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dc.contributor.authorAnisimov, V. V.en_US
dc.contributor.authorKlygunova, Y. Y.en_US
dc.date.accessioned2016-02-08T10:37:04Z
dc.date.available2016-02-08T10:37:04Z
dc.date.issued2000en_US
dc.identifier.issn1060-0396
dc.identifier.urihttp://hdl.handle.net/11693/24973
dc.description.abstractA notion of local- and global-memory functions for discrete-type distributions is introduced by analogy with the notion of the memory for continuous-type distributions introduced in Muth's papers. In the class of PH-distributions (i.e., of distributions of the time of Markov chain exit from a subset of states) the necessary and sufficient conditions are obtained for the case where the exit time has an exponential (continuous-time) or a geometric (discrete time) distribution. A new notion of a global memory functional for decomposition of the state space of a finite Markov chain is introduced. Its properties as a measure of quality of decomposition and enlargement of a state space are studied. The asymptotic optimality is proved. © 2000 Kluwer Academic/Plenum Publishers.en_US
dc.language.isoEnglishen_US
dc.source.titleCybernetics and Systems Analysisen_US
dc.relation.isversionofhttps://doi.org/10.1007/BF02732991en_US
dc.subjectExit momenten_US
dc.subjectFinite markov chainen_US
dc.subjectGlobal memory functionalen_US
dc.subjectModel of enlargement of statesen_US
dc.titleCharacteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionalsen_US
dc.typeArticleen_US
dc.citation.spage405en_US
dc.citation.epage414en_US
dc.citation.volumeNumber36en_US
dc.citation.issueNumber3en_US
dc.identifier.doi10.1007/BF02732991en_US
dc.publisherSpringeren_US


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