Imprecise Markov chains with absorption

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Imprecise Markov chains with absorption

Consider a discrete time Markov chain X = {X(n), n = 0, 1, . . .} with finite state space S = {−1} ∪ C, where C = {0, . . . , s} is a single communicating class with all states aperiodic. Assuming −1 can be reached from C, absorption is certain, making the limiting distribution (1, 0, . . . , 0). Instead of considering the limiting distribution, then, we condition at non-absorption at each time...

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ژورنال

عنوان ژورنال: International Journal of Approximate Reasoning

سال: 2010

ISSN: 0888-613X

DOI: 10.1016/j.ijar.2010.08.008