頁籤選單縮合
題名 | 有限馬克夫鏈之基本概念及其在經濟學上之應用=The Basic Concepts and Economic Applications of the Finite Markov Chains |
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作 者 | 李聰照; | 書刊名 | 中華農學會報 |
卷期 | 44 民52.12 |
頁次 | 頁87-94 |
關鍵詞 | 有限馬克夫鏈; 經濟學; |
語文 | 中文(Chinese) |
英文摘要 | This paper is concerned with the following aspects of Markov chains: (1) Stochastic process and Markov chain process. (2) Transition probability matrix. (3) Regular Markov chain and absorbing Markov chain. (4) Application of Markov chain on Leontief model of input-output analysis. The stochastic process may be classified into three types, namely the independent process, the independent trail process and Markov chain process. It is called Markov chain process if the finite stochastic process of functions f0, f1, f2,…… ,fn has following characteristics where m>1, n>2, a,……, s, t denoting the results of a series of trials. Pr[fn=t|(fn-1=s)Λ(fn-2=r)Λ…Λ(f1=a)]=Pr[fn=t|fn=1=s] Pr[fn=t|fn-1=s]=Pr[fm=t|fn-1=s] In analyzing Markov process problems the transition probability matrix is usually used. |
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