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Hitting time in a finite non-homogeneous Markov chain with applications

✍ Scribed by Platis, A. ;Limnios, N. ;Le Du, M.

Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 125 KB
Volume: 14
Category: Article
ISSN: 8755-0024
DOI: 10.1002/(sici)1099-0747(199809)14:3<241::aid-asm354>3.0.co;2-3

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✦ Synopsis

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 hitting time. Finally, a numerical example and an application of this development in reliability evaluation are given in order to illustrate our results.

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In the present paper, we present the concept of a perturbed non-homogeneous Markov system in continuous time. The expected population structure of the system is found and its asymptotic behaviour is provided under more realistic assumptions than in previous studies, by relaxing the assumption that t