Markov chains with quasi-Toeplitz transition matrix: Applications.
Dukhovny, A.M. (1990)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.”
Markov chains with quasi-Toeplitz transition matrix: Applications.
On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times.
Takacs, Christiane (2006)
Mathematica Pannonica
Similarity:
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.
The computation of stationary distributions of Markov chains through perturbations.
Hunter, Jeffrey J. (1991)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Multi-dimensional quasi-Toeplitz Markov chains.
Dudin, Alexander N., Klimenok, Valentina I. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Some ideas for comparison of Bellman chains
Laurent Truffet (2003)
Kybernetika
Similarity:
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
Similarity:
Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Directed forests with application to algorithms related to Markov chains
Piotr Pokarowski (1999)
Applicationes Mathematicae
Similarity:
This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.