摘要
本文引入建立于随机变量概念基础上的随机过程──马尔可夫过程，来描述投资项目产生的收入现金流序列。它较好地表达了现金流的特点。
By applying the Markov Process──a random system based on the concept of random variables,this paper offers a model to describe income cash flows generated by an investment project,Tho model successfully captures the various characteristics of cash flows。
出处
《上海海运学院学报》
1994年第2期63-67,共5页
Journal of Shanghai Maritime University
关键词
马尔可夫过程
随机变量
现金流量
random variables’autocorrelations,covariance
cash flow,correlation coefficient,expected value,risk analysis
