Imprecise Markov chains with absorption

DOI10.1016/j.ijar.2010.08.008zbMath1211.60029OpenAlexW2010231692MaRDI QIDQ622268

Richard J. Crossman, Damjan Škulj

Publication date: 31 January 2011

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2010.08.008

zbMATH Keywords

Markov chainsquasi-stationary distributionsinterval probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items

Verified stochastic methods, Coefficients of ergodicity for Markov chains with uncertain parameters, Efficient computation of the bounds of continuous time imprecise Markov chains, A classification of invariant distributions and convergence of imprecise Markov chains, Robust classification of multivariate time series by imprecise hidden Markov models

Uses Software

• MCQueue

Cites Work

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• Probability, Statistics, and Stochastic Processes