Consequences of Monotonicity for Markov Transition Functions

Abstract

For an ergodic Markov chain we examine conditions for, and consequences of, monotonicity in time of a certain equation. The work has application to the study of asymptotic exponentiality of first passage time distributions, as well as the computation of separation distance. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Feb 28, 1990
Accession Number
ADA222852

Entities

People

  • Mark O. Brown

Organizations

  • City College of New York

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computations
  • Differential Equations
  • Eigenvalues
  • Equations
  • Information Science
  • Markov Chains
  • Mathematics
  • New York
  • Operations Research
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Relaxation Time
  • Statistics
  • Steady State

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.