典型习题：齐次Markov链的遍历性及平稳分布

 
 
 
 
 
 
 【此解法中求各n阶概率转移矩阵的R代码】
library(MASS)
data<-c(0,0,0.5,0.5,1,0,0,0,0,1,0,0,0,0,1,0) p<-matrix(data,nrow=4,ncol=4,byrow=T) p2=p%*%p p3=p2%*%p p4=p3%*%p p5=p4%*%p p6=p5%*%p p7=p6%*%p p8=p7%*%p p9=p8%*%p p10=p9%*%p fractions(p10) p p2 p3 p4 p5 p6 p7 p8 p9 p10 【运行结果】 > library(MASS)
> data<-c(0,0,0.5,0.5,1,0,0,0,0,1,0,0,0,0,1,0) > p<-matrix(data,nrow=4,ncol=4,byrow=T) > p2=p%*%p
> p3=p2%*%p
> p4=p3%*%p
> p5=p4%*%p
> p6=p5%*%p
> p7=p6%*%p
> p8=p7%*%p
> p9=p8%

典型习题：齐次Markov链的遍历性及平稳分布最先出现在Python成神之路。