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グラフの変化過程
http://hdl.handle.net/10258/593
http://hdl.handle.net/10258/59339160617-daf3-4356-a6e1-55275d932997
名前 / ファイル | ライセンス | アクション |
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kiyo42_rikou_pp95-101.pdf (533.7 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2014-03-04 | |||||
タイトル | ||||||
言語 | ja | |||||
タイトル | グラフの変化過程 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | A Graph Stochastic Process | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
著者 |
山口, 忠
× 山口, 忠 |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The graph Gt+1 is defined recursively from Gt by some stochastic rules. We call this sequence {Gt} a graph stochastic process. The rules are described in the following two cases: (1)an edge is chosen at random,and then its destination is changed at random, (2)some edges are cut with a probability and some edges occur between some vertices pairs with the same probability. In both cases,the processes are characterized by finite Markov chains. In this paper,the way of deriving these transition matrices is reported. | |||||
言語 | en | |||||
書誌情報 |
ja : 室蘭工業大学研究報告. 理工編 en : Memoirs of the Muroran Institute of Technology. Science and engineering 巻 42, p. 95-101, 発行日 1992-11 |
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出版者 | ||||||
言語 | ja | |||||
出版者 | 室蘭工業大学 | |||||
論文ID(NAID) | ||||||
関連タイプ | isIdenticalTo | |||||
識別子タイプ | NAID | |||||
関連識別子 | 110000351869 | |||||
日本十進分類法 | ||||||
主題Scheme | NDC | |||||
主題 | 415.7 | |||||
ISSN | ||||||
収録物識別子タイプ | PISSN | |||||
収録物識別子 | 05802415 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN00238225 | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf |