Transforming stochastic matrices for stochastic comparison with the st-order
نویسندگان
چکیده
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
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ورودعنوان ژورنال:
- RAIRO - Operations Research
دوره 37 شماره
صفحات -
تاریخ انتشار 2003