Markov Chain Models -- Rarity and Exponentiality.

Abstract

This study has three goals. The first is the presentation of working tools needed to quantify the behavior of finite Markov chains in discrete and continuous time when the chain has many degrees of freedom. The second goal is the development in detail of topics, surrounding reversibility in time, a basic key to tractability. Finally emphasis is given to rarity and exponentiality, i.e., to the limit theorems concerning these, to measures of exponentiality and error bounds associated with such measures, and to the quantification of departures from exponentiality in failure time distributions for systems modeled by finite chains.

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1974
Accession Number
ADA003559

Entities

People

  • Julian Keilson

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Malleability
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Mechanical Properties
  • Motion
  • Physical Properties

Fields of Study

  • Mathematics

Readers

  • Aviation Safety Risk Assessment.
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design