Author:
Ben Mamoun Mouad,Pekergin Nihal
Abstract
We propose a particular class of transition probability matrices
for discrete-time Markov chains with a closed form to compute
the stationary distribution. The stochastic monotonicity properties
of this class are established. We give algorithms to construct
monotone, bounding matrices belonging to the proposed class
for the variability orders. The accuracy of bounds with respect
to the underlying matrix structure is discussed through an example.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
5 articles.
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