Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity:
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity:
Marius Losifescu (1979)
Banach Center Publications
Similarity:
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Karl Gustafson, Jeffrey J. Hunter (2016)
Special Matrices
Similarity:
We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
Similarity:
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.
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)
Banach Center Publications
Similarity:
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.
Jeffrey J. Hunter (2016)
Special Matrices
Similarity:
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...
Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
E. Nummelin, R. L. Tweedie (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity: