The purpose of the paper is to present some convergence properties of the iterative aggregation-disaggregation method for computing a stationary probability distribution vector of a column stochastic matrix. A sufficient condition for the local convergence property and the corresponding rate of convergence are established. Some global convergence considerations are presented. Several illustrati...

1. BASIC PROBABILITY THEORY 1.1 Measure-theoretical foundation of probability theory 1.2 Independence 1.3 Borel measurable functions 1.4 Mathematical expectatlon 1.5 Characteristic functions 1.6 Random functions 2. CONVERGENCE 2.1 Heak and strong convergence of random variables 2.2 Convergence of mathematical expectations 2.3 Convergence of distributions 2.4 Central limit theoreras 2.5 Further ...

This article deals with the convergence of quantum-inspired evolutionary algorithms with one quantum individual and multiple observations. Applying the theory and analytical techniques in non-homogeneous Markov chain, we obtain the conclusion that quantuminspired evolutionary algorithms could converge in probability under some mild conditions imposed on the probability amplitude of the Q-bit in...

In this paper, the convergence of a recently proposed CORDIC adaptive lattice filtering (CALF) algorithm is proved. It is shown that the update of the rotation angle (which is equivalent to the reflection coefficient) can be modeled by the state transition of a regular Markov chain, with each rotation angle being a state. The convergence of the CALF algorithm then is established as this Markov ...

Wind energy penetration in power system has been increased very fast and large amount of capitals invested for wind farms all around the world. Meanwhile, in power systems with wind turbine generators (WTGs), the value of Available transfer capability (ATC) is influenced by the probabilistic nature of the wind power. The Mont Carlo Simulation (MCS) is the most common method to model the uncerta...

In this paper, optimal placement of Phasor Measurement Unit (PMU) using Global Positioning System (GPS) is discussed. Ant Colony Optimization (ACO), Simulated Annealing (SA), Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) are used for this problem. Pheromone evaporation coefficient and the probability of moving from state x to state y by ant are introduced into the ACO. The modifi...

Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P , then we call M a partition of P . Let K denote the set of probability vectors on S. To every partition M of P we can associate a transition probability function PM on K defined in such a way that if p ∈ K and M ...