Study On Fluctuations Of Stochastic System And Statistical Analysis Of Price Index

In this paper, we will use the theory of stochastic systems fluctuations, random walk, central limit theory to discuss the weak convergence properties of the two random paths and study the weak convergence limit of the model .Another part of this paper is about the prediction of CPI (Consumer Price Index)--- important index of inflation, we will construct the Model of prediction to analyze and predict about CPI.In recent years, as for research of statistical physics model have already had great progress. In this paper, we will further expand the research in this realm, consider the statistical properties of the two random paths model. We mainly applied the research method of two random paths, with the conditions 'fixed area' of the intermediate layer and 'fixed end points' in a two random paths model, proved the weak convergence properties of the two random paths and get the weak convergence limit of the model.The Consumer Price Index (CPI) reflects the changes of commodity price index about the product and the service price; it is an important index for observation of the inflation level. If the index rises greatly, it expresses the inflation excessiveness, and will bring the economy instability. In this paper with the data from Official website of Nation Statistics Bureau and the related Statistical Yearbook, we can know the Consumer Price Index (CPI) currently total present the line growth, formatting a pressure of inflation excessiveness. According to build up mathematics model to carry on the measurement, we can predict that the CPI still will increase for a period of time, pressure of inflation excessiveness still exists. At the beginning of each part we introduce some basic knowledge. For example: probability theory, random process, finance and so on.