A markov chain version of the secretary problem
β Scribed by S. Christian Albright
- Publisher
- John Wiley and Sons
- Year
- 1976
- Tongue
- English
- Weight
- 435 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0894-069X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper we consider a population where the state of each individual follows a Markov chain. If the population is recorded for a very few periods only, it is still possible to estimate the transition matrix and to make projections into the far future. These forecasts are sensible if the chains
In this paper, first we make a maximal extension of the well-known Gauss-Markov Theorem (GMT) in its linear framework. In particular, the maximal class of distributions of error term for which the GMT holds is derived. Second, we establish a nonlinear version of the maximal GMT and describe some int
Discrete-time Markov chains have been successfully used to investigate treatment programs and health care protocols for chronic diseases. In these situations, the transition matrix, which describes the natural progression of the disease, is often estimated from a cohort observed at common intervals.