Infinite block-structured transition matrices and their properties
文献类型：期刊论文
| 作者 | Zhao, YQQ; Li, W; Braun, WJ |
| 刊名 | ADVANCES IN APPLIED PROBABILITY
 |
| 出版日期 | 1998-06-01 |
| 卷号 | 30期号:2页码:365-384 |
| 关键词 | infinite-state Markov chains block-form matrices Markov chains with repeating rows transient, recurrent and positive recurrent states censored Markov chains factorization of generating functions |
| ISSN号 | 0001-8678 |
| 英文摘要 | In this paper, we study Markov chains with infinite state block-structured transition matrices, whose states are partitioned into levels according to the block structure, and various associated measures. Roughly speaking, these measures involve first passage times or expected numbers of visits to certain levels without hitting other levels. They are very important and often play a key role in the study of a Markov chain. Necessary and/or sufficient conditions are obtained for a Markov chain to be positive recurrent, recurrent, or transient in terms of these measures. Results are obtained for general irreducible Markov chains as well as those with transition matrices possessing some block structure. We also discuss the decomposition or the factorization of the characteristic equations of these measures. In the scalar case, we locate the zeros of these characteristic functions and therefore use these zeros to characterize a Markov chain. Examples and various remarks are given to illustrate some of the results. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000075231600007 |
| 出版者 | APPLIED PROBABILITY TRUST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13970]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, YQQ |
| 作者单位 | 1.Univ Winnipeg, Dept Math & Stat, Winnipeg, MB R3B 2E9, Canada 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, YQQ,Li, W,Braun, WJ. Infinite block-structured transition matrices and their properties[J]. ADVANCES IN APPLIED PROBABILITY,1998,30(2):365-384. |
| APA | Zhao, YQQ,Li, W,&Braun, WJ.(1998).Infinite block-structured transition matrices and their properties.ADVANCES IN APPLIED PROBABILITY,30(2),365-384. |
| MLA | Zhao, YQQ,et al."Infinite block-structured transition matrices and their properties".ADVANCES IN APPLIED PROBABILITY 30.2(1998):365-384. |
入库方式： OAI收割
来源：数学与系统科学研究院
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