IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
نویسندگان
چکیده
منابع مشابه
Imprecise Markov chains with absorption
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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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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ژورنال
عنوان ژورنال: Probability in the Engineering and Informational Sciences
سال: 2009
ISSN: 0269-9648,1469-8951
DOI: 10.1017/s0269964809990039