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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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83159152758573433303 |
| Summary: | 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 some restriction on the Markov chain
and discuss the problem on symmetric Markov chains. In this thesis, the conjecture
for n 3 is verified where n is the number of state space when the
initial state is determined.
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