有限随机系统的极限概率分解

Limit Probability Decomposition of Finite Stochastic System

有限随机系统状态迁移过程中对系统状态集的压缩,将系统分为两类随机子系统,由此建立了该随机系统的商系统并降低了概率矩阵的计算复杂度。在图论的基础上,通过研究有限随机系统及其商系统的极限性质,考察了有限随机系统的极限概率分解问题。在保留原有随机系统的极限性质的前提下方便了对随机系统平稳分布的预测。

The compression of state set in the process of the state transition in finite stochastic systems divides this system into two kinds of stochastic subsystem, and the quotient system is presented based on this. On the ba-sis of graph theory, the problems of limit probability decomposition of finite stochastic system are investigated by the research on the limit properties of finite stochastic system and its quotient system. On the premise of retaining the limit properties of the original stochastic system, the computational complexity can be significantly reduced.