习题三
1、 对Markov 链,0,≥n x n 试证条件
P ()i x i x i x j x n n n n ====-+,,...,1001=P ()
i x j x n n ==+1 (1) 等价于对所有时刻n,m 及所有状态,,...,,,...,10m n j j i i 有
P ()n n m m n n i x i x j x j x ====++,...,,...,0011=P ()
n n m m n n i x j x j x ===++,...,11 (2) 证明:()?
=P ()()
n n m m n n n n i x i x P j x j x i x i x ======++,...,,...,,,...,001100
=P ()
0011,....,,.....,i x i x j x j x n n m m n m m n ====--++.P ()0011,...,,...,i x i x j x n n m m n ===--+ ÷P ()
n n i x i x ==,....,00
利用(1)=P ()11--++==m m n m m n j x j x ……P ()n n n i x j x ==+11.P (
)
n n i x i x ==,...,00 ÷P ()
n n i x i x ==,....,00
=P ()11--++==m m n m m n j x j x .P ()2211--+--+==m m n m m n j x j x ….P ()
n n n i x j x ==+11 = P ()
11--++==m m n m m n j x j x ….P ()
n n n n i x j x j x ===++1122, =……..=P ()
n n n m m n i x j x j x ===++11,...... ()? 在(2)中取m=1,即得(1)。
2、 考虑状态0,1,2上的一个Markov 链,0,≥n x n 它有转移阵
P=???
?
?
?
?1.08
.01.001.09
.07.02.01
.0,初始分布为,3.0,4.0,3.0210===p p p 试求概率P {}
2,1,0210===x x x
解:P (
)2,1,0210===x x x =P ()1212==x x .P ()1101==x x .P (
)
00=x =0×0.1×0.3=0
注:()
110111===x x P P =0.1,()
121212
===x x P P =0 3.信号传送问题。信号只有0和1两种,分为多个阶段传输,在每一步上出错的概率为α。