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Консультация № 181996
24.01.2011, 18:13
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Здравствуйте! У меня возникли сложности с таким вопросом:
Обсуждение
24.01.2011, 21:02
общий
это ответ
Здравствуйте, Посетитель - 360845!
Для однородной марковской цепи
или
В частности,
откуда P{S(0)=2} = 0.6, P{S(1)=1} = 0.38, P{S(2)=3} = 0.242.
Предельная вероятность определяется условием
или
где
В данном случае
или
Определитель системы равен 0, поэтому она имеет бесконечно много решений. В общем виде их можно записать как q = {61t; 62t; 48t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t=1/171 и q = {61/171; 62/171; 48/171}.
Для однородной марковской цепи
или
В частности,
откуда P{S(0)=2} = 0.6, P{S(1)=1} = 0.38, P{S(2)=3} = 0.242.
Предельная вероятность определяется условием
или
где
В данном случае
или
Определитель системы равен 0, поэтому она имеет бесконечно много решений. В общем виде их можно записать как q = {61t; 62t; 48t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t=1/171 и q = {61/171; 62/171; 48/171}.
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