摘要
本文在文献 [1 ]的基础上继续讨论了广生灭马氏链 ,求出了向下的首达时间分布及各级矩 ,给出了广生灭马氏链遍历的充分必要条件以及平均反回时间的计算公式 ,并且在遍历的条件下 。
In this paper, we continue to discuss the generalized birth a nd death Markov chain on the basis of reference , and obtain the distributi on moments downward first arrive time. We also obtain the necessary and sufficie nt condition on the ergodic and computational formula for recurrent time of the generalized birth and death Marcov chain. In the mean while we get the equilibri um distribution in ergodic condition.
出处
《应用数学》
CSCD
北大核心
2001年第3期122-126,共5页
Mathematica Applicata
关键词
广生灭马氏链
首达时间
遍历性
平稳分布
齐次马尔柯夫链
Generalized birth and death Marco V chain
First arrive time
Ergodic
Equilibrium distribution