Dispersion Matrices and Stochastic Automata Morphisms,
Abstract
Dispersion matrices allow the replacement of OTT linear programing technique for stochastic automata minimization by an algorithm using a quadratic equation and a generalized change of basis. This categorical approach allows the solution of NIEH-CARLYLE paradox with contravariance of complexity-degree versus state-number. A FORTRAN program can be used for further research. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1970
- Accession Number
- AD0722089
Entities
People
- F. Bancilhon
- M. Depeyrot
Organizations
- Mines ParisTech