Stationary probability distributions for multiresponse linear learning models

H. Pruscha and R. Theodorescu

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 109-117

Abstract: A necessary and sufficient condition is given for the existence of stationary probability distributions of a non-Markovian model with linear transition rule. Similar to the Markovian case, stationary probability distributions are characterized as eigenvectors of nonnegative matrices. The model studied includes as special cases the Markovian model as well as the linear learning model and has applications in psychological and biological research, in control theory, and in adaption theory.

Keywords: Discrete; parameter; stochastic; processes; stationary; probability; distributions; random; systems; with; complete; connections; OM-chains; stochastic; models; for; learning; linear; learning; models (search for similar items in EconPapers)
Date: 1983
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