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多元马氏链的状态分类及其基本性质

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5]ChingWK,FungES,NgMK.AhigherorderMarkovmodelfortheNewsboysproblem[J].JournaloftheOperationalResearchSociety,2003,54(3):291-298.[6]YangH,LiY,LuL,etal.eneratingannualweatherdataforHongKong[J].EnergyandBuildings,2011,43(9):2371-2377.[7]SiuTK,ChingWK,FungSE,etal.OnamultivariateMarkovchainmodelforcreditriskmeasurement[J].QuantitativeFinance,2005,5(6):543-556.[8]ChingWK,FungES,NgMK.HigherorderMarkovchainmodelsforcategoricaldatasequences[J].NavalResearchLogistics(NRL),2004,51(4):557-574.[9]ChingWK,NgMK.Markovchains:Models,algorithmsandapplications[M].NewYork:Springer,2006.[10]ChingWK,NgMK,FungES.HigherordermultivariateMarkovchainsandtheirapplications[J].LinearAlgebraandItsApplications,2008,428(2):492-507.[11]华东师范大学数学系.数学分析[M].2版.北京:高等教育出版社,1991.【中文责编:庄晓琼英文责编:肖菁】52第4期邢灵博等:多元马氏链的状态分类及其基本性质

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