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Консультация № 183627
Обсуждение
15.06.2011, 06:42
общий
это ответ
Здравствуйте, sereggg!
Для однородной марковской цепи
или
В частности
откуда P{S(0)=2} = 0.2, P{S(1)=1} = 0.49, P{S(2)=3} = 0.249.
Стационарное (предельное) распределение вероятностей 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 = {64t; 28t; 31t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t = 1/123 и q = {64/123; 28/123; 31/123}.
Для однородной марковской цепи
или
В частности
откуда P{S(0)=2} = 0.2, P{S(1)=1} = 0.49, P{S(2)=3} = 0.249.
Стационарное (предельное) распределение вероятностей 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 = {64t; 28t; 31t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t = 1/123 и q = {64/123; 28/123; 31/123}.
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