馬爾科夫過程介紹ppt課件(參考版)
2025-05-10 12:05本頁面
【正文】 is called a Markov matrix. Such as As you can see, the definition of the Markov matrix is closely related to Markov chains and probability theories. We can also derivate this result: Lemma: the powers of a Markov matrix is still a Markov matrix Lemma’s proof: We could use mathematical induction to plete this lemma’s proof. Besides, we could prove a more stronger result: Any two Markov matrices’ production is still a Markov matrix. Proof: Think about two Markov matrices A and B, let Let C=AB, we can get ?????????????nnnnnnaaaaaaaaaA???????212222111211?????????????nnnnnnbbbbbbbbbB???????212222111211?????????????niiiiaaaa?21?? ?? ?? ????? ?? ?? ?????????????nkkjnkkjniiknknikjikninkkjikniijnjinjijinkkjikijbbababacbabababac11 11 11 1122111 v e r y f o r 1)()()( so?So the matrix C has the property 2: all columns add to 1. Obviously, it has th
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