Imprecise Markov chains with absorption

DOI10.1016/j.ijar.2010.08.008zbMath1211.60029OpenAlexW2010231692MaRDI QIDQ622268

Richard J. Crossman, Damjan Škulj

Publication date: 31 January 2011

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2010.08.008

zbMATH Keywords

Markov chainsquasi-stationary distributionsinterval probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (5)

Verified stochastic methods ⋮ Coefficients of ergodicity for Markov chains with uncertain parameters ⋮ Efficient computation of the bounds of continuous time imprecise Markov chains ⋮ A classification of invariant distributions and convergence of imprecise Markov chains ⋮ Robust classification of multivariate time series by imprecise hidden Markov models

Uses Software

• MCQueue

Cites Work

• Discrete time Markov chains with interval probabilities
• Non-negative matrices and Markov chains. 2nd ed
• Interval-valued finite Markov chains
• The theory of interval-probability as a unifying concept for uncertainty
• Time-homogeneous birth-death processes with probability intervals and absorbing state
• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• Cyclic markov set-chains
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• Probability, Statistics, and Stochastic Processes
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