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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/83159152758573433303 |