| 马尔可夫性及其检验方法研究 |
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| 引用本文： | 张玉芬,朱雅琳.马尔可夫性及其检验方法研究[J].价值工程,2012,31(2):312-313. |
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| 作者姓名： | 张玉芬 朱雅琳 |
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| 作者单位： | 1. 河北大学数学与计算机学院,保定,071002
2. 华东理工大学商学院,上海,200237 |
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| 基金项目： | 国家社会科学基金，保定市社会科学基金 |
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| 摘 要： | 马尔可夫链广泛应用于信息论、自动控制、通信技术、基因遗传、计算机科学、经济管理、教育管理、市场预测等领域,马尔可夫性是其最基本特征,因此,在运用马尔可夫链进行预测时,必须对预测对象以往的统计数据资料构成的随机变量序列的马尔可夫性进行检验,只有符合马尔可夫性,才能利用马尔可夫链进行预测,才能保证预测精度。本文探讨了马氏性的概念及性质,研究了马尔可夫性的检验方法,通过实例对该检验方法进行了分析。
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| 关 键 词： | 随机过程 随机变量序列 马尔可夫链 马尔可夫性 χ2检验 |
The Study of Markov Property and Its Test |
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| Zhang Yufen
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Zhu Yalin.The Study of Markov Property and Its Test[J].Value Engineering,2012,31(2):312-313. |
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| Authors: | Zhang Yufen Zhu Yalin |
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| Institution: | ① Zhang Yufen;② Zhu Yalin(①College of Mathematics and Computer,Hebei University,Baoding 071002,China; ②School of Business,East China University of Science and Technology,Shanghai 200237,China) |
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| Abstract: | Markov chains,with Markov property as its essence,are widely used in the fields such as information theory,automatic control,communication techniques,genetics,computer sciences,economic administration,education administration,and market forecasts.While using Markov chains to predict the future events,we must test the Markov property of random variable sequences of the past statistic data.Only when the random variable sequences satisfy the Markov property,can the prediction could be precise.This paper discusses the concept of Markov property and its features,studies its test method,and by example demonstrates the effectiveness of this prediction method. |
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| Keywords: | stochastic process random variable sequences Markov chains Markov property χ2 test |
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