5.1连续时间马尔可夫链
★注:①结论(3)可表达为
pij (t+ s )=∑ pik (t ) pkj ( s )k∈I
= ( pi1 (t )
pi 2 (t )
pik (t )
p1 j ( s ) p (s) 2j ) pkj ( s )
P(t+ s )= P(t ) P( s )
5.1连续时间马尔可夫链
★注:①结论(3)可表达为
pij (t+ s )=∑ pik (t ) pkj ( s )k∈I
= ( pi1 (t )
pi 2 (t )
pik (t )
p1 j ( s ) p (s) 2j ) pkj ( s )
P(t+ s )= P(t ) P( s )