Ingenious solution to first arrival time of a class of Markov chain and it's data simulation
Fang Hua-qiang · Journal of Hubei Normal University · 2009
This paper studies a special class of Markov Chain.We obtain the related properties of Random Walk,staying in or not staying,with equal probability on cube etc.We acquire a series of conclusions such as stationary distribution,the average return time and first return time.In addition to give strict proof,we also use Data Simulation which is very similar to real value.Explicitly,that exists stationary uniform distribution on Regular tetrahedr,and we get limit result of it.Particularly,using the symmetry of state space,the probability of arriving state B before state A can be smartly gotten.what is more,we discusses the application of the method.