A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
用马尔可夫链近似方法分析多元统计过程控制图的运行长度性能，将单变量控制图的分析优势扩展到多元指数加权移动平均控制图。
Abstract A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance depends on the off-target mean only through the noncentrality parameter.