Convergence of Markov chain transition probabilities
نویسندگان
چکیده
منابع مشابه
Markov chain small-world model with asymmetric transition probabilities
In this paper, a Markov chain small-world model of D.J. Higham is broadened by incorporating asymmetric transition probabilities. Asymptotic results regarding the transient behavior of the extended model, as measured by its maximum mean first passage time, are established under the assumption that the size of the Markov chain is large. These results are consistent with the outcomes as obtained ...
متن کاملEla Markov Chain Small-world Model with Asymmetric Transition Probabilities∗
In this paper, a Markov chain small-world model of D.J. Higham is broadened by incorporating asymmetric transition probabilities. Asymptotic results regarding the transient behavior of the extended model, as measured by its maximum mean first passage time, are established under the assumption that the size of the Markov chain is large. These results are consistent with the outcomes as obtained ...
متن کاملanalysis of ruin probability for insurance companies using markov chain
در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...
15 صفحه اولIntegral Representations for Markov Transition Probabilities
The following results (and one or two others like them) are proved in [3]; the continuous-parameter analogues will appear in [4] and some applications will be discussed in [5]. The proofs are based on Sz.-Nagy's group of theorems [9] which show how a discreteor continuous-parameter semigroup of contraction operators on Hilbert space can be "dilated" to a similar semigroup (actually a group) of ...
متن کاملOn The Transition Probabilities for the Fuzzy States of a Fuzzy Markov Chain
In this paper the theory of fuzzy logic is mixed with the theory of Markov systems and the abstraction of a Markov system with fuzzy states introduced. The notions such as fuzzy transient, fuzzy recurrent etc., were introduced. The results based on these notions are introduced.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2021
ISSN: 1083-589X
DOI: 10.1214/21-ecp395