𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on Stepanov’s Tests for Markov Chains

✍ Scribed by Goodman, Leo A.


Book ID
118219589
Publisher
Society for Industrial and Applied Mathematics
Year
1959
Tongue
English
Weight
453 KB
Volume
4
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A note on circular Markov chains
✍ José Luis Palacios 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 70 KB

Using the electric network approach, we give closed-form formulas for the stationary probabilities and expected hitting times in balanced circular Markov chains. As an application, we give a closed-form formula for the duration of play in the general ruin problem, where the probabilities of winning

A note on entrywise perturbation theory
✍ Jungong Xue 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 172 KB

O'Cinneide presented an entrywise perturbation theorem for Markov chains. The error bound he obtained is nearly best possible. We give the best possible error bound.

Note on functional iteration technique f
✍ Noah H. Rhee 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 133 KB

A thorough theoretical explanation of the numerical behaviour of functional iteration methods for the computation of the minimal nonnegative solution G of the matrix equation X = ∞ i=0 X i A i , arising in the numerical solution of M/G/1 type Markov chains, is given in Meini (1997) [2]. In this note