[機統] stationary distribution
Consider a Markov chain with state space V = {0,1,2,...} and transition
probabilities given by
p(n, n+ 1) = (n+ 1)/(n+ 3), p(n,0) = 2/(n+3)
compute the stationary distribution.
我的做法:
很一般的πp=π
π(n)=π(n-1)* n/(n+2) for all n in V\0
π(k)=k!/((k+2)!/2) * π(0)
π(0)=π(k)* (k+2)
( 2 )
結果就卡住了 我看不出他是哪種distribution
想請教一下版友
是我前面有做錯嗎? 還是他真的是某種distribution
謝謝
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