heavy-tailed distribution 中文意思是什麼

heavy-tailed distribution 解釋
重尾分佈
  • heavy : adj （馬）患哮喘病的。adj 1 重的 （opp light） 有重量的；重型的；裝備重型武器的。2 大的；大量的，...
  • tailed : 帶尾翼的
  • distribution : n 1 分配，分發，配給；分配裝置[系統]；配給品；配給量；【經濟學】配給方法，配給過程；分紅；【法律...
  1. Meanwhile, in consideration of the self - similar nature of traffic in communication networks, the queueing system of an on / off traffic source with heavy - tailed distribution is discussed, because the aggregating traffic of a mass of such traffic sources exhibits self - similarity. the main research works and results are listed as follows

    同時，考慮到網路業務具有自相似性，而且大量具有「重尾」特性的信源產生的業務疊加后可以生成自相似業務，本文對這類信源的排隊系統進行了探討。
  2. Self - similar traffic ; heavy - tailed distribution ; queuing performance

    自相似業務量重尾分佈排隊性能
  3. Heavy - tailed distribution

    重尾分佈
  4. The main risk model that we consider in this paper is the renewal risk model, and all chapters in this paper are carried through based upon the heavy - tailed distribution ( large claim )

    本文關注的基本模型是經典的更新風險模型，討論的均是建立在重尾分佈族的基礎之上（即大額索賠） 。
  5. It is the heavy - tailed distributions that may not possess all of their moments, and, therefore certainly not their laplace transforms that brings the difficult to analyzing heavy - tailed distribution service time

    重尾分佈的拉普拉斯變換不存在，這給重尾分佈服務時間的分析帶來了很大的困難，因此需要用新的方法解決這個問題。
  6. Some methods of how to generate self - similar process and a few means of estimating self - similar parameter are given. self - similar traffics are generated by using of on / off model with heavy - tailed distribution and results are given. the results of experiment accord with the theory

    本文總結了前人的研究成果，給出了幾種常見產生自相似的方法和幾種估計自相似參數的方法，並對on / off模型疊加產生自相似業務進行了模擬實驗，得到了實驗結果，從實驗結果可以看出，模擬結果和理論值比較接近，這說明利用on / off模型疊加產生自相似業務是可行的。
  7. Because return of chinese security market is non - normal distribution, so we use garch - t model which can describe the time - variation of volatility and the high - peaked and heavy - tailed characteristics of return to calculate var value of market index. from empirical results we know that this model is efficient

    考慮到中國證券市場收益率序列分佈的非正態性，本文使用了既能描述方差時變性又能反映收益率分佈的尖峰、厚尾特徵的garch - t模型計算市場指數的var值，實證結果表明該模型是有效的。
  8. Chapter 4 tested normal distribution of return time series of chinese stock market. resulted show that the distribution of return time series is non - normal, it has high - peaked and heavy - tailed characteristics. at the same time, we explain the reason of it

    第四章對我國股票市場收益率序列進行了正態性檢驗，結果表明我國股票市場收益率不服從正態分佈，具有明顯的尖峰、厚尾特徵，然後解釋了出現尖峰、厚尾的原因。
  9. Stable laws are able to capture the two main characteristics of empirical evidence that returns follow a heavy - tailed and sometimes even skewed distribution

    穩定分佈能夠描述金融數據中的兩個重要經驗特徵：厚尾以及傾斜。
  10. The consistency of the ordinary least squares estimator n is obtained for = - 1, and the limiting distribution of n is established as a function of a levy process. these results are useful in testing for the presence of unit roots when the innovations are heavy tailed

    得到了參數= - 1時最小二乘估計_ n真的相合性，並且證明了其極限分佈是l vy過程的函數，這在單位根測試中是非常有用的。
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