Closed-form stochastic bounds on the stationary distribution of Markov chains

Probability in the Engineering and Informational Sciences

Volumn 16, Issue 4, 2002, Pages 403-426

  Mamoun, Mouad Ben ^a   Pekergin, Nihal ^a  

^a UNIVERSITY OF VERSAILLES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY DISTRIBUTIONS; STOCHASTIC SYSTEMS;

CLOSED FORM; DISCRETE TIME MARKOV CHAINS; MATRIX STRUCTURE; STATIONARY DISTRIBUTION; STOCHASTIC BOUND; STOCHASTIC MONOTONICITY; TRANSITION PROBABILITY MATRIX;

MARKOV CHAINS;

EID: 26044468528     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964802164023     Document Type: Article

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