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Консультация № 182819
12.04.2011, 03:46
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Здравствуйте! У меня возникли сложности с таким вопросом:
Обсуждение
12.04.2011, 07:34
общий
это ответ
Здравствуйте, Посетитель - 370622!
Для однородной марковской цепи
или
В частности
откуда P{S(0)=2} = 0.1, P{S(1)=1} = 0.43, P{S(2)=3} = 0.395.
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 = {8t; 10t; 11t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t = 1/29 и q = {8/29; 10/29; 11/29}.
Для однородной марковской цепи
или
В частности
откуда P{S(0)=2} = 0.1, P{S(1)=1} = 0.43, P{S(2)=3} = 0.395.
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 = {8t; 10t; 11t}. Исходя из условия q[sub]1[/sub]+q[sub]2[/sub]+q[sub]3[/sub]=1 имеем t = 1/29 и q = {8/29; 10/29; 11/29}.
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