| 有限马尔可夫鏈的計算机分解算法 |
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| 引用本文： | 周鸿年. 有限马尔可夫鏈的計算机分解算法[J]. 电子科技大学学报(社会科学版), 1988, 0(2) |
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| 作者姓名： | 周鸿年 |
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| 作者单位： | 杭州电子工业学院 |
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| 摘 要： | 本文提供一种分解马尔可夫矩阵P的算法,也就是我们能够确定矩阵P中有多少个链,每一个链各由哪些状态组成,哪些链是周期性链,这是将马尔可夫链理论应用到实际问题时的一个必要条件.文中给出二个分解实例(作者在计算机上得到的).
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| 关 键 词： | 马尔可夫链 矩阵分解 算法 吸收状态 过渡状态 周期性链 |
A COMPUTERIZED DECOMPOSITION ALGORITHM FOR FINITE MARKOV CHAINS |
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| Zhou Hongnain. A COMPUTERIZED DECOMPOSITION ALGORITHM FOR FINITE MARKOV CHAINS[J]. Journal of University of Electronic Science and Technology of China(Social Sciences Edition), 1988, 0(2) |
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| Authors: | Zhou Hongnain |
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| Affiliation: | Zhou Hongnain |
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| Abstract: | This article provides an algorithm for becomposition of a Finite Markov Matrix P, i.e., we can determine how many subchains are there in P, which states does each chain consist of, and which subchains are periodic chain. This problem is very often a necessary step for applying the Markov Chain theory to practical problems.The two decomposition examples are also presented (The author gets from computer runs). |
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| Keywords: | Markov Chains matrix decomposition algorithm absorption transient behaviour periodic Chains |
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