Cyclic markov set-chains

DOI10.1080/00949659308811500zbMath0778.60048OpenAlexW1973393708MaRDI QIDQ5287319

D. J. Hartfiel

Publication date: 5 January 1994

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811500

zbMATH Keywords

convergenceHausdorff metriccoefficients of ergodicityCesaro sumproducts of stochastic sets

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (7)

A fuzzy approach to Markov decision processes with uncertain transition probabilities ⋮ Quantized consensus ⋮ Imprecise Markov chains with absorption ⋮ Characterisation of ergodic upper transition operators ⋮ A limit theorem for sets of stochastic matrices. ⋮ Discrete time Markov chains with interval probabilities ⋮ Controlled Markov set-chains under average criteria

Cites Work

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• On the limiting set of nonnegative matrix products
• Two theorems generalizing the mean transition probability results in the theory of Markov chains
• Non-negative matrices and Markov chains.
• Component bounds on markov set-chain limiting sets
• Coefficients of ergodicity with respect to vector norms
• On the Limiting Set of Stochastic Products xA 1 ⋅A k
• Coefficients of ergodicity: structure and applications

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