Displaying similar documents to “On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský”

Conditional Markov chains - construction and properties

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.

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains

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...

Simple Markov chains

O. Adelman (1976)

Annales scientifiques de l'Université de Clermont. Mathématiques

Similarity:

Why the Kemeny Time is a constant

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.

Technical comment. A problem on Markov chains

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.