 Periodic Markovian replacement chainsIoannis I. Gerontidis Stochastic Processes and their Applications, 1994, vol. 51, issue 2, 307-328 Abstract: 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-type and population processes with Markovian replacements. Keywords: Compensation; Control; of; Markov; chains; Quasi-period; chain; Phase-type; recurrent; process; Population; replacement; chains (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:51:y:1994:i:2:p:307-328 Ordering information: This journal article can be ordered from Access Statistics for this article Stochastic Processes and their Applications is currently edited by T. Mikosch More articles in Stochastic Processes and their Applications from Elsevier |
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