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Science Forum Index » Statistics - Education Forum » Markov Chain, help
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Posted: Sat Dec 16, 2006 10:01 am |
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hi
Please help, I'm trying to enumerate the toal space that's required to
fully describe a Markov Chain system.
Please verify my statements:
(assumption):
1. a markov system has n state slots,
2. there are only m symbols for each slot.
Therefore
[ there are m^n possibilities for each time ]
[ So, we need m^n matrices, and each one is (m x n), where each column
sums to 1,
to fully describe the system ] <---
Please verify my last statment.
Thanks |
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