翻訳と辞書 Words near each other ・ Uniformed services ・ Uniformed Services Benefit Association ・ Uniformed Services Employment and Reemployment Rights Act ・ Uniformed Services Former Spouses' Protection Act ・ Uniformed services of the United States ・ Uniformed Services University of the Health Sciences ・ Uniformitarianism ・ Uniformity ・ Uniformity and jurisdiction in U.S. federal court tax decisions ・ Uniformity of content ・ Uniformity of motive ・ Uniformity policy ・ Uniformity tape ・ Uniformizable space ・ Uniformization ・ Uniformization (probability theory) ・ Uniformization (set theory) ・ Uniformization theorem ・ Uniformly bounded representation ・ Uniformly Cauchy sequence ・ Uniformly connected space ・ Uniformly convex space ・ Uniformly distributed measure ・ Uniformly hyperfinite algebra ・ Uniformly most powerful test ・ Uniformly smooth space ・ Uniformology ・ Uniforms and insignia of the Kriegsmarine ・ Uniforms and insignia of the Schutzstaffel ・ Uniforms and insignia of the Sturmabteilung Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Uniformization (probability theory) ： ウィキペディア英語版 Uniformization (probability theory) In probability theory, uniformization method, (also known as Jensen's method〔 or the randomization method) is a method to compute transient solutions of finite state continuous-time Markov chains, by approximating the process by a discrete time Markov chain.〔 The original chain is scaled by the fastest transition rate ''γ'', so that transitions occur at the same rate in every state, hence the name ''uniform''isation. The method is simple to program and efficiently calculates an approximation to the transient distribution at a single point in time (near zero).〔 The method was first introduced by Winfried Grassmann in 1977. ==Method description== For a continuous-time Markov chain with transition rate matrix ''Q'', the uniformized discrete-time Markov chain has probability transition matrix $P:=(p\_)\_$, which is defined by :: with ''γ'', the uniform rate parameter, chosen such that ::$\backslash gamma\; \backslash geq\; \backslash max\_i\; |q\_|.$ In matrix notation: ::$P=I+\backslash fracQ.$ For a starting distribution π(0), the distribution at time ''t'', π(''t'') is computed by〔 ::$\backslash pi(t)\; =\; \backslash sum\_^\backslash infty\; \backslash pi(0)\; P^n\; \backslash frace^.$ This representation shows that a continuous-time Markov chain can be described by a discrete Markov chain with transition matrix ''P'' as defined above where jumps occur according to a Poisson process with intensity γt. In practice this series is terminated after finitely many terms. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Uniformization (probability theory)」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.