CDCPM describes the feature space of model by center distance normal distribution (CDN), and simplifies and improves the HMM efficiently by getting rid of the state transitionprobabilitymatrix a.
The definition of the Markov chain M matrix is stated and some of its properties are proved, base on canonical representation of the one-step transitionprobabilitymatrix.
在一步 转移概率 矩 阵典型化的基础上，给出马尔可夫链M 矩 阵的定义并证明它的一些性质。
3
In chapter 5 ~ (th), by utilizing the Markov models of credit transitionprobabilitymatrix, we study the problem of forward loan pricing.