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.

Editor(s)

Advisor

Supervisor

Co-Advisor

Co-Supervisor

Instructor

Source Title

RAIRO - Operations Research

Print ISSN

0399-0559
1290-3868

Electronic ISSN

Publisher

E D P Sciences

Volume

37

Issue

2

Pages

85 - 97

Language

English

Type

Article

Journal Title

Journal ISSN

Volume Title

Series

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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Other identifiers

Book Title

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

Citation

Permalink

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

item.page.isversionof

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

Collections

Department of Computer Engineering