Markov chain: discret-time Markov chains, classification of states, ergodic, stationary distribution. Continuous-time Markov chains, birth and death process.

  • 马尔可夫链:离散时间的马尔可夫链,状态的分类,遍历性,平稳分布。连续时间的马尔可夫链,生灭过程。
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