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发帖数: 2774 | 1 Hi,
I have a difficult math problem to solve. It's a Multi-dimensional Markov
Chains Problem:
1) a*pi(0,0)=b*[pi(1,0)+pi(0,1)]
2) (a+b)*pi(i,0)=b*[pi(i+1,0)+pi(i,1)]
3) (a+b)*pi(0,j)=b*[pi(0,j+1)+pi(1,j)]
4) (a+2b)*pi(i,j)=a*pi(i-1,j-1)+b*[pi(i+1,j)+pi(i,j+1)]
Solve for pi(i,j), assume a, b and pi(0,0) is known.
Actually it's also a difference equation problem. Do you have any idea on how
to solve this kind of problem, or do you have any recommendations for books or
papers that I can refer to? |
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