文件名称：马尔科夫链markov chains
文件大小：412KB
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更新时间：2015-01-17 13:10:20
马尔科夫
经典的马尔科夫模型 11.1 Introduction Most of our study of probability has dealt with independent trials processes. These processes are the basis of classical probability theory and much of statistics. We have discussed two of the principal theorems for these processes: the Law of Large Numbers and the Central Limit Theorem. We have seen that when a sequence of chance experiments forms an indepen- dent trials process, the possible outcomes for each experiment are the same and occur with the same probability. Further, knowledge of the outcomes of the pre- vious experiments does not influence our predictions for the outcomes of the next experiment. The distribution for the outcomes of a single experiment is sufficient to construct a tree and a tree measure for a sequence of n experiments, and we can answer any probability question about these experiments by using this tree measure.