一类多维马尔可夫链的性质

The Properties of a Class of Multidimensional Markov Chains

  • 摘要:d-维Markov链P是由d个不可约Markov链Pk),k=1,2,…,d按照方式(1)所产生.本文证明了P与{Pk)}两者的正常返等价,得到了P的平稳分布的乘积形式,讨论了P与{Pk)}之间的常返关系.

     

    Abstract: A d-dimensional Markov chain P is produced from d irreducible onedimensional Markov chains Pk), k = 1, 2,… d in the way of (1). The equivalence of positive recurrence between P and Pk) is established,and the product torm for stationary distribution of P is obtained. The relationship for recurrence between P and Pk) is also discussed.

     

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