We consider a periodic absorbing Markov chain for which each time absorption occurs there is a resetting of the chain according to some initial (replacement) distribution. The resulting process is a Markov replacement chain and conditions are provided on the initial distribution and the probabilities of absorption for this to be periodic. It is shown among others that control on the entire chain is exercised only through the first cyclic subclass of the state space, both for stationary and time-dependent versions of the chain. The periodicity results revealing a real-time property of the physical system, are applied to topics and processes of related interest such as the fundamental matrix, recurrent processes and distributions of phase-typ...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simp...
AbstractWe consider a periodic absorbing Markov chain for which each time absorption occurs there is...
Markov chains with periodic graphs arise frequently in a wide range of modelling experiments. Applic...
AbstractMaier, R.S., Phase-type distributions and the structure of finite Markov chains, Journal of ...
The following modification of a general state space discrete-time Markov chain is considered: certai...
AbstractWe consider stochastic processes Z = (Zt)[0,∞), on a general state space, having a certain p...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
Nonlinear Markov chains are probabilistic models commonly used in physics, biology, and the social s...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
A Markov chain (with a discrete state space and a continuous parameter) is perturbed by forcing a ch...
AbstractA Markov chain (with a discrete state space and a continuous parameter) is perturbed by forc...
AbstractA fluctuation theory for Markov chains on an ordered countable state space is developed, usi...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simp...
AbstractWe consider a periodic absorbing Markov chain for which each time absorption occurs there is...
Markov chains with periodic graphs arise frequently in a wide range of modelling experiments. Applic...
AbstractMaier, R.S., Phase-type distributions and the structure of finite Markov chains, Journal of ...
The following modification of a general state space discrete-time Markov chain is considered: certai...
AbstractWe consider stochastic processes Z = (Zt)[0,∞), on a general state space, having a certain p...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
Nonlinear Markov chains are probabilistic models commonly used in physics, biology, and the social s...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
A Markov chain (with a discrete state space and a continuous parameter) is perturbed by forcing a ch...
AbstractA Markov chain (with a discrete state space and a continuous parameter) is perturbed by forc...
AbstractA fluctuation theory for Markov chains on an ordered countable state space is developed, usi...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
Time reversibility plays an important role in the analysis of continuous and discrete time Markov ch...
In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simp...