Markov Chain Based on Square Matrix of Factorial Power
Meirong Zhang · Journal of Beijing Institute of Graphic Communication · 2009
Markov chain is a special kind of stochastic process which is widely used.First,the author introduces some important concepts of Markov chain,such as one step state transition probability,n step state transition probability and probability of stability,which closely associate with the conceptions of matrix,square matrix of factorial power.And then,a method of similar diagonalization is shown mainly which is used to solve square matrix of factorial power.And the end,an example is given to illustrate the method of similar diagonalization.