Finite-state, discrete-time Markov chains

Registro completo de metadados
Autor(es): dc.creatorBoucher, Chris-
Data de aceite:
Data de disponibilização:
Data de envio:
Data de envio:
Data de envio:
Data de envio:
Data de envio:
Fonte completa do material: dc.identifier
Fonte: dc.identifier.uri
Descrição: dc.descriptionEducação Superior::Ciências Exatas e da Terra::Matemática-
Descrição: dc.descriptionConsider a system that is always in one of n states, numbered 1 through n. Every time a clock ticks, the system updates itself according to an nxn matrix of transition probabilities, the (i,j)th entry of which gives the probability that the system moves from state i to state j at any clock tick. A Markov chain is a system like this, in which the next state depends only on the current state and not on previous states. Powers of the transition matrix approach a matrix with constant columns as the power increases. The number to which the entries in the ith column converge is the asymptotic fraction of time the system spends in state i. The image on the upper left shows the states of the chain with the current state colored red, where what is "current" is determined by the time slider. The histogram tracks the number of visits to each state over the number of time steps determined by the time slider. The transition probabilities can be changed using the new transition matrix slider. For small chains, powers of the transition matrix are shown at the bottom-
Idioma: dc.languageen-
Publicador: dc.publisherWolfram Demonstration Project-
Relação: dc.relationFiniteStateDiscreteTimeMarkovChains.nbp-
Direitos: dc.rightsDemonstration freeware using MathematicaPlayer-
???dc.source???: dc.source
Palavras-chave: dc.subjectProbability-
Palavras-chave: dc.subjectEducação Superior::Ciências Exatas e da Terra::Matemática::Matemática Aplicada-
Título: dc.titleFinite-state, discrete-time Markov chains-
???dc.description2???: dc.description2According to the clock's ticks, this object studies the transition probabilities of them, when they are numbered from 1 to n-
???dc.description3???: dc.description3This demonstration needs the "MathematicaPlayer.exe" to run. Find it in
Aparece nas coleções:Repositório Institucional - MEC BIOE

Não existem arquivos associados a este item.