Journal of Applied Probability

The size order of the state vector of a continuous-time homogeneous Markov system with fixed size

I. Kipouridis and G. Tsaklidis
Source: J. Appl. Probab. Volume 38, Number 3 (2001), 635-646.

Abstract

The variation of the state vectors p(t) = (pi(t)) of a continuous-time homogeneous Markov system with fixed size is examined. A specific time t0 after which the size order of the elements pi(t) becomes stable provides a criterion of the system's convergence rate. A method is developed to find t0 and a quickly evaluated lower bound for t0. This method is based on the geometric characteristics and the volumes of the attainable structures. Moreover, a condition concerning the selection of starting vectors p(0) is given so that the vector functions p(t) retain the same size order for every time greater than a given time t.

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Primary Subjects: 90B70
Secondary Subjects: 92H35
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1005091028
Digital Object Identifier: doi:10.1239/jap/1005091028
Mathematical Reviews number (MathSciNet): MR1860202
Zentralblatt MATH identifier: 01713743


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability