离市场基要价值或是两者皆是造成实际资产价格偏离市场机要价格的因素。

It is indicated that Monte Carlo method with random walk can simulate directly the process of diffusion and reaction on zeolite microcrystalline structure.

发现具有随机游走特征的Monte Carlo方法，可以较为直观地从微观上模拟沸石晶体上反应和扩散的过程，是一种有效和独立的研究工具。

In Chapter Three, the author used TGARCH to test the resid after modeling real estate price index with Random Walk model and didn't find information dissymmetry which is common in financial time series.

本文在第三章对房地产销售价格指数建立随机游动模型后的残差序列进行TGARCH检验时，没有得到一般情况下金融时间序列所经常表现出的信息非对称性。

Innovation: The author borrowed random walk model which is used a lot in financial time series to model real estate price index and made Conditional Heteroskedastic test to the resid.

本论文的创新之处：本文借鉴金融时间序列常用的随机波动模型对房地产销售价格指数进行了拟合，并对得到的残差序列进行了条件异方差检验。

It is also proven that the OLS residuals of a log-linear trend model of an integrated series will be always a random walk, in which case the differenced model that yields the same result as geometric mean is appropriate.

我们也发现，一个协整序列的对数趋势中最小二乘估计获得的残差通常是随机游动过程。

These are places without aristocratic baggage; egalitarian places open to talent, self-improving, engaged in learning and innovation through networks that were at once competitive and cooperative.

这些地方没有贵族遗风作祟，而且对于那些有天分的人是开放的平等之地，这些人善于通过那些曾经很具有竞争力与合作精神的关系网进行自我提高以及学习创新。

Christine: You don't want to see me?

你不想见我？