基于方阵乘幂的马尔可夫链问题研究  

Markov Chain Based on Square Matrix of Factorial Power

作　　者：张梅荣[1] 

机构地区：[1]北京印刷学院基础部,北京102600

出　　处：《北京印刷学院学报》2009年第6期71-73,共3页Journal of Beijing Institute of Graphic Communication

摘　　要：马尔可夫链是一类重要且得到广泛应用的随机过程。指出一步转移概率、n步转移概率以及稳态概率等重要概念与线性代数中的矩阵、矩阵乘幂之间的密切联系,重点引入求解方阵的高次幂的相似对角化方法,最后结合实例,利用相似对角化方法推导出其计算结果。Markov chain is a special kind of stochastic process which is widely used. First, the author introduces some important concepts of Markov chain, such as one step state transition probability, n step state transition probability and probability of stability, which closely associate with the conceptions of matrix, square matrix of factorial power. And then, a method of similar diagonalization is shown mainly which is used to solve square matrix of factorial power. And the end, an example is given to illustrate the method of similar diagonalization.

关 键 词：马尔可夫链 转移概率 稳态概率 方阵的高次幂 

分 类 号：O211[理学—概率论与数理统计]