Economic.Dynamics.Theory.and.Computation_John Stachurski

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1、EconomicDynamicsEconomicDynamicsTheoryandComputationJohnStachurskiTheMITPressCambridge,MassachusettsLondon,Englandc2009MassachusettsInstituteofTechnologyAllrightsreserved.Nopartofthisbookmaybereproducedinanyformbyanyelectronicormechanicalmeans(includingphotoc

2、opying,recording,orinformationstorageandretrieval)withoutpermissioninwritingfromthepublisher.MITPressbooksmaybepurchasedatspecialquantitydiscountsforbusinessorsalespromotionaluse.Forinformation,pleaseemailspecial_sales@mitpress.mit.eduorwritetoSpecialSalesDepa

3、rtment,TheMITPress,55HaywardStreet,Cambridge,MA02142.ThisbookwastypesetinLATEXbytheauthorandwasprintedandboundintheUnitedStatesofAmerica.LibraryofCongressCataloging-in-PublicationDataStachurski,John,1969–Economicdynamics:theoryandcomputation/JohnStachurski.p.c

4、m.Includesbibliographicalreferencesandindex.ISBN978-0-262-01277-5(hbk.:alk.paper)1.Staticsanddynamics(Socialsciences)—Mathematicalmodels.2.Economics—Mathematicalmodels.I.Title.HB145.S732009330.1’519—dc22200803597310987654321ToCleoContentsPrefacexiiiCommonSymbo

5、lsxvii1Introduction1IIntroductiontoDynamics92IntroductiontoProgramming112.1BasicTechniques112.1.1Algorithms112.1.2Coding:FirstSteps142.1.3ModulesandScripts192.1.4FlowControl212.2ProgramDesign252.2.1User-DefinedFunctions252.2.2MoreDataTypes272.2.3Object-Oriented

6、Programming292.3Commentary333AnalysisinMetricSpace353.1AFirstLookatMetricSpace353.1.1DistancesandNorms363.1.2Sequences383.1.3OpenSets,ClosedSets413.2FurtherProperties443.2.1Completeness443.2.2Compactness46viiviiiContents3.2.3Optimization,Equivalence483.2.4Fixe

7、dPoints513.3Commentary544IntroductiontoDynamics554.1DeterministicDynamicalSystems554.1.1TheBasicModel554.1.2GlobalStability594.1.3ChaoticDynamicSystems624.1.4EquivalentDynamicsandLinearization664.2FiniteStateMarkovChains684.2.1Definition684.2.2MarginalDistribut

8、ions724.2.3OtherIdentities764.2.4ConstructingJointDistributions804.3StabilityofFiniteStateMCs834.3.1StationaryDistributions834.3.2TheDobrushinCoefficient884.3.3Stability904.3.4TheLa