請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/54622完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 周雲雄 | |
| dc.contributor.author | Wei-Hung Su | en |
| dc.contributor.author | 蘇偉宏 | zh_TW |
| dc.date.accessioned | 2021-06-16T03:08:23Z | - |
| dc.date.available | 2015-08-11 | |
| dc.date.copyright | 2015-08-11 | |
| dc.date.issued | 2015 | |
| dc.date.submitted | 2015-06-22 | |
| dc.identifier.citation | [1] Chow, Y. S. and Wu, L. D. On the stability of absorbing times of Markov chain. Technical
report in Pattern Analysis No. 111. Division of Applied Mathematics. Brown University, 1981. [2] Dellacherie, C, Martinez, S and San Martin, J. Inverse M-matrices and Ultrametric Matrices. Springer, New York, 2014. [3] Keilson, J. Markov Chain Models - Rarity and Exponentiality. Springer, New York, 1979. [4] Chung, K. L. Markov Chains with Stationary Transition Probabilities, 2nd ed. Springer, New York, 1967. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/54622 | - |
| dc.description.abstract | 在周和吳之前的研究中，他們使用V ar(T)/(E(T))2 來衡量一個吸
收態的馬可夫鏈。在沒有任何限制的情況下，他們已經證明出最穩定 的馬可夫鏈是單方向的馬可夫鏈。然後想在對稱的情況下找尋最穩定 的馬可夫鏈，而這兩位老師猜測也會有類似的結果。在這篇論文中， 我證明出當狀態數小於4 的時候，他們的猜測是正確的。 | zh_TW |
| dc.description.abstract | In Chow and Wu [1], they used V ar(T)/(E(T))2 to measure the stability
of an absorbing Markov Chain where T is the absorbing time. Without any restriction, they proved that the most stable absorbing Markov Chain is the one way chains. Furthermore, they add some restriction on the Markov chain and discuss the problem on symmetric Markov chains. In this thesis, the conjecture for n 3 is verified where n is the number of state space when the initial state is determined. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-16T03:08:23Z (GMT). No. of bitstreams: 1 ntu-104-R02246005-1.pdf: 405427 bytes, checksum: 578214682ca4c6e3eb77a0245870e0b7 (MD5) Previous issue date: 2015 | en |
| dc.description.tableofcontents | 1 Introduction . . . . . . . . . . . . . 2
2 Background . . . . . . . . . . . . . 2 2.1 Pure Birth Class . . . . . . . . . . 7 3 Symmetric Chain . . . . . . . . . . . 8 4 Main Result . . . . . . . . . . . . . 11 4.1 Special case r = 3 . . . . . . . . . 15 5 Proof of Theorem 4.4 . . . . . . . . . 17 References . . . . . . . . . . . . . . 18 | |
| dc.language.iso | en | |
| dc.title | 一個在馬可夫鏈上的穩定問題 | zh_TW |
| dc.title | A stability problem on Markov Chains | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 103-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 黃啟瑞,張志中 | |
| dc.subject.keyword | 馬可夫鏈, | zh_TW |
| dc.subject.keyword | Markov chains, | en |
| dc.relation.page | 19 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2015-06-23 | |
| dc.contributor.author-college | 理學院 | zh_TW |
| dc.contributor.author-dept | 應用數學科學研究所 | zh_TW |
| 顯示於系所單位： | 應用數學科學研究所 | |
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