Average behaviour in discrete-time imprecise Markov chains: A study of weak ergodicity
نویسندگان
چکیده
منابع مشابه
Discrete Time Markov Chains : Ergodicity Theory
Lecture 8: Discrete Time Markov Chains: Ergodicity Theory Announcements: 1. We handed out HW2 solutions and your homeworks in Friday’s recitation. I am handing out a few extras today. Please make sure you get these! 2. Remember that I now have office hours both: Wednesday at 3 p.m. and Thursday at 4 p.m. Please show up and ask questions about the lecture notes, not just the homework! No one cam...
متن کاملImprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems
Article history: Received 9 December 2015 Received in revised form 18 April 2016 Accepted 20 April 2016 Available online 29 April 2016
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When f ≡ 1, the f -norm is the total variation norm, which is denoted ‖μ‖TV. Assume that P is aperiodic positive Harris recurrent with stationary distribution π. Then the iterated kernels P(x, ·) converge to π. The rate of convergence of P(x, .) to π does not depend on the starting state x, but exact bounds may depend on x. Hence, it is of interest to obtain non uniform or quantitative bounds o...
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Consider a discrete time Markov chain X = {X(n), n = 0, 1, . . .} with finite state space S = {−1} ∪ C, where C = {0, . . . , s} is a single communicating class with all states aperiodic. Assuming −1 can be reached from C, absorption is certain, making the limiting distribution (1, 0, . . . , 0). Instead of considering the limiting distribution, then, we condition at non-absorption at each time...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2021
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2021.03.001