马尔可夫链、总概率定律和递归关系

IF 0.5 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS

AUTOMATIC DOCUMENTATION AND MATHEMATICAL LINGUISTICS Pub Date : 2023-04-18 DOI:10.3103/S0005105523010090

D. V. Vinogradov

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引用次数: 0

摘要

本文描述了一种估计齐次有限马尔可夫链平均命中次数和相关概率的通用方法。利用总概率定律的基本公式，得到了估计值和概率的递推关系。将所描述的方法应用于VKF方法的耦合马尔可夫链的三个问题；在每种情况下，得到的递推关系对于精确解都是可解的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Markov Chains, Law of Total Probability, and Recurrence Relations

The article describes a general method of estimating average hitting times and the associated probabilities for homogeneous finite Markov chains. Recurrence relations for the estimated values and probabilities are obtained using fundamental formulas of the law of total probability. The described method is applied to three problems of a coupled Markov chain of the VKF method; in each case, the resulting recurrence relations are solvable for exact solutions.

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来源期刊

AUTOMATIC DOCUMENTATION AND MATHEMATICAL LINGUISTICS COMPUTER SCIENCE, INFORMATION SYSTEMS-

自引率

40.00%

发文量

期刊介绍： Automatic Documentation and Mathematical Linguistics is an international peer reviewed journal that covers all aspects of automation of information processes and systems, as well as algorithms and methods for automatic language analysis. Emphasis is on the practical applications of new technologies and techniques for information analysis and processing.