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In probability theory, a telescoping Markov chain (TMC) is a vector-valued stochastic process that satisfies a Markov property and admits a hierarchical format through a network of transition matrices with cascading dependence. For any consider the set of spaces . The hierarchical process defined in the product-space : is said to be a TMC if there is a set of transition probability kernels such that (1) is a Markov chain with transition probability matrix : (2) there is a cascading dependence in every level of the hierarchy, : for all (3) satisfies a Markov property with a transition kernel that can be written in terms of the 's, : where and 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「Telescoping Markov chain」の詳細全文を読む スポンサード リンク
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