2003,1M - Markov Markov X & a X & K...

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Unformatted text preview: Markov Markov X & a X & K ( Markov Markov X & K * ( * a 3.1 3.1 X K À * ~-+  7 D K À * 6  @{ Markov Markov X K  VD @o d9 Markov Markov X   j i i i i n , , , , , 1 1- n { } , n X n { } { } i X j X p i X i X i X j X p n n n n n n = = = = = = = +-- + 1 1 1 1 , , , n X & 3.2 3.2 X *V Markov Markov X K À X K V W D  @ @@ B Markov Markov X K À * V W D  B n n X K À •  À Markov Markov X K À * VD  …R À * yD K À Markov Markov X K À •  À Markov Markov X   n n X K À * ~- D X * Ø * Markov Markov X   n n X K À * •  À * n X n X i 1 + n X j { } i X j X p n n = = + 1 1 , + n n ij P i j P ( 29 { } i X j X p P m n m n ij = = = + ( 29 n ij P ( 29 j i , ( 29 n j i P , ( 29 n P 3.1 3.1 Markov Markov X   n n X K À * p   X  X  X K À * ~ V  3.1 3.1 X K À * VD W +  7@ @@ ' X K À * VD WD  ÕB-+ 2 2 X  3 3 X  4 4 X K À  X K À * VD WD 6~-+ @{ßD  7@ X K  1 1 X K À * V PO 1 1 X K  2 2 X K À * ؘÀ* 5 5 X   X K À * x 1 1 X K  4 4 X K À * V x 1 1 X  5 5 X K À  X K À * VD WD  ÕB- . n n X K À * h †K À* X  K À * * (1) (1) X K À* VD W h †K À* PV* (2) (2) X K À* 6~-+ @ @ ~-+ ( 29 ( 29 =- = 1 k n k j ik n ij P P P ( 29 ( 29 , 1 = = ij ii P i j P i i { } 5 , 4 , 3 , 2 , 1 = I ( 29 n X { } , n X n ( 29 = 5 1 , 5 1 , 5 1 , 5 1 , 5 1 P ( 29 2 P  (1) (1) X K À* ›  À* X K À* ›  À* = 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 1 P = 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 3 / 1 1 P ( 29 = = 3 / 1 3 / 1 3 / 1 9 / 1 9 / 5 9 / 2 9 / 1 9 / 1 9 / 2 3 / 1 9 / 2 9 / 1 9 / 1 9 / 2 9 / 5 9 / 1 3 / 1 3 / 1 3 / 1 2 2 P P X 2 2 X  X  3.2 3.2 X  K À* VD WD 6~ zßD @{ß 5 5 X  X  K À* VD À 1 1 X  K À*...
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This note was uploaded on 06/12/2011 for the course ASB 2003 taught by Professor Kim during the Three '11 term at University of New South Wales.

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2003,1M - Markov Markov X & a X & K...

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