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Displaying similar documents to “Around The Nuber Of Chains In Partitive Sets”

Simple Markov chains

O. Adelman (1976)

Annales scientifiques de l'Université de Clermont. Mathématiques

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On strong chain recurrence for maps

Katsuya Yokoi (2015)

Annales Polonici Mathematici

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This paper is concerned with strong chain recurrence introduced by Easton. We investigate the depth of the transfinite sequence of nested, closed invariant sets obtained by iterating the process of taking strong chain recurrent points, which is a related form of the central sequence due to Birkhoff. We also note the existence of a Lyapunov function which is decreasing off the strong chain recurrent set. As an application, we give a necessary and sufficient condition for the coincidence...

Reduction of absorbing Markov chain

Mariusz Górajski (2009)

Annales UMCS, Mathematica

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In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...

Why the Kemeny Time is a constant

Karl Gustafson, Jeffrey J. Hunter (2016)

Special Matrices

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We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.

Estimates for perturbations of discounted Markov chains on general spaces

Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)

Applicationes Mathematicae

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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.

Conditional Markov chains - construction and properties

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)

Banach Center Publications

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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.