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转移矩阵不动点向量的敏感性分析AI 解读

The fixed point vector of a regular or ergodic transition matrix is given for a transition matrix, P, when an entire row is changed. The computation of the fixed point vector involves only vector-matrix multiplication and addition, and is based on the initial computation of the pseudo-inverse of (P – I). Sensitivity analysis of the Markov Chain is easily performed utilizing this result.

转移矩阵不动点向量的敏感性分析AI 解读

The fixed point vector of a regular or ergodic transition matrix is given for a transition matrix, P, when an entire row is changed. The computation of the fixed point vector involves only vector-matrix multiplication and addition, and is based on the initial computation of the pseudo-inverse of (P – I). Sensitivity analysis of the Markov Chain is easily performed utilizing this result.