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  • Search: subject:"Secondary 60F10"
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Primary 60J10 1 laws of large numbers, nonhomogeneous, Markov, occupation, reinforcement, Dirichlet distribution 1 secondary 60F10 1
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Free 1
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Other 1
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Undetermined 1
Author
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Dietz, Zach 1 Sethuraman, Sunder 1
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Iowa State University 1 NSF, NSA 1 Tulane University 1
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BASE 1
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Occupation laws for some time-nonhomogeneous Markov chains
Dietz, Zach; Sethuraman, Sunder - Tulane University; Iowa State University - 2007
We consider finite-state time-nonhomogeneous Markov chains whose transition matrix at time n is I+G/n<SUP><FONT FACE="Symbol">z</FONT></SUP> where G is a ``generator'' matrix, that is G(i,j)0 for i,j distinct, and G(i,i)= -∑<SUB>k<FONT FACE="Symbol">≠</FONT>i</SUB> G(i,k), and <FONT FACE="Symbol">z</FONT>0 is a strength parameter. In these chains, as time grows, the positions are less and...</font></font></sub></font></sup>
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