研究了分支随机转移矩阵与随机生成母函数的关系。
The relation of branching random transition matrix and random generating function are investigated.
其中,市场状态用一个马尔可夫链来描述,各种状态之间的转换也就由相应的转移矩阵刻画,而且随机回报率的均值和协方差矩阵均处决于市场的状态。
Among them, a Markov chain is used to describe the state of the market, and the con-version between the various states will be decided by the transfer matrix.
应用推荐