Occupation laws for some time-nonhomogeneous Markov chains
نویسندگان
چکیده
منابع مشابه
Occupation laws for some time-nonhomogeneous Markov chains
We consider finite-state time-nonhomogeneous Markov chains whose transition matrix at time n is I + G/nζ where G is a “generator” matrix, that is G(i, j) > 0 for i, j distinct, and G(i, i) = − ∑ k 6=iG(i, k), and ζ > 0 is a strength parameter. In these chains, as time grows, the positions are less and less likely to change, and so form simple models of age-dependent time-reinforcing schemes. Th...
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We consider finite-state time-nonhomogeneous Markov chains whose transition matrix at time n is I + G/nζ where G is a “generator” matrix, that is G(i, j) > 0 for i, j distinct, and G(i, i) = − ∑ k 6=iG(i, k), and ζ > 0 is a strength parameter. In these chains, as time grows, the positions are less and less likely to change, and so form simple models of age-dependent time-reinforcing schemes. Th...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2007
ISSN: 1083-6489
DOI: 10.1214/ejp.v12-413