Markov chain sensitivity measured by mean first passage times
โ Scribed by Grace E. Cho; Carl D. Meyer
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 69 KB
- Volume
- 316
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] the author introduced the statistic ฮท i = m j =1 m ij ฯ j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha
Multi-wave panel data are observations at two or more points in time on a continuously changing attribute of interest (e.g. behaviour). In this paper, the adequacy of the continuous-time homogeneous Markov chain (CTHMC) model is assessed for describing the process of change underlying such data. In