| 求齐次有限马尔科夫链平稳分布族的算法 |
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| 引用本文： | 陈永义 张学显. 求齐次有限马尔科夫链平稳分布族的算法[J]. 兰州大学学报(自然科学版), 1993, 29(4): 47-50 |
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| 作者姓名： | 陈永义 张学显 |
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| 作者单位： | 兰州大学数学系 兰州730000烟台大学数学系(陈永义)，兰州大学数学系 兰州730000(张学显) |
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| 摘 要： | 对齐次有限马尔科夫链，本文得到三种形式的平稳分布方程组，由此建立的三种算法对通常的数值方法更有效、更可靠。
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| 关 键 词： | 马尔科夫链 非负矩阵 平稳分布族 |
Algorithms Computing the Stationary Distribution Family of Homogeneous Finite Markov Chains |
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| Chen Yongyi,Zhang Xuexian. Algorithms Computing the Stationary Distribution Family of Homogeneous Finite Markov Chains[J]. Journal of Lanzhou University(Natural Science), 1993, 29(4): 47-50 |
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| Authors: | Chen Yongyi Zhang Xuexian |
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| Abstract: | This paper has obtained three versions of the system of stationarydistribution equations for a homogeneous finite Markov chain.Three algorithmspresented by the above results are more efficient and reliable than that designed by theordinary numerical method. |
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| Keywords: | Markov chains nonnegative matrix spectral radius stationary distribution |
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