Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4637286 | Applied Mathematics and Computation | 2006 | 19 Pages |
Abstract
In this paper, by using theories of stochastic process and computer algebra, a reliable algorithm for computing the high-order transition probability matrix of finite Markov chain is established, a new mechanical procedure markovproc is established, too. The procedure markovproc give not only the exact expression of the Markov chains, but also the limiting probability. Some examples are presented to illustrate the implementation of the algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhenqing Li, Weiming Wang,