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STATISTICS OF A CLASS OF MARKOV CHAINS

STATISTICS OF A CLASS OF MARKOV CHAINS
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摘要 In this paper we prove that the distributions of their sojourn time and hitting time at one special state for random walks which are allowed to be finite or infinite and Markov chains on star-graphs with discrete time can uniquely determine the probability distribution of the whole chains. This result also suggests a new statistical method for Markov chains.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2004年第3期387-398,共12页 系统科学与复杂性学报(英文版)
基金 This research is supported by Hunan Province Natural Science Foundation of China(OOJJY2003) Doctoral Program Foundation of Institute of Higher Education of China, and Beijing Natural Science Foundation of China(1042007 ).
关键词 hitting time sojourn time random walk star-graph 马尔可夫链 逗留时间 随机移动 星形图 命中时间 离散时间
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