Updating Markov Chains
نویسندگان
چکیده
for an m-state homogeneous irreducible Markov chain with transition probability matrix Qm×m is known, but the chain requires updating by altering some of its transition probabilities or by adding or deleting some states. Suppose that the updated transition probability matrix Pn×n is also irreducible. The updating problem is to compute the updated stationary distribution π = (π1, π2, . . . , πn) for P by somehow using the components in φ to produce π with less effort than that required by starting from scratch.
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