Journal of Applied Probability

The size order of the state vector of discrete-time homogeneous Markov systems

I. Kipouridis and G. Tsaklidis
Source: J. Appl. Probab. Volume 38, Number 2 (2001), 357-368.

Abstract

The size order problem of the probability state vector elements of a homogeneous Markov system is examined. The time t0 is evaluated, after which the order of the state vector probabilities remains unchanged, and a formula to quickly find a lower bound for t0 is given. A formula for approximating the mode of the state sizes ni(t) as a function of the means Eni(t), and a relation to evaluate P(ni(t) = x+1) by means of certain terms which constitute P(ni(t) = x) are derived.

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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/996986749
Digital Object Identifier: doi:10.1239/jap/996986749
Mathematical Reviews number (MathSciNet): MR1834747
Zentralblatt MATH identifier: 01659436


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability