| 齐次马氏链遍历性的特征值分析 |
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| 引用本文： | 路迎晨.齐次马氏链遍历性的特征值分析[J].河北北方学院学报(自然科学版),2012,28(3):9-11,15. |
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| 作者姓名： | 路迎晨 |
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| 作者单位： | 总参通信训练基地文化基础教研室,河北宣化,075100 |
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| 摘 要： | 在假定齐次马氏链转移概率矩阵相似于对角矩阵前提下，应用盖尔圆定理对转移概率矩阵的特征值进行研究，给出了判别齐次马氏链遍历性的一个充要条件。
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| 关 键 词： | 齐次马氏链 遍历性 盖尔圆定理 特征值 转移概率矩阵 |
Eigenvalue of Homogenes Markov Chains＇ Ergodic Property |
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| LU Ying-chen.Eigenvalue of Homogenes Markov Chains＇ Ergodic Property[J].Journa of Hebei North University:Natural Science Edition,2012,28(3):9-11,15. |
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| Authors: | LU Ying-chen |
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| Institution: | LU Ying-chen(Teaching Office of Cultural Foundation,Communication Training Base of Headquarter of General Staff,Xuanhua 075100,Hebei,China) |
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| Abstract: | Assuming that transition probability matrix of homogenes Markov chains is similar to diagonal matrix,Gerschgorin theorem is applied to study eigenvalue of transition probability matrix.It gives a necessary and sufficient condition about homogenes Markov chains’ ergodic property. |
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| Keywords: | homogenes Markov chains ergodic property Gerschgorin theorem eigenvalue transition probability matrix |
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