The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains

Guglielmo D'Amico (), Jacques Janssen () and Raimondo Manca ()
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Guglielmo D'Amico: Dipartimento di Scienze del Farmaco Università “G.D'Annunzio”
Jacques Janssen: Jacan EURIA & Université de Bretagne Occidentale
Raimondo Manca: Finanziarie ed Assicurative Università di Roma “La Sapienza”

A chapter in Networks, Topology and Dynamics, 2009, pp 195-211 from Springer

Abstract: Abstract In this paper single-unireducible Markov and semi-Markov chains are defined and their dynamic behaviour is analysed. The main results concern the asymptotic study of these processes. In fact it is proved that the topological structure of single-unireducibility represents a sufficient condition that guarantees the absorption after a sufficiently long period in the absorbing class for both Markov and semi-Markov chains. The probabilistic results are based on graph theory using relations between the graphs and transition matrices.

Keywords: Markov Chain; Transition Matrice; Circular Permutation; Reachability Matrix; Homogeneous Markov Chain (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-68409-1_10

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DOI: 10.1007/978-3-540-68409-1_10

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