| 来源类型 | Monograph (IIASA Interim Report) |
| 规范类型 | 报告 |
| On Misapplications of Diffusion Approximations in Birth and Death Processes of Noisy Evolution. | |
| Kaniovski YM | |
| 发表日期 | 1998 |
| 出版者 | IIASA, Laxenburg, Austria: IR-98-050 |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | Birth and death processes with a finite number of states are used in modeling different kinds of noisy learning processes in economics. To analyze the long run properties one looks a the corresponding stationary distribution. When the number of states is large, the stationary distribution becomes bulky and difficult to analyze. To simplify the analysis in such a situation and hence to make the long run properties of the learning process more transparent, a diffusion approximation has been suggested. Unfortunately, quite often such such approximation is not correctly done. Why this happens and how the situation can be fixed is discussed in this note. |
| 主题 | Technological and Economic Dynamics (TED) |
| URL | http://pure.iiasa.ac.at/id/eprint/5599/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124815 |
| 推荐引用方式 GB/T 7714 | Kaniovski YM. On Misapplications of Diffusion Approximations in Birth and Death Processes of Noisy Evolution.. 1998. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| IR-98-050.pdf（314KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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