马氏链的基本方程状态Xn=12,…k(n=0,1,…) 状态概率a(m)=P(Xn=D)∑a(m)=1 2.….k 0 转移概率Pn=P(Xm=1Xn=1)p20.∑P=1=12…,k 基本方程a(m+1)=∑a,(n)Pn,i=1,2,…,k a(mn)=(a1(m)2a2(m)…,a1(n) a(n+1=a(n)p ~状态概率向量 P={pn}~转移概率矩阵a(m)=a(0)P (非负,行和为1)马氏链的基本方程 X = 1,2," k ( n = 0,1," ) 状态 n ( ) 1 1 ∑ = = a n k i i 1,2,", , 0,1," ( ) ( ), = = = = i k n a n P X i 状态概率 i n p p i k k j ij ij 0, 1, 1,2, , 1 ≥ ∑ = = " = ( ) 1 p P X j X i 转移概率 ij = n + = n = （非负，行和为 ） 转移概率矩阵 1 P = { pij } k × k ~ a ( n + 1 ) = a ( n ) P a n a n p i k k j i j ji ( 1 ) ( ) , 1,2, , 1 + = ∑ = " = 基本方程 ~ 状态概率向量 ( ) ( ( ), ( ), , ( )) 1 2 a n a n a n a n = " k n a ( n ) = a ( 0 ) P