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  • A classification of invariant distributions and convergence of imprecise Markov chains
    Škulj, Damjan
    We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that ... are the minimal sets capable of containing and preserving the whole probability mass of the chain. These classes generalise the essential classes known from the classical theory. We then define a class of extremal imprecise invariant distributions and show that they are uniquely determined by the values of the upper probability on minimal permanent classes. Moreover, we give conditions for unique convergence to these extremal invariant distributions.
    Vir: Linear algebra and its applications. - ISSN 0024-3795 (Vol. 439, no. 9, Nov. 2013, str. 2542-2561)
    Vrsta gradiva - članek, sestavni del
    Leto - 2013
    Jezik - angleški
    COBISS.SI-ID - 32156509

    Povezava(-e):

    http://dx.doi.org/10.1016/j.laa.2013.07.001
    Repozitorij Univerze v Ljubljani – RUL
    DOI

vir: Linear algebra and its applications. - ISSN 0024-3795 (Vol. 439, no. 9, Nov. 2013, str. 2542-2561)
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