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发帖数: 2975 | 1 Hi I have a Markov Chain with transition matrix P
starting from x_0, we pass x_{j1}, and reach x_{j2}
now I am trying to derive the probability
P(x_0 -> x_{j1} ->x_{j2})
here is my way.
Suppose initial probability for x_0 is Q
it is a nx1 vector
P(x_0->x_{j1})=QP^{j1-1}P_{x_j1}P^{j2-j1-1}P_{x_j2}
I don't like the two vectors here P_{x_j1} and P_{x_j2}
which stands for the x_j1-th column of matrix P
Any other ways to do that?
thanks a lot! |
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