| 马尔柯夫转移概率矩阵序列的收敛性 |
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| 引用本文： | 矫希国.马尔柯夫转移概率矩阵序列的收敛性[J].吉林大学学报(地球科学版),1993(2). |
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| 作者姓名： | 矫希国 |
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| 作者单位： | 长春地质学院数学地质研究所 |
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| 摘 要： | 在数学地质中,一般计算马尔柯夫转移概率矩阵序列极限时,都是用升高矩阵乘幂的方法,所以计算量是很大的。本文用解线性方程组的方法,求出了它的极限概率矩阵,并以实例对两种方法进行比较。
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| 关 键 词： | 转移概率炬阵 非负矩阵 不可约矩 原矩阵 |
THE SEQUENTIAL CONVERGENCE OF MARKOV TRANSITION PROBABILITY MATRICES |
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| Jiao Xiguo.THE SEQUENTIAL CONVERGENCE OF MARKOV TRANSITION PROBABILITY MATRICES[J].Journal of Jilin Unviersity:Earth Science Edition,1993(2). |
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| Authors: | Jiao Xiguo |
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| Institution: | Institute of Mathematical Geology |
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| Abstract: | In mathematical geology , the sequential limit of a Markov tramsition probability matrix is generally performed by the method of raising the matrix power, which made,the calculation is of large quantity ,In this paper,the limit probability matrix has been performed by finding the solution of linear equations and a example has been given to compare the results of two different mathods. |
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| Keywords: | transition probability matrix nonncgativc matrix irreducible matrix primitive matrix |
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