Non-stationary Markov chain with applications in the 2008 Australian open tennis tournament

碩士 === 輔仁大學 === 應用統計學研究所 === 97 === In this study we consider that a special case of Markov chain is a stationary at each two-step and will stop at some time. After modifying our function, it will converge on the only absorbing state. Its transition probability matrix will be expanded by square matr...

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Bibliographic Details
Main Authors: Sheng-ming Lee, 李勝明
Other Authors: Jeng-fu Liu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/93535302532144211835