THE STATIONARY PROBABILITY DENSITY OF A CLASS OF BOUNDED MARKOV PROCESSES

被引：6
|
作者：
Ramli, Muhamad Azfar [1 ]
Leng, Gerard [1 ]
机构：
[1] Natl Univ Singapore, Dept Mech Engn, Cooperat Syst Lab E1 03 06, Singapore 117576, Singapore
来源：
ADVANCES IN APPLIED PROBABILITY | 2010年 / 42卷 / 04期
关键词：
Bounded Markov process; general state space; stationary density; Markov operator;
D O I：
10.1239/aap/1293113147
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we generalize a bounded Markov process, described by Stoyanov and Pacheco-Gonzalez for a class of transition probability functions. A recursive integral equation for the probability density of these bounded Markov processes is derived and the stationary probability density is obtained by solving an equivalent differential equation. Examples of stationary densities for different transition probability functions are given and an application for designing a robotic coverage algorithm with specific emphasis on particular regions is discussed.
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页码：986 / 993
页数：8
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