有限状态齐次Markov过程嵌入问题的研究

On the Embedding Problem of Homogeneous Markov Processes with Finite States

本文找到了有限阶随机矩阵为离散骨架的一个比较初等的等价条件;本文对有限阶具有简单Jordan形的随机矩阵的嵌入问题。

An equivalent condition for a finite order stochastic matrix to be a discrete skeleton is found in this paper.The embedding problem of finite order stochastic matrices with simple Jordan forms is solved.