马尔可夫链平稳分布计算与验证.pdfVIP

table{border-collapse:collapse;}table,th,td{border:1pxsolid#000;}

$$(\pi_{1},\pi_{2})\left[\begin{array}{ll}0.60.4\\0.350.65\end{array}\right]=

(\pi_{1},\pi_{2})$$

$$\left\{\begin{array}{ll}{\pi_{1}(0.6)+\pi_{2}(0.35)=\pi_{1}}{-①}\\{\pi_{1}

(0.4)+\pi_{2}(0.65)=\pi_{2}}{-②}\\{\pi_{1}+\pi_{2}=1}{-③}\end{array}

\right.$$

Frist

π+π  1.

12

π  1−π−④

12

sub④求θ,

(1−π)(0.6)+π(0.35