负概率扇区中随机变量截距的强度
The intensity of the random variable intercept in the sector of negative probabilities
摘要:
我们考虑随机变量的测量强度$ρ$的性质,对于该随机变量,由相应的Wigner函数表示的概率密度函数在域的一部分上达到负值。我们考虑一个简单的经济解释这个问题。这个模型是用来介绍的方法的适用性分析的负概率的市场上有异常的法律的供应和需求(如吉芬的货物)。事实证明,优化强度$ρ$的新条件需要新的策略。我们提出了一个策略(所谓的$\grave{a}$回扣策略)的基础上的不动点方法,并探讨其有效性。
英文摘要:
We consider properties of the measurement intensity $ρ$ of a random variable for which the probability density function represented by the corresponding Wigner function attains negative values on a part of the domain. We consider a simple economic interpretation of this problem. This model is used to present the applicability of the method to the analysis of the negative probability on markets where there are anomalies in the law of supply and demand (e.g. Giffen's goods). It turns out that the new conditions to optimize the intensity $ρ$ require a new strategy. We propose a strategy (so-called $\grave{a}$ rebours strategy) based on the fixed point method and explore its effectiveness.
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