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Identities for stopped markov chains and their applications

✍ Scribed by Abdel-Hameed, Mohamed


Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
529 KB
Volume
2
Category
Article
ISSN
8755-0024

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πŸ“œ SIMILAR VOLUMES


The State Reduction and Related Algorith
✍ Isaac Sonin πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 221 KB

We discuss the State ReductionΓ‚GTH (Grassmann, Taksar, Heyman) algorithm for recursively finding invariant measure. We demonstrate the relationship between this algorithm and the Freidlin Wentzell ``tree decomposition'' approach to study the characteristics of Markov chains. The structure of the Sta