Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour
type: Item
instance of: scholarly article
title: Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour
zbMATH Open document ID: 0602.60053
DOI: 10.1016/0377-2217(86)90063-9
author: P.-C. G. Vassiliou
published in: European Journal of Operational Research
publication date: 1986-01-01T00:00:00Z
review text: A finite-state, time-discrete nonhomogeneous Markov system is considered. A special pattern of nonhomogeneity is assumed, namely cyclic behavior of the transition, recruiting, and leaving probability distributions. In manpower planning, one often has such a situation. The paper investigates the asymptotic behavior of expectations, variances, and covariances of the state sizes. It is found that the sequence of state sizes has d subsequences which converge where d is the period of the cycle. A numerical example finally illustrates the mathematics.
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 3971904
zbMATH Keywords: cyclic behavior
zbMATH Keywords: manpower planning
zbMATH Keywords: numerical example
MaRDI profile type: Publication
full work available at URL: 0377-2217(86)90063-9
OpenAlex ID: W2051654299
cites work: Q3701247
cites work: The rate of convergence of certain nonhomogeneous Markov chains
cites work: Interactive markov chains
cites work: The Recruitment Trajectory Corresponding to Particular Stock Sequences in Markovian Person-Flow Models
cites work: Q3254327
cites work: Q3876725
cites work: Q4098444
cites work: ON THE USE OF MATRICES IN CERTAIN POPULATION MATHEMATICS
cites work: SOME FURTHER NOTES ON THE USE OF MATRICES IN POPULATION MATHEMATICS
cites work: On the use of the direct matrix product in analysing certain stochastic population models
cites work: Q3911812
cites work: Asymptotic behavior of Markov systems
cites work: Cyclic behaviour and asymptotic stability of non-homogeneous Markov systems
cites work: Variances and covariances of the grade sizes in manpower systems
description: scientific article; zbMATH DE number 3971904