Transforming stochastic matrices for stochastic comparison with the st-order

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Transforming stochastic matrices for stochastic comparison with the st-order.pdf (230.55 KB)

Date

2003

Authors

Dayar T.
Fourneau, J. M.
Pekergin, N.

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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.

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RAIRO - Operations Research

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E D P Sciences

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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

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http://hdl.handle.net/11693/24367

Published Version (Please cite this version)

http://dx.doi.org/10.1051/ro:2003015

Collections

Scholarly Publications - Computer Engineering

Language

English

Type

Article