计算马尔可夫链平均首达时间新的迭代法
he new iterative method for solving the mean first passage times of Markov chains
本文依据平均首达时间的定义方程, 将平均首达时间的计算问题归结为若干个线性方程组求解问题, 证明了这些方程组的收敛性或半收敛性, 给出了解的显式表示, 并与已知的含参数迭代法作数值实验比较. 数值实验表明这种新格式的有效性.
n efficient iterative scheme for the computation of the mean first passage times ( MFPTs) of ergodic Markov chains has been presented. Firstly, the computation problem of MFPTs been transformed into a set of linear equations via the defining equation of MEPTs. Then it has been proved that the index of the coefficient matrix of each of these equations is not more than 1 and a new presentation of the MFPTs been also derived. some numerical examples compared with the known parameter iterative algorithm are given. These results show that the new algorithm is effective.
陈新、陈佳
数学
平均首达时间 马尔可夫链迭代法 收敛性 半收性
Mean first passage times Markov chains iterative methodsconvergence semiconvergent.
陈新,陈佳.计算马尔可夫链平均首达时间新的迭代法[EB/OL].(2018-05-10)[2025-08-11].http://www.paper.edu.cn/releasepaper/content/201805-62.点此复制
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