英文标题：
《Sustainability in the Stochastic Ramsey Model》
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作者：
Rabi Bhattacharya, Hyeonju Kim, Mukul Majumdar
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最新提交年份：
2015
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英文摘要：
In this paper we provide a self-contained exposition of the problem of sustaining a constant consumption level in a Ramsey model. Our focus is on the case in which the output capital-ratio is random. After a brief review of the known results on the probabilities of sustaining a target consumption from an initial stock, we present some new results on estimating the probabilities by using Chebyshev inequalities. Some numerical calculations for these estimates are also provided.
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中文摘要：
在本文中，我们提供了一个在拉姆齐模型中保持恒定消费水平的问题的自包含的解释。我们关注的是产出资本比率是随机的情况。在简要回顾了关于从初始库存维持目标消费概率的已知结果之后，我们给出了使用切比雪夫不等式估计概率的一些新结果。还提供了这些估计的一些数值计算。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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