OR_08马尔科夫链综述.ppt

* Starting from state 2, the probability of absorption into state 0 (A losing all his money) can be obtained by The probability of A winning $4 (B going broke) ? * Customers who are fully paid (in state 0) and then subsequently fall into arrears on new purchases are viewed as “new” customers who start in state 1. * * * 最后需要说明的是使上述的一组样本值是在初 始状态x(0)= i0已确定的情况下获得的，如果初始 状态x(0)亦为随机变量，则只要给出x(0)的初始分 布列P{ x(0)=i}=Pi，i=0，1，2，…，m。于是只 要利用对离散型随机变量的一般模拟法很易获得 x(0)的样本值i0，然后再按上述步骤⑵、⑶、⑷… 做下去即可。 3. 应用举例 某地区天气有雨、晴、阴、多云四种状态，设明天的天气以一定的概率取决于今天的天气，其转移矩阵如图所示。试从初始状态为晴天开始来对该地区的今后365天的气候状态实施模拟（预报这365天的