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Markov链的宏观图象
引用本文:李长文,任行者. Markov链的宏观图象[J]. 青岛大学学报(自然科学版), 2005, 18(2): 27-36
作者姓名:李长文  任行者
作者单位:海军潜艇学院,山东青岛266071;海军潜艇学院,山东青岛266071
摘    要:通过几个直观的例子研究了马尔可夫链状态空间的结构及几何性质,如维数,宏观上可视的图形等。证明了这些马尔可夫链的状态空间为具有一定自相似维数的分形集,这些分形集的闭包同样为分形集而且在该维数下的Hausdorff测度为正有限的。

关 键 词:状态空间  马尔可夫链  宏观图象  分形

Macroscopic Picture of a Markov Chain
LI Chang-wen,REN Xing-zhe. Macroscopic Picture of a Markov Chain[J]. Journal of Qingdao University(Natural Science Edition), 2005, 18(2): 27-36
Authors:LI Chang-wen  REN Xing-zhe
Abstract:Several straight forward examples of Markov chain were studied by discovering the state spaces and their geometric properties, especially their dimensions and macroscopic pictures. These Markov chains have self-similar fractals for some dimensions as their state spaces were proved, and the closures of these fractals are also fractals with finite positive Hausdorff measure for the given dimensions.
Keywords:Markov chain  state space  macroscopic picture  fractal
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