The relationship between intensity and stochastic matrices for continuous-time discrete value stochastic non-homogeneous processes with Markov property
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2017, Vol 13, Issue 3
Abstract
The matrices of non-homogeneous Markov processes consist of time-dependent functions whose values at time form typical intensity matrices. For solvingsome problems they must be changed into stochastic matrices. A stochas-tic matrix for non-homogeneous Markov process consists of time-dependent functions, whose values are probabilities and it depend on assumed time pe- riod. In this paper formulas for these functions are derived. Although the formula is not simple, it allows proving some theorems for Markov stochastic processes, well known for homogeneous processes, but for non-homogeneous ones the proofs of them turned out shorter.
Authors and Affiliations
Mi los lawa Sokol
Keywords
Related Articles
- EP ID EP651793
- DOI 10.24297/jam.v13i3.6174
- Views 193
- Downloads 0
Stability of the vibrations of a damped general inhomogeneous wave equation
In this paper, we consider the vibrations of an inhomogeneous damped wave under distributed disturbing force. The well-possedness of the system is studied. We prove that the amplitude of such vibrations is bounded u...
On R^G-Homeomorphisms in Topological Spaces.
This paper deals with r^g open and closed maps. Also we introduce a new class of maps namely r^g* - homeomorphism which form a subclass of r^g - homeomorphism.
Inverse Scattering with Non-Over-Determined Data
The results of the author’s theory of the inverse scattering with non-over-determined data are described.
Optimal Control of a Fractional Diffusion Equation with Delay
We study a homogeneous Dirichlet boundary fractional diffusion equation with delay in a bounded domain. The fractional time derivative is considered in the left Caputo sense. By means of a linear continuous ope...
Cone-Henig Subdifferentials of Set-Valued Maps in Locally Convex Spaces.
In locally convex spaces, the concepts of cone-Henig subgradient and cone-Henig subdifferential for the set-valued mapping are introduced through the linear functionals. The theorems of existence for Henig effi...