The definition of the Markov chain M matrix is stated and some of its properties are proved, base on canonical representation of the one-step transition probability matrix.
在一步转移概率 矩阵典型化的基础上，给出马尔可夫链M 矩 阵的定义并证明它的一些性质。
In chapter 5 ~ (th), by utilizing the Markov models of credit transition probability matrix, we study the problem of forward loan pricing.
第五章采用信用转移的马氏链模型，研究了远期贷款定价问题。
In chapter 5 ~ (th), by utilizing the Markov models of credit transition probability matrix, we study the problem of forward loan pricing.
第五章采用信用转移的马氏链模型，研究了远期贷款定价问题。
应用推荐