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 SM ISO690:2012DOSESCU, Tatiana-Corina, RAISCHI, Victor, CRACIUN, Adi Nicoleta. A simulation of a homogeneous Markov chain in discrete-time whose transition matrix changes randomly. In: Dezbateri Social Economice, 2020, nr. 1, pp. 35-43. ISSN 2360-1973. |
| EXPORT metadate: Google Scholar Crossref CERIF DataCite Dublin Core |
| Dezbateri Social Economice | ||||||
| Numărul 1 / 2020 / ISSN 2360-1973 /ISSNe 2248-3837 | ||||||
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| JEL: C00, C02. | ||||||
| Pag. 35-43 | ||||||
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The paper presents a procedure for simulating a finite and homogeneous Markov chain in discrete time, using random extractions from a finite set of urns. Then the procedure changes to simulate a finite and homogeneous Markov chain in a discrete time whose stochastic transition matrix changes randomly to take into account the context in which stochastic modelling takes place. |
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| Cuvinte-cheie homogeneous Markov chain, simulate, stochastic modeling, stochastic transition matrix, flowchart, Mathematica 5.2. |
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