STATISTICS OF A CLASS OF MARKOV CHAINS

被引：0
|
作者：
DENG Yingchun(Department of Mathematics
机构：
来源：
JournalofSystemsScienceandComplexity | 2004年 / 03期
基金：
北京市自然科学基金;
关键词：
Hitting time; sojourn time; random walk; star-graph;
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we prove that the distributions of their sojourn time and hitting time at one special state for random walks which are allowed to be finite or infinite and Markov chains on star-graphs with discrete time can uniquely determine the probability distribution of the whole chains. This result also suggests a new statistical method for Markov chains.
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页码：387 / 398
页数：12
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