STATISTICS OF A CLASS OF MARKOV CHAINS
STATISTICS OF A CLASS OF MARKOV CHAINS作者机构:DepartmentofMathematicsHunanNormalUniversityChangsha410081China DepartmentofBasicSciencesBeijingTechnologyandBusinessUniversityBeijing100037China
出 版 物:《Journal of Systems Science & Complexity》 (系统科学与复杂性学报(英文版))
年 卷 期:2004年第17卷第3期
页 面:387-398页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:This research is supported by Hunan Province Natural Science Foundation of China(OOJJY2003) Doctoral Program Foundation of Institute of Higher Education of China, and Beijing Natural Science Foundation of China(1042007 )
主 题:hitting time sojourn time random walk star-graph
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.