转移概率的性质及其应用

The Property of Transition Probability and Its Application

转移概率是研究马尔可夫链中状态之间转移的一个重要的计算概率工具,本文导出了转移概率的两个重要的性质,并运用转移概率性质讨论了Polya罐子模型,并导出了一个重要的递推等式。

Transition probability is an important computational tool in Markov chain.This paper derives two important properties of transition probability,and discusses the Polya jar model by using these properties,which leads to an important Recursive equation.