theory of extreme values meaning in Chinese
极值理论
Examples
- The theory of extreme value ( evt ) is a branch of order statistics , which traditionally can be used as a tool forecasting tsunami , earthquake and flood . recently it has been applied to financial risk management
极值理论是次序统计学的一门分支,传统上被用来预测海啸、地震、洪水等自然灾害,近年来已被广泛地应用于金融风险的管理中。 - The variational inequality has close relations with the theory of extreme value theory and partial differential equation , therefore , it has been extended to infinite dimensional space during the progress of relevant studies
他们研究的变分不等式具有如下形式:这种变分不等式与极值理论和偏微分方程都有密切联系。因此人们在研究中已经把它推广到了无限维空间。 - So it can avoid risk of model and computer rightly the var of extreme event . this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt , then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系统地阐述了极值理论和极值分布特征,以上证指数为例,将极值理论应用于风险价值的计算,并将应用结果与传统var方法计算的结果进行了比较分析,最后得出结论:传统的var计算模型是静态的模型,应用极值理论计算var的模型是动态的、相对保守的模型;与历史模拟法相比较,极值理论具有超越样本的预测能力。 - The aim of the analysis of wind - induced vibration is to make sure that the construction can work well . according to the dynamic response characters , the statistic parameters of tall ( high rise ) building under wind loads are deduced and the structure dynamic reliability under a gusty wind is acquired through the theory of extreme values and the normal distribution method
抗风分析的最终目的是使结构能够正常工作,针对高层、高耸结构的风振响应的特点,推导出动响应统计参数的计算公式,并采用正态分布法分析了一次强风作用下的结构可靠度。