搜索结果: 1-4 共查到“概率论 power”相关记录4条 . 查询时间(0.156 秒)
Some Critical Support for Power Laws and their variations
Some Critical Support Power Laws their variations Adaptation and Self-Organizing Systems
2012/4/26
The paper "Critical Truths About Power Laws" (Science, 335, pp665-666) by MPH Stumpf MPH and MA Porter is commented.
Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions
Fourier transform Cauchy-Stieltjes transform stable distribution non-commutative probability Diophantine approximation
2011/9/15
Abstract: The Pareto distribution is a basic probability distribution which shows power-law behaviour and has various kinds of applications. In this paper, we introduce a class of probability measures...
A power law of order 1/4 for critical mean-field Swendsen-Wang dynamics
critical mean-field Swendsen-Wang dynamics Probability
2011/9/9
Abstract: The Swendsen-Wang dynamics is a Markov chain widely used by physicists to sample from the Boltzmann-Gibbs distribution of the Ising model. Cooper, Dyer, Frieze and Rue proved that on the com...
Risk Aversion Asymptotics for Power Utility Maximization
power utility risk aversion asymptotics opportunity process BSDE
2010/4/27
We consider the economic problem of optimal consumption and investment with power utility. We study the optimal strategy as the relative risk aversion tends to infinity or to one. The convergence of t...