| 不可约闭集的余集为有限集的Markov链的吸收概率 |
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| 引用本文： | 李长文. 不可约闭集的余集为有限集的Markov链的吸收概率[J]. 青岛大学学报(自然科学版), 2003, 16(3): 5-11 |
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| 作者姓名： | 李长文 |
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| 作者单位： | 海军潜艇学院,山东,青岛,266071 |
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| 摘 要： | 一个Markov链的状态空间Ψ可以分解为一系列互不相交的不可约闭集C1，…，Ck，…。及其余集口ΨT。对于ΨT为一个非空有限集的情形。给出了用于计算吸收概率的一些公式，证明了关于首达时的一些很直观的性质。
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| 关 键 词： | Markov链 吸收概率 不可约闭集 余集 有限集 转移概率矩阵 状态空间 |
ABSORPTION PROBABILITIES OF MARKOV CHAINS HAVING A FINITE COMPLEMENT OF IRREDUCIBLE CLOSED SETS |
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| Abstract. ABSORPTION PROBABILITIES OF MARKOV CHAINS HAVING A FINITE COMPLEMENT OF IRREDUCIBLE CLOSED SETS[J]. Journal of Qingdao University(Natural Science Edition), 2003, 16(3): 5-11 |
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| Authors: | Abstract |
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| Abstract: | The state space Ψ of a Markov chain Xn, n≥0,is decomposed into disjoint irreducible closed sets C1, C2, ..., Ck, ..., and their complement ΨT. In case ΨT is nonempty and finite, several formulas in terms of the transition function matrix for computing the absorption probabilities have been found, and some intuitive properties about the hitting time have also been proved. |
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| Keywords: | Markov chain transition function matrix absorption probability |
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