GENERALIZED CLASS C MARKOV CHAINS AND COMPUTATION OF CLOSED-FORM BOUNDING DISTRIBUTIONS Short title: GENERALIZED CLASS C MARKOV CHAINS
نویسندگان
چکیده
In this paper, we first give a characterization of a class of probability transition matrices having closed-form solutions for transient distributions and the steady-state distribution. We propose to apply stochastic comparison approach to construct bounding chains belonging to this class. Therefore bounding chains can be analyzed efficiently through closed-form solutions in order to provide bounds on the distributions of the considered Markov chain. We present algorithms to construct upper bounding matrices in the sense of the ≤st and ≤icx order.
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