This is a preview. Log in through your library . Abstract We have two aims in this paper. First, we generalize the well-known theory of matrix-geometric methods of Neuts to more complicated Markov ...
Abstract Let πœ‰ = {πœ‰π‘›}𝑛β‰₯β‚€ be a Markov chain defined on a probability space (Ξ©, β„±, β„™) valued in a discrete topological space 𝑆 that consists of a finite number of real 𝑑 × π‘‘ matrices. As usual, ...
A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X tβˆ’1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X tβˆ’1 ...
Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant. In today’s column, I closely examine an innovative way of ...