摘要
研究了有限马氏环境中的生灭链首达时的问题,通过差分方程给出了状态间首达时的关系,进而给出了含有吸收态的马氏环境中的生灭链被吸收的差分方程.用一个例子说明,当过程的状态空间也为有限时可以根据差分方程计算出两状态间首达某一状态的概率.
In this paper, we study the first hitting time of birth and death chain in random environment that has finite states. By difference equation,we give the relation of the first hitting time between different states. Then we get the difference equation of extinction probability of birth and death chain in random environment that has a absorb state. At last,we give two examples to explain that when the state space containing absorbing state, we can also calculate absorbing probabilities by different equation.
出处
《武汉大学学报（理学版）》
CAS
CSCD
北大核心
2007年第1期13-16,共4页
Journal of Wuhan University:Natural Science Edition
基金
国家自然科学基金资助项目(10371092
10671148)
武汉大学创新基金资助项目
关键词
随机环境马氏链
马氏环境中的生灭链
首达时
Markov chain in random environment
birth and death chain in Markov environment
first hitting time
