Taylor series expansions for stationary Markov chains
نویسندگان
چکیده
منابع مشابه
Taylor Series Expansions for Stationary Markov Chains
We study Taylor series expansions of stationary characteristics of general-state-space Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound for the radius of convergence of the Taylor series is established. The analysis provided in this paper applies to the case where the stationary characteristic is given through an unbounded sample performance function ...
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We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...
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This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2003
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800012738