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随机游走模型 | Alex_McAvoy #1122

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Alex-McAvoy opened this issue Sep 9, 2024 · 0 comments
Open

随机游走模型 | Alex_McAvoy #1122

Alex-McAvoy opened this issue Sep 9, 2024 · 0 comments
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https://alex-mcavoy.github.io/mathematics/stochastic-process/48358828.html

【概述】1905 年，统计学家卡尔·皮尔逊公开求解随机游走问题（Random Walk Problem）：如果一个醉汉走路时每步的方向和大小完全随机，经过一段时间之后，在什么地方找到他的可能性最大？ 1921年，匈牙利数学家 Polya 在研究随机游走问题后，证明了一维或二维随机游走具有常返性的随机游走定理，并得出了随机游走的醉汉最终会返回原点的结论。日本数学家角谷静夫将 Polya 随机游走定理
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