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1.

図書
図書
1. The theory of nuclear magnetic relaxation in liquids
James McConnell
出版情報: Cambridge : Cambridge University Press, 1987  x, 196 p. ; 24 cm
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目次情報: 続きを見る
Phenomenological theory of relaxation / 1：
Random motion / 2：
Equations of relaxation theory / 3：
Dipolar interactions / 4：
Relaxation by intermolecular dipolar interactions / 5：
Relaxation by Intramolecular dipolar interactions / 6：
Relaxation by scalar interaction / 7：
Relaxation by chemical shift / 8：
Relaxation by quadrupole interaction / 9：
Relaxation by spin-rotational interaction / 10：
Theory and experiment for relaxation processes / 11：
Phenomenological theory of relaxation / 1：
Random motion / 2：
Equations of relaxation theory / 3：
2.

図書
図書
2. Boundary value problems in queueing system analysis (: ne ; : us)
J.W. Cohen, O.J. Boxma
出版情報: Amsterdam ; New York : North-Holland Pub. Co. , New York, N.Y. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1983  xii, 405 p. ; 24 cm
シリーズ名: North-Holland mathematics studies ; 79
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3.

図書
図書
3. Positive polynomials, convex integral polytopes, and a random walk problem (: gw ; : us)
David E. Handelman
出版情報: Berlin ; Tokyo : Springer-Verlag, c1987  x, 136 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 1282
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4.

図書
図書
4. Random walks on infinite graphs and groups (: hbk)
Wolfgang Woess
出版情報: Cambridge ; New York : Cambridge University Press, 2000  xi, 334 p. ; 24 cm
シリーズ名: Cambridge tracts in mathematics ; 138
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5.

図書
図書
5. A non-random walk down Wall Street
Andrew W. Lo, A. Craig MacKinlay
出版情報: Princeton, N.J. : Princeton University Press, c1999  xxiii, 424 p. ; 24 cm
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目次情報: 続きを見る
List of Figures
List of Tables
Preface
Introduction / 1：
The Random Walk and Efficient Markets / 1.1：
The Current State of Efficient Markets / 1.2：
Practical Implications / 1.3：
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test / Part I：
The Specification Test / 2.1：
Homoskedastic Increments / 2.1.1：
Heteroskedastic Increments / 2.1.2：
The Random Walk Hypothesis for Weekly Returns / 2.2：
Results for Market Indexes / 2.2.1：
Results for Size-Based Portfolios / 2.2.2：
Results for Individual Securities / 2.2.3：
Spurious Autocorrelation Induced by Nontrading / 2.3：
The Mean-Reverting Alternative to the Random Walk / 2.4：
Conclusion / 2.5：
Proof of Theorems / Appendix A2：
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation / 3：
The Variance Ratio Test / 3.1：
The IID Gaussian Null Hypothesis / 3.2.1：
The Heteroskedastic Null Hypothesis / 3.2.2：
Variance Ratios and Autocorrelations / 3.2.3：
Properties of the Test Statistic under the Null Hypotheses / 3.3：
The Gaussian IID Null Hypothesis / 3.3.1：
A Heteroskedastic Null Hypothesis / 3.3.2：
Power / 3.4：
The Variance Ratio Test for Large q / 3.4.1：
Power against a Stationary AR(1) Alternative / 3.4.2：
Two Unit Root Alternatives to the Random Walk / 3.4.3：
An Econometric Analysis of Nonsynchronous Trading / 3.5：
A Model of Nonsynchronous Trading / 4.1：
Implications for Individual Returns / 4.2.1：
Implications for Portfolio Returns / 4.2.2：
Time Aggregation / 4.3：
An Empirical Analysis of Nontrading / 4.4：
Daily Nontrading Probabilities Implicit in Autocorrelations / 4.4.1：
Nontrading and Index Autocorrelations / 4.4.2：
Extensions and Generalizations / 4.5：
Proof of Propositions / Appendix A4：
When Are Contrarian Profits Due to Stock Market Overreaction? / 5：
A Summary of Recent Findings / 5.1：
Analysis of Contrarian Profitability / 5.3：
The Independently and Identically Distributed Benchmark / 5.3.1：
Stock Market Overreaction and Fads / 5.3.2：
Trading on White Noise and Lead-Lag Relations / 5.3.3：
Lead-Lag Effects and Nonsynchronous Trading / 5.3.4：
A Positively Dependent Common Factor and the Bid-Ask Spread / 5.3.5：
An Empirical Appraisal of Overreaction / 5.4：
Long Horizons Versus Short Horizons / 5.5：
Long-Term Memory in Stock Market Prices / 5.6：
Long-Range Versus Short-Range Dependence / 6.1：
The Null Hypothesis / 6.2.1：
Long-Range Dependent Alternatives / 6.2.2：
The Rescaled Range Statistic / 6.3：
The Modified R/S Statistic / 6.3.1：
The Asymptotic Distribution of Q[subscript n] / 6.3.2：
The Relation Between Q[subscript n] and Q[subscript n] / 6.3.3：
The Behavior of Q[subscript n] Under Long Memory Alternatives / 6.3.4：
R/S Analysis for Stock Market Returns / 6.4：
The Evidence for Weekly and Monthly Returns / 6.4.1：
Size and Power / 6.5：
The Size of the R/S Test / 6.5.1：
Power Against Fractionally-Differenced Alternatives / 6.5.2：
Multifactor Models Do Not Explain Deviations from the CAPM / 6.6：
Linear Pricing Models, Mean-Variance Analysis, and the Optimal Orthogonal Portfolio / 7.1：
Squared Sharpe Measures / 7.3：
Implications for Risk-Based Versus Nonrisk-Based Alternatives / 7.4：
Zero Intercept F-Test / 7.4.1：
Testing Approach / 7.4.2：
Estimation Approach / 7.4.3：
Asymptotic Arbitrage in Finite Economies / 7.5：
Data-Snooping Biases in Tests of Financial Asset Pricing Models / 7.6：
Quantifying Data-Snooping Biases With Induced Order Statistics / 8.1：
Asymptotic Properties of Induced Order Statistics / 8.1.1：
Biases of Tests Based on Individual Securities / 8.1.2：
Biases of Tests Based on Portfolios of Securities / 8.1.3：
Interpreting Data-Snooping Bias as Power / 8.1.4：
Monte Carlo Results / 8.2：
Simulation Results for [theta subscript p] / 8.2.1：
Effects of Induced Ordering on F-Tests / 8.2.2：
F-Tests With Cross-Sectional Dependence / 8.2.3：
Two Empirical Examples / 8.3：
Sorting By Beta / 8.3.1：
Sorting By Size / 8.3.2：
How the Data Get Snooped / 8.4：
Maximizing Predictability in the Stock and Bond Markets / 8.5：
Motivation / 9.1：
Predicting Factors vs. Predicting Returns / 9.2.1：
Numerical Illustration / 9.2.2：
Empirical Illustration / 9.2.3：
Maximizing Predictability / 9.3：
Maximally Predictable Portfolio / 9.3.1：
Example: One-Factor Model / 9.3.2：
An Empirical Implementation / 9.4：
The Conditional Factors / 9.4.1：
Estimating the Conditional-Factor Model / 9.4.2：
The Maximally Predictable Portfolios / 9.4.3：
Statistical Inference for the Maximal R[subscript 2] / 9.5：
Monte Carlo Analysis / 9.5.1：
Three Out-of-Sample Measures of Predictability / 9.6：
Naive vs. Conditional Forecasts / 9.6.1：
Merton's Measure of Market Timing / 9.6.2：
The Profitability of Predictability / 9.6.3：
An Ordered Probit Analysis of Transaction Stock Prices / 9.7：
The Ordered Probit Model / 10.1：
Other Models of Discreteness / 10.2.1：
The Likelihood Function / 10.2.2：
The Data / 10.3：
Sample Statistics / 10.3.1：
The Empirical Specification / 10.4：
The Maximum Likelihood Estimates / 10.5：
Diagnostics / 10.5.1：
Endogeneity of [Delta]t[subscript k] and IBS[subscript k] / 10.5.2：
Applications / 10.6：
Order-Flow Dependence / 10.6.1：
Measuring Price Impact Per Unit Volume of Trade / 10.6.2：
Does Discreteness Matter? / 10.6.3：
A Larger Sample / 10.7：
Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices / 10.8：
Arbitrage Strategies and the Behavior of Stock Index Futures Prices / 11.1：
Forward Contracts on Stock Indexes (No Transaction Costs) / 11.1.1：
The Impact of Transaction Costs / 11.1.2：
Empirical Evidence / 11.2：
Data / 11.2.1：
Behavior of Futures and Index Series / 11.2.2：
The Behavior of the Mispricing Series / 11.2.3：
Path Dependence of Mispricing / 11.2.4：
Order Imbalances and Stock Price Movements on October 19 and 20, 1987 / 11.3：
Some Preliminaries / 12.1：
The Source of the Data / 12.1.1：
The Published Standard and Poor's Index / 12.1.2：
The Constructed Indexes / 12.2：
Buying and Selling Pressure / 12.3：
A Measure of Order Imbalance / 12.3.1：
Time-Series Results / 12.3.2：
Cross-Sectional Results / 12.3.3：
Return Reversals / 12.3.4：
Appendix A12 / 12.4：
Index Levels / A12.1：
Fifteen-Minute Index Returns / A12.2：
References
Index
List of Figures
List of Tables
Preface
6.

図書
図書
6. Random walks
edited by Pál Révész, Bálint Tóth
出版情報: Budapest : János Bolyai Mathematical Society, 1999  384 p. ; 25 cm
シリーズ名: Bolyai Society mathematical studies ; 9
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7.

図書
図書
7. Random walks and discrete potential theory : Cortona 1997
edited by Massimo Picardello, Wolfgang Woess
出版情報: Cambridge : Cambridge University Press, 1999  viii, 361 p. ; 24 cm
シリーズ名: Symposia mathematica ; v. 39
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8.

図書
図書
8. Random walks in the quarter-plane : algebraic methods, boundary value problems and applications (: hardcover)
Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
出版情報: Berlin ; New York : Springer, c1999  xv, 156 p. ; 25 cm
シリーズ名: Applications of mathematics ; 40
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目次情報: 続きを見る
Introduction and History
Probabilistic Background / 1：
Markov Chains / 1.1：
Random Walks in a Quarter Plane / 1.2：
Functional Equations for the Invariant Measure / 1.3：
Foundations of the Analytic Approach / 2：
Fundamental Notions and Definitions / 2.1：
Covering Manifolds / 2.1.1：
Algebraic Functions / 2.1.2：
Elements of Galois Theory / 2.1.3：
Universal Cover and Uniformization / 2.1.4：
Abelian Differentials and Divisors / 2.1.5：
Restricting the Equation to an Algebraic Curve / 2.2：
First Insight (Algebraic Functions) / 2.2.1：
Second Insight (Algebraic Curve) / 2.2.2：
Third Insight (Factorization) / 2.2.3：
Fourth Insight (Riemann Surfaces) / 2.2.4：
The Algebraic Curve Q(x,y) = 0 / 2.3：
Branches of the Algebraic Functions on the Unit Circle / 2.3.1：
Branch Points / 2.3.2：
Galois Automorphisms and the Group of the Random Walk / 2.4：
? and ? on S / 2.4.1：
Reduction of the Main Equation to the Riemann Torus / 2.5：
Analytic Continuation of the Unknown Functions in the Genus Case / 3：
Lifting the Fundamental Equation onto the Universal Covering / 3.1：
Lifting of the Branch Points / 3.1.1：
Lifting of the Automorphisms on the Universal Covering / 3.1.2：
Analytic Continuation / 3.2：
More about Uniformization / 3.3：
The Case of a Finite Group / 4：
On the Conditions for H to be Finite / 4.1：
Explicit Conditions for Groups of Order 4 or 6 / 4.1.1：
The General Case / 4.1.2：
Rational Solutions / 4.2：
The Case N(f) = 1 / 4.2.1：
Algebraic Solutions / 4.2.2：
Final Form of the General Solution / 4.3.1：
The Problem of the Poles and Examples / 4.5：
Reversible Random Walks / 4.5.1：
Simple Examples of Nonreversible Random Walks / 4.5.1.2：
One Parameter Families / 4.5.1.3：
Two Typical Situations / 4.5.1.4：
Ergodicity Conditions / 4.5.1.5：
Proof of Lemma 4.5.2 / 4.5.1.6：
An Example of Algebraic Solution by Flatto and Hahn / 4.6：
Two Queues in Tandem / 4.7：
Solution in the Case of an Arbitrary Group / 5：
Informal Reduction to a Riemann-Hilbert-Carleman BVP / 5.1：
Introduction to BVP in the Complex Plane / 5.2：
A Bit of History / 5.2.1：
The Sokhotski-Plemelj Formulae / 5.2.2：
The Riemann Boundary Value Problem for a Closed Con- tour / 5.2.3：
The Riemann BVP for an Open Contour / 5.2.4：
The Riemann-Carleman Problem with a Shift / 5.2.5：
Further Properties of the Branches Defined by Q(x,y) = 0 / 5.3：
Index and Solution of the BVP (5.1.5) / 5.4：
Complements / 5.5：
Computation of w / 5.5.1：
An Explicit Form via the Weierstrass P-Function / 5.5.2.1：
A Differential Equation / 5.5.2.2：
An Integral Equation / 5.5.2.3：
The Genus 0 Case / 6：
Properties of the Branches / 6.1：
Case 1: <$$$> / 6.2：
Case 3: <$$$> / 6.3：
Case 4: <$$$> / 6.4：
Integral Equation / 6.4.1：
Series Representation / 6.4.2：
Uniformization / 6.4.3：
Boundary Value Problem / 6.4.4：
Case 5: <$$$> / 6.5：
Miscellanea / 7：
About Explicit Solutions / 7.1：
Asymptotics / 7.2：
Large Deviations and Stationary Probabilities / 7.2.1：
Generalized Problems and Analytic Continuation / 7.3：
Outside Probability / 7.4：
References
Index
Introduction and History
Probabilistic Background / 1：
Markov Chains / 1.1：
9.

図書
図書
9. Flavors of geometry (: hbk ; : pbk)
edited by Silvio Levy
出版情報: Cambridge : Cambridge University Press, 1997  ix, 194 p. ; 25 cm
シリーズ名: Mathematical Sciences Research Institute publications ; 31
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10.

図書
図書
10. A random walk down Wall Street : including a life-cycle guide to personal investing. 5th ed., [pbk. ed.] (: pbk)
Burton G. Malkiel
出版情報: New York : W.W. Norton & Co., c1990  440 p. ; 21 cm
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