Kandori-Mailath-Rob (KMR) の確率進化モデルのシミュレーション.
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KMR モデルにおいて0 期から T-1 期までの X_t の列を生成し,X_t(N) の動きをプロットした. (epsilon は小さい値に設定し,それに依存して T は大きい値に設定した).
-
また,X_t そのものだけではなく,X_t の実現値の頻度分布 \bar{X}_t の様子も調べた..
-
{X_t} の定常分布を求めてヒストグラムにした.
License: BSD 3-Clause "New" or "Revised" License
Kandori-Mailath-Rob (KMR) の確率進化モデルのシミュレーション.
KMR モデルにおいて0 期から T-1 期までの X_t の列を生成し,X_t(N) の動きをプロットした. (epsilon は小さい値に設定し,それに依存して T は大きい値に設定した).
また,X_t そのものだけではなく,X_t の実現値の頻度分布 \bar{X}_t の様子も調べた..
{X_t} の定常分布を求めてヒストグラムにした.
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