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Ergodic Markov chains with finite convergence time

โœ Scribed by Bo Lindqvist


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
787 KB
Volume
11
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES


Hitting time in a finite non-homogeneous
โœ Platis, A. ;Limnios, N. ;Le Du, M. ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 125 KB ๐Ÿ‘ 3 views

This paper deals with the computation of the hitting time for a non-homogeneous discrete time Markov chain (NHDTMC or NHMC). We first give the basic definitions of NHMC, then we analyse the hitting time and its survivor function. We also give the sufficient conditions for the existence of the mean h