Mercurial > forge
changeset 9764:933407a87a4e octave-forge
fixed typos in documentation
author | mmarzolla |
---|---|
date | Sun, 18 Mar 2012 18:24:04 +0000 |
parents | 941836b60ab9 |
children | ece29b72bf92 |
files | main/queueing/doc/markovchains.txi main/queueing/inst/ctmc.m main/queueing/inst/dtmc.m main/queueing/inst/dtmc_exps.m |
diffstat | 4 files changed, 35 insertions(+), 34 deletions(-) [+] |
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--- a/main/queueing/doc/markovchains.txi Sun Mar 18 16:09:48 2012 +0000 +++ b/main/queueing/doc/markovchains.txi Sun Mar 18 18:24:04 2012 +0000 @@ -35,7 +35,7 @@ @dots{}}. The sequence @math{X_0, X_1, @dots{}, X_n, @dots{}} is a @emph{stochastic process} with discrete time @math{0, 1, 2, @dots{}}. A @emph{Markov chain} is a stochastic process @math{@{X_n, -n=0, 1, 2, @dots{}@}} which satisfies the following Marrkov property: +n=0, 1, 2, @dots{}@}} which satisfies the following Markov property: @iftex @tex @@ -46,7 +46,7 @@ @math{P(X_{n+1} = x_{n+1} | X_n = x_n, X_{n-1} = x_{n-1}, ..., X_0 = x_0) = P(X_{n+1} = x_{n+1} | X_n = x_n)} @end ifnottex -@noindent which means that the probability that the system is in +@noindent which means that the probability that the system is in a particular state at time @math{n+1} only depends on the state the system was at time @math{n}. @@ -60,7 +60,7 @@ The transition probability matrix @math{\bf P} must satisfy the following two properties: (1) @math{P_{i, j} @geq{} 0} for all -@math{i, j}, and (2) @math{\sum_{j=1}^N P_{i,j} = 1}. +@math{i, j}, and (2) @math{\sum_{j=1}^N P_{i,j} = 1}. @c @DOCSTRING(dtmc_check_P) @@ -70,8 +70,8 @@ * Birth-death process (DTMC):: * Expected number of visits (DTMC):: * Time-averaged expected sojourn times (DTMC):: +* Mean time to absorption (DTMC):: * First passage times (DTMC):: -* Mean time to absorption (DTMC):: @end menu @c @@ -134,7 +134,7 @@ Given a @math{N} state discrete-time Markov chain with transition matrix @math{\bf P} and an integer @math{n @geq{} 0}, we let -@math{L-I(n)} be the the expected number of visits to state @math{i} +@math{L_i(n)} be the the expected number of visits to state @math{i} during the first @math{n} transitions. The vector @math{{\bf L}(n) = (L_1(n), L_2(n), @dots{}, L_N(n))} is defined as: @@ -156,8 +156,8 @@ @end example @end ifnottex -@noindent where @math{{\bf \pi}(i) = {\bf \pi}(0){\bf P}^i} is the state occupancy probability -after @math{i} transitions. +@noindent where @math{{\bf \pi}(i) = {\bf \pi}(0){\bf P}^i} is the state +occupancy probability after @math{i} transitions. If @math{\bf P} is absorbing, we can rearrange the states to rewrite @math{\bf P} as: @@ -186,7 +186,7 @@ number of times that the process is in the @math{j}-th transient state if it is started in the @math{i}-th transient state. If we reshape @math{\bf N} to the size of @math{\bf P} (filling missing entries with -zeros), we have that, for abrosbing chains @math{{\bf L} = {\bf +zeros), we have that, for absorbing chains @math{{\bf L} = {\bf \pi}(0){\bf N}}. @DOCSTRING(dtmc_exps) @@ -198,17 +198,23 @@ @DOCSTRING(dtmc_taexps) @c +@node Mean time to absorption (DTMC) +@subsection Mean Time to Absorption + +@DOCSTRING(dtmc_mtta) + +@c @node First passage times (DTMC) @subsection First Passage Times -The First Passage Time @math{M_{i j}} is defined as the average +The First Passage Time @math{M_{i, j}} is defined as the average number of transitions needed to visit state @math{j} for the first time, starting from state @math{i}. Matrix @math{\bf M} satisfies the property that @iftex @tex -$$ M_{i j} = 1 + \sum_{k \neq j} P_{i k} M_{k j}$$ +$$ M_{i, j} = 1 + \sum_{k \neq j} P_{i, k} M_{k, j}$$ @end tex @end iftex @ifnottex @@ -217,22 +223,15 @@ ___ \ M_ij = 1 + > P_ij * M_kj - /___ - k!=j + /___ + k!=j @end group @end example @end ifnottex -@c @DOCSTRING(dtmc_fpt) @c -@node Mean time to absorption (DTMC) -@subsection Mean Time to Absorption - -@DOCSTRING(dtmc_mtta) - -@c @c @c @node Continuous-Time Markov Chains @@ -257,7 +256,7 @@ that for each @math{i \neq j}, @math{Q_{i, j}} is the transition rate from state @math{i} to state @math{j}. The elements @math{Q_{i, i}} must be defined in such a way that the infinitesimal generator matrix -@math{\bf Q} satisfies the property @math{\sum_{j=1}^N Q_{i,j} = 0}. +@math{\bf Q} satisfies the property @math{\sum_{j=1}^N Q_{i, j} = 0}. @DOCSTRING(ctmc_check_Q) @@ -301,7 +300,7 @@ @emph{stationary state occupancy probability} @math{{\bf \pi} = \lim_{t \rightarrow +\infty} {\bf \pi}(t)}, which is independent from the initial state occupancy @math{{\bf \pi}(0)}. The stationary state -occupancy probability vector @math{\bf \pi} satisfies +occupancy probability vector @math{\bf \pi} satisfies @math{{\bf \pi} {\bf Q} = {\bf 0}} and @math{\sum_{i=1}^N \pi_i = 1}. @DOCSTRING(ctmc) @@ -337,8 +336,8 @@ (L_1(t), L_2(t), \ldots L_N(t))} such that @math{L_i(t)} is the expected sojourn time in state @math{i} during the interval @math{[0,t)}, assuming that the initial occupancy probability at time -0 was @math{{\bf \pi}(0)}. @math{{\bf L}(t)} is the solution of -the following differential equation: +0 was @math{{\bf \pi}(0)}. @math{{\bf L}(t)} can be expressed as the +solution of the following differential equation: @iftex @tex @@ -367,14 +366,15 @@ @example @group / t -L(t) = | pi(u) du - / u=0 +L(t) = | pi(u) du + / 0 @end group @end example @end ifnottex @noindent where @math{{\bf \pi}(t) = {\bf \pi}(0) \exp({\bf Q}t)} is -the state occupancy probability at time @math{t}. +the state occupancy probability at time @math{t}; @math{\exp({\bf A})} +is the matrix exponential of @math{\bf A}. @DOCSTRING(ctmc_exps) @@ -384,7 +384,7 @@ rate from state @math{i} to state @math{i+1} is @math{\lambda_i = i \lambda} (@math{i=1, 2, 3}), with @math{\lambda = 0.5}. The following code computes the expected sojourn time in state @math{i}, -given the initial occupancy probability @math{{\bf \pi}_0=(1,0,0,0)}. +given the initial occupancy probability @math{{\bf \pi}_0=(1,0,0,0)}. @example @group
--- a/main/queueing/inst/ctmc.m Sun Mar 18 16:09:48 2012 +0000 +++ b/main/queueing/inst/ctmc.m Sun Mar 18 18:24:04 2012 +0000 @@ -41,7 +41,7 @@ ## Infinitesimal generator matrix. @var{Q} is a @math{N \times N} square ## matrix where @code{@var{Q}(i,j)} is the transition rate from state ## @math{i} to state @math{j}, for @math{1 @leq{} i \neq j @leq{} N}. -## Transition rates must be nonnegative, and @math{\sum_{j=1}^N Q_{i j} = 0} +## Transition rates must be nonnegative, and @math{\sum_{j=1}^N Q_{i, j} = 0} ## ## @item t ## Time at which to compute the transient probability
--- a/main/queueing/inst/dtmc.m Sun Mar 18 16:09:48 2012 +0000 +++ b/main/queueing/inst/dtmc.m Sun Mar 18 18:24:04 2012 +0000 @@ -42,7 +42,7 @@ ## @item P ## @code{@var{P}(i,j)} is the transition probability from state @math{i} ## to state @math{j}. @var{P} must be an irreducible stochastic matrix, -## which means that the sum of each row must be 1 (@math{\sum_{j=1}^N P_{i j} = 1}), and the rank of +## which means that the sum of each row must be 1 (@math{\sum_{j=1}^N P_{i, j} = 1}), and the rank of ## @var{P} must be equal to its dimension. ## ## @item n
--- a/main/queueing/inst/dtmc_exps.m Sun Mar 18 16:09:48 2012 +0000 +++ b/main/queueing/inst/dtmc_exps.m Sun Mar 18 18:24:04 2012 +0000 @@ -34,12 +34,12 @@ ## ## @item n ## Number of steps during which the expected number of visits are -## computed (@math{@var{n} @geq{} 0}). If @code{@var{n}=0}, simply -## returns @var{p0}. If @code{@var{n} > 0}, returns the expected number -## of visits after exactly @var{n} transitions. +## computed (@math{@var{n} @geq{} 0}). If @code{@var{n}=0}, returns +## @var{p0}. If @code{@var{n} > 0}, returns the expected number of +## visits after exactly @var{n} transitions. ## ## @item p0 -## Initial state occupancy probability +## Initial state occupancy probability. ## ## @end table ## @@ -51,7 +51,8 @@ ## When called with two arguments, @code{@var{L}(i)} is the expected ## number of visits to transient state @math{i} before absorption. When ## called with three arguments, @code{@var{L}(i)} is the expected number -## of visits to state @math{i} during the first @var{n} transitions. +## of visits to state @math{i} during the first @var{n} transitions, +## given initial occupancy probability @var{p0}. ## ## @end table ##