The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
Similarity:
Displaying similar documents to “Non-homogeneous Markov chains with a finite state space and a Doeblin type theorem.”
The tail structure of nonhomogeneous finite state Markov chains: survey
Technical comment. A problem on Markov chains
Franco Giannessi (2010)
RAIRO - Operations Research
Similarity:
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
On strong ergodicity of inhomogeneous products of finite stochastic matrices
E. Seneta (1973)
Studia Mathematica
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.
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
Abolnikov, Lev, Dukhovny, Alexander (1991)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
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.
The Kendall theorem and its application to the geometric ergodicity of Markov chains
Witold Bednorz (2013)
Applicationes Mathematicae
Similarity:
We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence...
Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
Similarity:
Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
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.