Approximations for interactive Markov chains in discrete and continuous time

DOI10.1080/0022250X.1980.9989904zbMath0475.60049MaRDI QIDQ3930405

John P. Lehoczky

Publication date: 1980

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processinteractive Markov chainsstatistical inference for Markov chainssociological models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (7)

Asymptotic behavior of some interactive population flow models ⋮ Stability and monotonicity for interactive Markov chains ⋮ Recent developments in nonlinear stochastic modelling of social processes ⋮ A discrete time model of interactive diffusion ⋮ Individual decision‐making in dynamic collective systems ⋮ Dynamics of imitation ⋮ On interactive chains with finite populations

Cites Work

• Unnamed Item
• Stochastic processes. A survey of the mathematical theory
• A stochastic model allowing interaction among individuals and its behavior for large populations
• Interactive markov chains
• Maintaining a grade or age structure in a stochastic environment
• A stability theorem for an interactive Markov chain
• The control of a grade structure in a stochastic environment using promotion control
• Markov population processes
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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