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马尔可夫链

于 2022-08-21 发布 文件大小:48.46 kB
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应用背景一个马尔可夫链(离散时间马尔可夫链或DTMC [ 1 ]),以安德烈的名字命名的马尔可夫链,是一个随机过程,经历了从一个状态转换到另一个状态空间。它必须具备的属性,具有“记忆”:下一个状态的概率分布只取决于目前国家并没有对事件序列之前。这“记忆性”称为马尔可夫性质特殊。马尔可夫链有许多用于真实的统计模型的过程。关键技术一个简单的例子,状态图右图所示,用一个有向图的状态转换图。美国代表是否一个假设的股票市场呈现牛市,熊市,或停滞的市场趋势在给定的一周。根据图表,一紧随其后的是另一个牛市牛市周90%周的时间,熊周7.5%的时间,和一个停滞的时间2.5%周。

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