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Lastne vrednosti in nehomogene markovske verige : diplomsko deloKaro, JanjaDiplomsko delo govori predvsem o homogenih markovskih verigah in njihovi konvergenci k stacionarni porazdelitvi. V začetnem poglavju je omenjenih nekaj nazornih primerov uporabe in osnovne ... informacije o homogenih markovskih verigah, kot so stohastični procesi, matrike prehoda, različna stanja, stacionarna porazdelite, ergodičnost ... Sledijo definicije in uporabni rezultati s področja lastnih vrednosti in lastnih vektorjev. Uvodni del zaključuje pomemben izrek o konvergenci k stacionarni porazdelitvi homogene markovske verige. V nadaljevanju sledi formulacija Perron-Frobeniusovega izreka, uporaba lastne strukture matrike prehoda ergodične homogene markovske verige v končnem prostoru stanj pri določanju hitrosti konvergence k stacionarni porazdelitvi, ki pa je enaka po absolutni vrednosti drugi največji lastni vrednosti in nekateri načini določanja njene spodnje in zgornje meje. V zadnjem poglavju pa se soočimo s kompleksnejšim konceptom, in sicer nehomogenimi markovskimi verigami in pogoji za določitev krepke in šibke ergodičnosti.Type of material - undergraduate thesis ; adult, seriousPublication and manufacture - Maribor : [J. Karo], 2009Language - slovenianCOBISS.SI-ID - 17183752
Author
Karo, Janja
Other authors
Benkovič, Dominik
Topics
Univerzitetna in visokošolska dela |
matematika |
markovske verige |
ergodičnost |
porazdelitve |
diplomska dela
Library/institution |
City | Acronym | For loan | Other holdings |
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Miklošič Library FPNM, Maribor | Maribor | PEFMB |
reading room 1 cop.
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Karo, Janja | |
Benkovič, Dominik | 19551 |
Source: Personal bibliographies
and: SICRIS
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