Вы находитесь на странице: 1из 19

# S, a1,a2,,ak,

.
: , .
t1,t2,
. :
a i a j , P ( ai a j ) = pij - .

,
, .
,
, .
.
, p ij , ..
.

:
a1

a1 p11

a 2 p 21
P=
... ...

a k p k1

p12
p 22
...
pk 2

...
...
...
...

a2

ak

p1k

p2k
...

p kk

:
1. 0 p ij 1, i, j
k

2.

p
j =1

ij

= 1, i - 1.

, ,
.

.

, :
1. , ..

p 0 = { p10 , p 20 ,..., p k0 } - ( ).
k

p 0j - , a j ,

p
j =1

0
j

= 1 , ..

- .
1. - P =|| p ij || k k .

.
: :
a1 a2 a3

a1 0
P = a2 0

a3 1

1
a2

a1
1
3

1
2
a3

1
2

1
1
2
0

0
1
2
2

( ), .

, .
,
: 3 4.

n-

.
n-. ..
n-.

a1 a2 a3

a1 0
P = a2 0

a3 1

1
1
2
0

0
1
2
2

a1: p 0 {1,0,0} .
3 .

1
2

1
a1

a2

1
2

a2

1
2

a2

1
2 1
3
a3

a3
a1

2
a3
3

1 1 1
P3 (a1 ) = P (a1 a 2 ) P (a 2 a3 ) P (a3 a1 ) = 1 =
2 3 6
1 1 1
P3 ( a 2 ) = P (a1 a 2 ) P (a 2 a 2 ) P (a 2 a 2 ) = 1 =
2 2 4
P3 (a 3 ) = P ( a1 a 2 ) P ( a 2 a 2 ) P (a 2 a3 ) + P ( a1 a 2 ) P ( a 2 a3 ) P ( a3 a3 ) =

= 1

1 1
1 2 1 2
7
+1 = + =
2 2
2 3 4 6 12

1 1 7 2 3 7
P (3) = ; ; = ; ;
6 4 12 12 12 12

,
n- ,
.

n-

0
0
0
p 0 = p1 , p 2 ,..., p k -

- P =|| p ij || k k .
n-, .. p ( n) ={ p1 ( n), p 2 ( n),..., p k ( n)} , p j (n) , n- ()
aj, j=1,2,,k.
:

p j ( n) = p1 ( n 1) p1 j + p 2 ( n 1) p 2 j +... + p k ( n 1) p kj , j =1, k

k=3 (3 ) (1) :

(1)

j = 1 p1 ( n) = p1 ( n 1) p11 + p 2 (n 1) p 21 + p3 (n 1) p31

## j = 2 p 2 (n) = p1 (n 1) p12 + p 2 (n 1) p 22 + p3 ( n 1) p32

j = 3
p3 (n) = p1 (n 1) p13 + p 2 (n 1) p 23 + p3 (n 1) p33

(1)

(1) .
(1) :

p11

## p (n) = { p1 (n 1); p 2 (n 1); p3 (n 1)} p 21

p
31
p(n-1)

p12
p 22
p32

p13

p 23
p33

(2)

(2) :

p(n) = p (n 1) P

p j (n) = 1

j =1

(3)

(3), 1,2,3,,k,
:

n =1

p (1) = p 0 P

p (2) = p (1) P = p 0 P 2
3
n = 3 p (3) = p ( 2) P = p 0 P
...
...
n =n
p ( n) = p 0 P n
n =2

(3) :

p ( n) = p 0 P n
k

p j (n) = 1

j =1

(4)

(4)
n-.
. () 1
P
. :

6
7
3
P =
36
4

27

1
7

4 12
7 37
24 72
7 25

18 54

p 0 = {1,0,0}

1 1 7
p(3) = {1,0,0} P 3 = ; ; .
6 4 12

, n, - ,
, P n
n-, ,
.
2

p (n) = p ( n 1) P

0
p (1) = p 0 P = {1;0;0} 0

1
1
2
0

0
p ( 2) = p (1) P = {0;1;0} 0

0
1 1
p (3) = p (2) P = 0; ; 0
2 2
1

0
1
= {0;1;0}
2
2

0
1 1 1
= 0; ;
2 2 2
2

1
1
2
0

1
1
2
0

0
1 1 1 7
= ; ;
2 6 4 12
2

. P =|| pij || k k
, ( ),
, .

S, ,
,
, ,

n . :

1. .
2. .

. aj ,
a i a j , a j ai .

a1

a3

a2
a1

a2

a5

a4

a6

a7

1 2 .
1 2 ; (4,5), (3,6,7) .
,
,
.
.
, .

, ,

*
*
*
*
P = p1 , p 2 ,..., p k , p * -

p j ( n) = p j , j = 1,2,..., k .
aj, lim
n
*

(1):
p j ( n) = p1 ( n 1) p1 j + p 2 ( n 1) p 2 j +... + p k ( n 1) p kj , j =1, k

lim p j ( n) = p *j , j = 1,2,..., k , :
n

(1)

k=3, (1) :

j =1
j =2
j =3

## P1* = p1* p11 + p 2* p 21 + p3* p31

*
*
*
*
P1 = p 2 p12 + p 2 p 22 + p3 p32
P* = p* p + p* p + p* p
1 13
2 23
3 33
1

(2)

p* = p* P

## p1* , p 2* , p3* = p1* , p 2* , p3* P k *

(3)
pj = 1

j =1

} {

1. a1,a2,,ak,,
p1,p2,,pk, P =|| p ij || k k .
ai a j , :

i j = pi pij , a j ai
j i = p j p ji .

2.

*
*
p j = pi pij

, j = 1,2,..., k
k
*
p j = 1
j =1

(1)

:
k

p
i =1

ij

= 1, j = 1,..., k P.

i =1

i =1

i =1

i =1

## p *j pij = pi* p ij p *j p ji = pi* p ij , j

(1) :

k
k

=
j i i j
i =1
i =1
, j = 1, 2,..., k (2)
k
p* = 1
j

j =1

(2) :
, ,
.
. ..

n ,

, , , ,
, , , ,
, .

,
t 1 , t 2 , ,
.
,
t s .

.
.

.
p ij ( s; t ) - , i j

ts.

.
k

1.

p
j =1

ij

( s; t ) =1, i , .. t s -

.
2. pij (t ; t ) = 0 , i j , ..
.
3. p ii (t ; t ) = p jj (t ; t ) =1 , ..
.

..
2 ,
( ,
).
. a i a j
ij (t ) , :

ij (t ) = lim

pij (t , t + t ) pij (t , t )

t 0

,
. ,

.

:

11

(t ) =|| ij (t ) ||= 21
...

k1

12
22
...
k 2

1k

... 2 k
... ...

... kk
...

, ,
.
.
1. , .. jj 0, j .
: jj (t ) = lim

t 0

p jj (t , t + t ) p jj (t , t ) - 3
p jj (t , t + t ) 1
= lim
0 , ..
t 0
t
t

p jj (t , t + t ) 1 .

2. , .. ij 0, i j .
: ij (t ) = lim

t 0

p ij (t , t + t ) p ij (t , t ) i j ,-2
p ij (t , t + t ) 0
, ..
= lim
t 0
t
t

p ij (t , t + t ) 0 .

3. .
:
k

j=1

..:

ij

1 k
1 k
(
p ij (t , t + t ) p ij (t , t ) ) = lim
pij (t , t + t ) p ij (t , t ) = 0 ,

t 0 t
t 0 t
j =1
j =1
j =1

= lim

p
j =1

ij

(t , t + t ) = 1 , .. t

- ;
k

p
j =1

ij

(t , t ) = p ii (t , t ) = 1 .

,
t. ..
a1,a2,,ak,, P (t ) = { p1 (t ), p 2 (t ),..., p k (t )} -
t, p j (t ) - ,
t aj.
.

, .
p j (t ) - , t
aj, p j (t + t ) - ,

t + t aj. (
t aj ).

p j = p j (t + t ) p j (t )
k

(1)

p j (t + t ) = pi (t ) pij (t ; t + t ) + p j (t ) p jj (t ; t + t ) ,
i =1

(1) :

p j = pi (t ) pij (t ; t + t ) + p j (t ) p jj (t ; t + t ) p j (t )
i =1
i j

(2)

(2) t t 0 :

p j (t ) = lim

t 0

p j
t

= pi (t ) lim

pij (t ; t + t )
t

t 0

i =1

+ p j (t ) lim

p jj (t ; t + t ) 1
t

t 0

i j

:
k

pj (t ) = pi (t )
ij (t ), j = 1, 2,..., k

(3)

i =1

.. 1) i j , lim
t 0

2) i = j , lim
t 0

p ij (t ; t + t )
t

p ij (t ; t + t ) p ij (t ; t )

t 0
i j

p jj (t ; t + t ) 1
t

= lim

= lim

p jj (t ; t + t ) p jj (t ; t )

t 0

= ij (t )
i j

= jj (t )

:
k

p j (t ) = pi (t ) ij (t ), j = 1,2,..., k
i =1
k
p j = 1
j =1

,
.
.
. a i a j

, .. , : i j = pi (t ) ij (t ) .
a j ai : j i = p j (t ) ji (t ) .
:

p
(
t
)
=
pi (t ) ij (t ), j = 1,2,..., k

j
i =1
k
p j = 1
j =1

: ..

i =1

ji

(1)

(t ) = 0 ( 3),

p j (t )

p j (t ) ji (t ) = 0
i =1

p (t ) (t ) = 0, j = 1,..., k
i =1

ji

(2)

(1) :
k

i =1

i =1

p j (t ) = p i (t ) ij (t ) p j (t ) ji (t ), j = 1,..., k
k

p
(
t
)
=

i =1
k
p = 1
j

j =1

,
j
i =1

j i

1,2,...,
j=

k
(3)

- .
()
, .
. : ,
.
(3),
t.

()

1. ,
,
,

p j (t ) = p j , j .
, .. lim
t
*

.
: .
2. .
(1) :

p (t ) = p (t ) (t )
k
p (t ) = 1
j

j =1

(4)

*
j =1,2,..., k , (4)
.. p j - , p j (t ) = 0 ,

P* = 0
k
p * (t ) = 1
j

j =1

(5)

*
*
*
*
(5) p = p1 , p 2 ,..., p k .

3.
:

k
k

=
i j j i , j = 1, 2,..., k
i =1
i =1
k
p* = 1
j

j =1

(6)

(6) ,
, ,
, .

,
:

0
a0

p1
a1

p2
a2

2 k 1

ak

a i - i- ,

( ), ().

p * = { p 0 , p1 ,..., p k } .

.
a 0 : p 0 = p1 1 ;

p1 =

0
p0
1

a1 : p11 + p1 1 = p 0 0 + p 2 2 ;

p 2 2 = p11 ; p 2 =

a 2 : p 2 2 + p 2 2 = p11 + p3 3 ; p3 =

10
p0
2 1

2
p2 = 0 1 2 p0
3
1 2 3

ak : pk =

0 1 ...k 1
p
1 2 ...k 0

...

0
+ 0 1 + ... + 0 k 1 = 1 ,
.. p 0 + p1 + p 2 + ... + p k = 1 p 0 1 +

1 2
1 ... k
1

0 0 1
0 ... k 1

p0 = 1 +
+
+ ... +

...

1
1 2
1
k , k = 1,..., n

...

p = 0 1 k 1 p
k 1 2 ... k 0

,
, .

## Нижнее меню

### Получите наши бесплатные приложения

Авторское право © 2021 Scribd Inc.