Self-adjusting stochastic processes

Emilio Gagliardo and Clifford Kottman

Stochastic Processes and their Applications, 1981, vol. 11, issue 2, 193-199

Abstract: Let At(i, j) be the transition matrix at time t of a process with n states. Such a process may be called self-adjusting if the occurrence of the transition from state h to state k at time t results in a change in the hth row such that At+1(h, k) [greater-or-equal, slanted] At(h, k). If the self-adjustment (due to transition h --> kx) is At + 1(h, j) = [lambda]At(h, j) + (1 - [lambda])[delta]jk (0

Keywords: Adaptive; process; transition; matrix (search for similar items in EconPapers)
Date: 1981
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