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Nearly completely decomposable Markov chain : ウィキペディア英語版 | Nearly completely decomposable Markov chain In probability theory, a nearly completely decomposable (NCD) Markov chain is a Markov chain where the state-space can be partitioned in such a way that movement within a partition occurs much more frequently than movement between partitions. Particularly efficient algorithms exist to compute the stationary distribution of Markov chains with this property. ==Definition==
Ando and Fisher define a completely decomposable matrix as one where "an identical rearrangement of rows and columns leaves a set of square submatrices on the principal diagonal and zeros everywhere else." A nearly completely decomposable matrix is one where an identical rearrangement of rows and columns leaves a set of square submatrices on the principal diagonal and ''small nonzeros'' everywhere else.
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「Nearly completely decomposable Markov chain」の詳細全文を読む
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