A stability problem on Markov Chains

碩士 === 國立臺灣大學 === 應用數學科學研究所 === 103 === In Chow and Wu [1], they used V ar(T)/(E(T))2 to measure the stability of an absorbing Markov Chain where T is the absorbing time. Without any restriction, they proved that the most stable absorbing Markov Chain is the one way chains. Furthermore, they add som...

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Bibliographic Details
Main Authors: Wei-Hung Su, 蘇偉宏
Other Authors: 周雲雄
Format: Others
Language:en_US
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/83159152758573433303