Imprecise Markov chains with absorption

DOI10.1016/j.ijar.2010.08.008zbMath1211.60029MaRDI 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 chains; quasi-stationary distributions; interval probabilities

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

37A50: Dynamical systems and their relations with probability theory and stochastic processes

Related Items

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

Uses Software

• MCQueue

Cites Work

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• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• Cyclic markov set-chains
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• Probability, Statistics, and Stochastic Processes