【摘要】：本文主要研究了幾類隨機(jī)序及其相關(guān)性質(zhì).隨機(jī)序是研究現(xiàn)代投資管理者和風(fēng)險(xiǎn)投資者選擇的重要工具.通過對隨機(jī)序的研究,可以幫助我們更好地了解投資人的選擇偏好,我們也可以通過對不同序關(guān)系的定義,盡可能地實(shí)現(xiàn)與決策者實(shí)際選擇相匹配的問題.因此,大量的學(xué)者對序關(guān)系作了深入的研究,也得到了許多經(jīng)典的結(jié)論.本文就是在已有結(jié)論的基礎(chǔ)上進(jìn)一步討論幾類隨機(jī)序的性質(zhì).本文第一章介紹了隨機(jī)序的研究背景和現(xiàn)狀.第二章主要介紹了一些基本概念及定理.如風(fēng)險(xiǎn)度量、同單調(diào)與相互排斥、幾類隨機(jī)序的定義性質(zhì)以及相互間的關(guān)系.一個(gè)好的隨機(jī)序應(yīng)該可以反映出風(fēng)險(xiǎn)的大小,選擇的喜好.另外還應(yīng)該有相對簡單的量化形式.第三章首先介紹了風(fēng)險(xiǎn)度量與隨機(jī)序的關(guān)系;其次,本文對相關(guān)序已有的定理進(jìn)行改進(jìn),在原有定理的基礎(chǔ)上將條件簡化,并給出了另一種證明方法;最后,引入了一種新的隨機(jī)序,并得出了一些良好的性質(zhì)結(jié)論,進(jìn)一步討論了它與其它隨機(jī)序的關(guān)系,這也是本文的主要?jiǎng)?chuàng)新部分.
[Abstract]:In this paper, we mainly study some kinds of random orders and their related properties. Random order is an important tool to study the choice of modern investment managers and venture investors. Through the study of random order, we can help us better understand the choice preference of investors. We can also use the definition of different order relation to realize the problem of matching the decision maker's actual choice as far as possible. Therefore, a large number of scholars have made a deep study of the order relation, and got many classical conclusions. In this paper, we discuss the properties of some random orders on the basis of the existing conclusions. The first chapter introduces the research background and present situation of random ordering. The second chapter mainly introduces some basic concepts and theorems. For example, risk measurement, homotonicity and mutual exclusion, the definition properties of some random orders and the relations between them. A good random order should reflect the size of the risk and preferences for choice. There should also be a relatively simple quantitative form. The third chapter introduces the relationship between risk measurement and random order, secondly, this paper improves the existing theorems, simplifies the conditions on the basis of the original theorems, and gives another proof method. Finally, a new random order is introduced, and some good properties are obtained, and the relationship between it and other random orders is further discussed, which is also the main innovation part of this paper.
【學(xué)位授予單位】：曲阜師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前1條

1 ;A FURTHER STUDY ON CORRELATION ORDER[J];Applied Mathematics:A Journal of Chinese Universities;2004年04期

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本文編號：2396914