Transition Probabilities of Nonhomogeneous Markov Chains
碩士 === 國立交通大學 === 統計所 === 88 === Consider a nonhomogeneous Markov chain with some time dependent infinitesimal matrix. The exact transition probabilities under various conditions are obtained. For general nonhomogeneous Markov chains with continuous infinitesimal matrices, we find an effi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71333144656710265942 |