A Simulation Study on Fuzzy Markov Chains
نویسندگان
چکیده
This paper presents a simulation study on Fuzzy Markov chains to identify some characteristics about their behavior, based on matrix analysis. Through experimental evidence it is observed that most of fuzzy Markov chains does not have an ergodic behavior. So, several sizes of Markov chains are simulated and some statistics are collected. Two methods for obtaining the Stationary Distribution of a Markov chain are implemented: The Greatest Eigen Fuzzy Set and the Powers of a Fuzzy Matrix. Some convergence theorems and two new definitions for ergodic fuzzy Markov chains are presented and discussed allowing to view this fuzzy stochastic process with more clarity.
منابع مشابه
Empirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کاملEstimation of the Entropy Rate of ErgodicMarkov Chains
In this paper an approximation for entropy rate of an ergodic Markov chain via sample path simulation is calculated. Although there is an explicit form of the entropy rate here, the exact computational method is laborious to apply. It is demonstrated that the estimated entropy rate of Markov chain via sample path not only converges to the correct entropy rate but also does it exponential...
متن کاملA New Algorithm for Performance Evaluation of Homogeneous Architectural Styles
Software architecture is considered one of the most important indices of software engineering today. Software Architecture is a technical description of a system indicating its component structures and their relationships, and is the principles and rules governing designing. The success of the software depends on whether the system can satisfy the quality attributes. One of the most critical as...
متن کاملA New Algorithm for Performance Evaluation of Homogeneous Architectural Styles
Software architecture is considered one of the most important indices of software engineering today. Software Architecture is a technical description of a system indicating its component structures and their relationships, and is the principles and rules governing designing. The success of the software depends on whether the system can satisfy the quality attributes. One of the most critical as...
متن کاملTaylor Expansion for the Entropy Rate of Hidden Markov Chains
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 ...
متن کامل