On ergodicity coefficients of infinite stochastic matrices.

Rhodius, A.

Displaying similar documents to “On ergodicity coefficients of infinite stochastic matrices.”

Edge occupation measure for a reversible Markov chain.

Guillotin, N. (1999)

Electronic Communications in Probability [electronic only]

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On a system of functional equations in a multi-dimensional domain.

Long, N.T., Nghia, N.H. (2000)

Zeitschrift für Analysis und ihre Anwendungen

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Optimal stopping for Markov Processes

Massimo Lorenzani (1981)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti

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In questa nota presentiamo dei nuovi risultati sul problema di tempo d’arresto ottimale per processi di Markov con tempo discreto.

A Markov chain model for traffic equilibrium problems

Giandomenico Mastroeni (2002)

RAIRO - Operations Research - Recherche Opérationnelle

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We consider a stochastic approach in order to define an equilibrium model for a traffic-network problem. In particular, we assume a markovian behaviour of the users in their movements throughout the zones of the traffic area. This assumption turns out to be effective at least in the context of urban traffic, where, in general, the users tend to travel by choosing the path they find more convenient and not necessarily depending on the already travelled part. The developed model is a homogeneous...

Technical comment. A problem on Markov chains

Franco Giannessi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.

Chernoff and Berry–Esséen inequalities for Markov processes

Pascal Lezaud (2001)

ESAIM: Probability and Statistics

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In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.