青岛大学学报（自然科学版）2003，Vol.16Issue(3)：5-11,7.
不可约闭集的余集为有限集的Markov链的吸收概率
ABSORPTION PROBABILITIES OF MARKOV CHAINS HAVING A FINITE COMPLEMENT OF IRREDUCIBLE CLOSED SETS
摘要
Abstract
The state space Ψ of a Markov chain Xn, n≥0,is decomposed into disjoint irreducible closed sets C1, C2, ..., Ck, ..., and their complement ΨT. In case ΨT is nonempty and finite, several formulas in terms of the transition function matrix for computing the absorption probabilities have been found, and some intuitive properties about the hitting time have also been proved.关键词
Markov 链/转移概率矩阵/吸收概率Key words
Markov chain/transition function matrix/absorption probability分类
数理科学引用本文复制引用
李长文..不可约闭集的余集为有限集的Markov链的吸收概率[J].青岛大学学报（自然科学版）,2003,16(3):5-11,7.
