random-walk中文什么意思

无规则运动

• random:    n. 〔罕用语〕胡乱行为，偶然的[随 ...
• walk:    vi. 1.走，步行；【篮球】带球走 ...
• random walk:    【数学】随机游动。

例句与用法

1. Random - walk model for photon migration in turbid biological media
   生物组织中光传输的随机行走模型
2. The diesis studies many prevalent consumption theories and functions , such as keynesian consumption theories with absolute income hypothesis and relative income hypothesis as representatives , certainty - type consumption decision theories with permanent income hypothesis and life cycle hypothesis as representatives , uncertainty - type consumption decision theories with random - walk hypothesis as representative . some consumption functions under complicate conditions have also been given in die diesis
   论文对以绝对收入假说相对收入假说为代表的凯恩斯主义消费理论、以生命周期持久收入假说为代表的确定型消费决策理论、以随机行走假说为代表的不确定型消费决策理论等主流消费理论进行了剖析，并给出了一些在复杂的消费决策条件下的消费函数。
3. Empirical analysis shows that changes in exchange rates do not follow normal distribution but fractal distribution ; fractal r / s analysis indicates that changes in exchange rates are not a random - walking process , but a biased random process , that exchange prices are not independent of each other , but continuous in state , and that changes in exchange prices are cyclical
   实证分析表明，外汇汇率变化不服从正态分布，而是服从分形分布；运用r / s方法对汇率变化进行分形分析后得出，外汇汇率变化不是一个随机游走的过程，而是一个有偏的随机过程，汇率价格之间不是相互独立的，而是具有状态持续性的，汇率价格的变动具有周期性。
4. We analyse the dispersion of stock returns and have the tests of serial correlation . the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns . first , the distribution of open - to - open returns has greater variance than that of close - to - close returns . second . the serial correlation pattern is quite different in the two return series . the open - to - open returns have negative autocorrelation coefficient , but the close - to - close returns is positive . further , employing an arma ( 1 , 1 ) model we find that in the opening . returns exhibit higher residual noise and stronger dependence on past returns , reflecting stronger deviations from the random - walk form of the market efficiency hypothesis
   主要表现为：一，开盘收益序列比收盘收益序列具有更大的方差。二，两种收益序列的序列相关形式不同，开盘收益序列表现为负相关，而收盘收益序列表现为正相关。而且我们通过arma ( 1 ， 1 )模型的进一步检验，发现开盘收益序列比收盘收益序列具有更大的残差，更依赖于过去的收益序列，也更偏离于市场有效的随机游走形式的假设。