从Chapman–Kolmogorov 方程推导出n步转移矩阵
In this article, I will derive the nnn-step transition matrix from Chapman–Kolmogorov equations.
Before the derivation, we define Pij=P(Xn+k=j∣Xk=i)P_{ij}=P(X_{n+k}=j|X_{k}=i)Pij=P(Xn+k=j∣Xk=i) as ...
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2020-04-23 11:18:47 ·
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