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Time Series of Random Macro-price and Application

价格时间序列及其应用(英文)
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摘要 This paper tries to utilize the methods of stochastic analysis and matrix analysis to research the existential problem of price series. By using the means of time series analysis, the input-output, Markov processes and the modern matrix analysis, the limiting problem of price balance and vibration in stochastic economic environment has been researched, and surprising conclusions obtained are as following: the probability that the economic collapse time is equal ∞ is 0.
作者 耿显民
机构地区 College of Science
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2008年第1期144-155,共12页 数学季刊(英文版)
基金 the NNSF(10671197)
关键词 input-output coefficient matrix economic collapse time maximum eigne value random perturbation Markov process 价格时间序列 应用 输入输出系统矩阵 经济崩溃时间
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