Transforming stochastic matrices for stochastic comparison with the st-order

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Author
Dayar T.
Fourneau, J. M.
Pekergin, N.
Date
2003
Source Title
RAIRO - Operations Research
Print ISSN
0399-0559
 
1290-3868
 
Publisher
E D P Sciences
Volume
37
Issue
2
Pages
85 - 97
Language
English
Type
Article
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Abstract
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution. © EDP Sciences 2003.
Keywords
Markov Processes
Probability Distributions
St-order
Stochastic Ordering
Branch and Bound Method
Mathematical Transformations
Matrix Algebra
Probability Distributions
Stochastic (st) Order
Stochastic Ordering
Transformed Matrix
Markov Processes
Permalink
http://hdl.handle.net/11693/24367
Published Version (Please cite this version)
http://dx.doi.org/10.1051/ro:2003015
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