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第56行： − From 1951 onward, Mandelbrot worked on problems and published papers not only in mathematics but in applied fields such as [[information theory]], economics, and [[fluid dynamics]]. − 从1951年起，曼德布洛特开始致力于研究相关问题并发表论文，不仅在数学领域，而且在信息论，经济学和流体动力学等应用领域中也发表许多研究论文。+ 第64行：
第63行： − Mandelbrot saw [[financial market]]s as an example of "wild randomness", characterized by concentration and long range dependence. He developed several original approaches for modelling financial fluctuations.<ref>{{cite book |author= Rama Cont |chapter= Mandelbrot, Benoit |journal= Encyclopedia of Quantitative Finance |publisher= Wiley |date= 19 April 2010 |doi= 10.1002/9780470061602.eqf01006 |isbn = 9780470057568|author-link= Rama Cont }}</ref> In his early work, he found that the price changes in [[financial market]]s did not follow a [[Gaussian distribution]], but rather [[Paul Lévy (mathematician)|Lévy]] [[stable distributions]] having infinite [[variance]]. He found, for example, that cotton prices followed a Lévy stable distribution with parameter ''α'' equal to 1.7 rather than 2 as in a Gaussian distribution. "Stable" distributions have the property that the sum of many instances of a random variable follows the same distribution but with a larger [[scale parameter]].<ref>{{cite web |url=https://www.newscientist.com/article/mg15420784.700-flight-over-wall-st.html |title=''New Scientist'', 19 April 1997 |publisher=Newscientist.com |date=19 April 1997 |access-date=17 October 2010 |archive-date=21 April 2010 |archive-url=https://web.archive.org/web/20100421101729/http://www.newscientist.com/article/mg15420784.700-flight-over-wall-st.html |url-status=live }}</ref> − 曼德布洛特将金融市场视为“野生随机性”的很好案例，其特征是集中性和长相关性。为此他开发了几种可以模拟财务波动的创新方法。在他的早期工作中，他发现金融市场的价格变化并非遵循高斯分布，而是遵循具有无限方差的'''<font color="#ff8000"> 列维稳定分布Lévy stable distributions </font>'''。他发现，例如棉花价格遵循列维稳定分布，其参数α等于1.7，而不是高斯分布中的2。该“稳定”分布具有以下性质：随机变量的许多实例总和遵循相同的分布，只是比例参数较大。+
→Research career 科研生涯
<!-- Deleted image removed: [[File:Mandelbrot-IBM.jpg|thumb|left|Mandelbrot working at IBM]] -->
<!-- Deleted image removed: [[File:Mandelbrot-IBM.jpg|thumb|left|Mandelbrot working at IBM]] -->
从1951年起，曼德布洛特开始致力于研究相关问题并发表论文，不仅在数学领域，而且在[[信息论]]，[[经济学]]和[[流体动力学]]等应用领域中也发表许多研究论文。
=== Randomness in financial markets 金融市场的随机性 ===
=== Randomness in financial markets 金融市场的随机性 ===
曼德布洛特将[[金融市场]]视为“野生随机性”的很好案例，其特征是集中性和长相关性。为此他开发了几种可以模拟财务波动的创新方法<ref>{{cite book |author= Rama Cont |chapter= Mandelbrot, Benoit |journal= Encyclopedia of Quantitative Finance |publisher= Wiley |date= 19 April 2010 |doi= 10.1002/9780470061602.eqf01006 |isbn = 9780470057568|author-link= Rama Cont }}</ref> 。在他的早期工作中，他发现金融市场的价格变化并非遵循[[高斯分布]]，而是遵循具有无限方差的'''<font color="#ff8000"> 列维稳定分布Lévy stable distributions </font>'''。他发现，例如棉花价格遵循列维稳定分布，其参数α等于1.7，而不是高斯分布中的2。该“稳定”分布具有以下性质：随机变量的许多实例总和遵循相同的分布，只是比例参数较大。<ref>{{cite web |url=https://www.newscientist.com/article/mg15420784.700-flight-over-wall-st.html |title=''New Scientist'', 19 April 1997 |publisher=Newscientist.com |date=19 April 1997 |access-date=17 October 2010 |archive-date=21 April 2010 |archive-url=https://web.archive.org/web/20100421101729/http://www.newscientist.com/article/mg15420784.700-flight-over-wall-st.html |url-status=live }}</ref>