关于二重马氏链的相关性质

Some Notes on Two-order Markov Chains

马氏链是一类特殊的随机过程,在随机过程论中也起着重要的作用。最初由A.A.Markov所研究。二重马氏链概念也是一重马氏链概念的推广。在给出二重马氏链的两个等价定义的基础上,同时提供了一个获得二重马氏链的方法以便于检验随机过程是否为二重马氏链。

Markov chain is a special case of random process and important in the theory of random process, which firstly researched by A. A. Markov . The concept of Two-- order Markov chain is extended by Markov chain. This paper gives two equivalent definition and provides an useful method of finding Two--order Markov chain in order to check the Two--order Markov chain .