DTMC:离散时间马尔可夫链

离散时间马尔可夫链(Discrete Time Markov Chain,简称DTMC)是一种重要的随机过程模型,广泛应用于数学、计算机科学、工程学等研究领域。该模型适用于在离散时间点上描述状态转移的概率特性,因名称较长,在学术和工程实践中常缩写为DTMC,以方便书写与交流。

Discrete Time Markov Chain具体释义

  • 英文缩写:DTMC
  • 英语全称:Discrete Time Markov Chain
  • 中文意思:离散时间马尔可夫链
  • 中文拼音:lí sàn shí jiān mǎ ěr kě fū liàn
  • 相关领域dtmc 数学

Discrete Time Markov Chain的英文发音

例句

  1. Based on the martingale pricing theory when the ratio of interest is constant, the main work in this thesis is the discussions about the martingale pricing model for convertible bond under the condition that the ratio of interest obey finite discrete time Markov chain.
  2. 本文主要是在利率为常数的鞅定价理论的基础上,讨论了可转换债券在利率服从时间离散,状态有限的马尔科夫链时的鞅定价模型。
  3. This paper studies finite and infinite time ruin probabilities in a completely discrete time risk model with a Markov chain interest. Recursive and integral equations for the ruin probabilities are given.
  4. 研究了带马尔科夫链利率的完全离散时间风险模型的有限时间和最终时间破产概率,给出了破产概率的递归方程和积分方程。
  5. Ruin Probabilities in a Discrete Time Risk Model with a Markov Chain Interest
  6. 带马氏链利率的离散风险模型的破产概率
  7. Considering the ruin problems under the discrete time insurance risk model with interest, we proof the surplus is Markov chain.
  8. 本文讨论了固定利率下的离散风险模型,首先证明了资产盈余构成一个齐次马尔科夫链,并给出了其转移概率。
  9. In this paper, we build a discrete time risk model to study the multi-type correlated claims under the stochastic interest following a finite Markov chain. By using the recursive method.
  10. 在随机利率服从有限齐次Markov链下,建立相关险种离散风险模型,采用递推方法得到了有限时间破产概率的递推等式和最终破产概率的积分等式;