State Spaces for Markov Chains
نویسندگان
چکیده
منابع مشابه
A Contraction Theorem for Markov Chains on General State Spaces
Let {Xn, n = 0, 1, 2, ...} denote a Markov chain on a general state space and let f be a nonnegative function. The purpose of this paper is to present conditions which will imply that f(Xn) tends to 0 a.s., as n tends to infinity. As an application we obtain a result on synchronisation for random dynamical systems. At the end of the paper we also present a result on convergence in distribution ...
متن کاملState counts for short Markov chains
Imagine we have a multi-step process that can be in any of a finite number of states. At any given time the process will be in one of these states, but at the next time-step it transitions to a new state (which may be the same state though now at a different time). If the probabilities of transitioning to the new state are fixed and independent of the present state, then this process is referre...
متن کاملAsymptotic Ltering for Nite State Markov Chains
Asymptotic formulae for the optimal ltering error for nite state space Markov chains observed in independent noise are presented. Asymptotically optimal simple lters, which do not depend on the transition rates of the chain, are also presented.
متن کاملFinite-State Markov Chains for Multiple Sequences
We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each sequence. Segments are defined by a set of unobserved changepoints where the positions and number of changepoints can vary from sequence to sequence. We propose a ...
متن کاملSeries Expansions for Finite-state Markov Chains
This paper provides series expansions of the stationary distribution of a finite Markov chain. This leads to an efficient numerical algorithm for computing the stationary distribution of a finite Markov chain. Numerical examples are given to illustrate the performance of the algorithm.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1970
ISSN: 0002-9947
DOI: 10.2307/1995677