Inhomogeneous Markov chains with periodic matrices of transition probabilities and their application to simulation of meteorological processes

被引：1
|
作者：
Kargapolova, N. A. [1 ]
Ogorodnikov, V. A. [1 ,2 ]
机构：
[1] Russian Acad Sci, Siberian Branch, Inst Computat Math & Math Geophys, Novosibirsk 630090, Russia
[2] Novosibirsk State Univ, Novosibirsk 630090, Russia
来源：
RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING | 2012年 / 27卷 / 03期
基金：
俄罗斯基础研究基金会;
关键词：
D O I：
10.1515/rnam-2012-0012
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An inhomogeneous Markov chain with two states and the matrix of transition probabilities, which is a periodic function of a discrete argument, is considered in the paper. Expressions describing the distribution of the chain, its limit probabilities, the correlation function, and also the distribution of the length of series containing identical states and its moments are obtained. Examples of applications of the considered Markov chain in simulation of various meteorological processes are presented.
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页码：213 / 228
页数：16
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