한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제16권2호
  • /
  • Pages.159-163
  • /
  • 1991
  • /
  • 1225-1119(pISSN)
  • /
  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

연속 흡수 마코프 연쇄의 불연속 관찰

Discrete Observation of a Continuous-time Absorbing Markov Chain

  • Chae, Kyung C. (Department of Management Science Korea Advanced Institute of Science and Technology)
  • 발행 : 1991.12.01
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초록

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

키워드

참고문헌

  1. Stochastic Models For Social Processes(3rd ed.) Bartholomew,D.J.
  2. An Introduction to probability Theory and Its Applications(3rd ed.) v.1 Feller,W.
  3. Finite Markov Chains Kemeny,J.G.;Snell,J.L.
  4. Linear Algebra with Geometric Applications Mansfield,L.E.