Decompositional analysis of Kronecker structured Markov chains.
Bao, Yujuan; Bozkurt, ịlker N.; Dayar, Tuǧrul; Sun, Xiaobai; Trivedi, Kishor S. — 2008
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Decompositional analysis of Kronecker structured Markov chains.
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
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