\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\boldsymbol{\mathcal{G}-}$\end{document}Inhomogeneous Markov Systems of High Order

被引:0
作者
P.-C. G. Vassiliou
T. P. Moysiadis
机构
[1] University College London,Department of Statistical Sciences
[2] Aristotle University of Thessaloniki,Department of Mathematics
[3] Aristotle University of Thessaloniki,Department of Mathematics, Statistics and Operation Research section
关键词
Non homogeneous Markov chains; Markov population systems; Asymptotic behaviour; Mixture transition distribution models; 60J10;
D O I
10.1007/s11009-009-9143-5
中图分类号
学科分类号
摘要
In the present, we introduce and study the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{G-}$\end{document}inhomogeneous Markov system of high order, which is a more general in many respects stochastic process than the known inhomogeneous Markov system. We define the inhomogeneous superficial razor cut mixture transition distribution model extending for the homogeneous case the idea of the mixture transition model. With the introduction of the appropriate vector stochastic process and the establishment of relationships among them, we study the asymptotic behaviour of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{G-}$\end{document}inhomogeneous Markov system of high order. In the form of two theorems, the asymptotic behaviour of the inherent \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{G-}$\end{document}inhomogeneous Markov chain and the expected and relative expected population structure of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{G-}$\end{document}inhomogeneous Markov system of high order, are provided under assumptions easily met in practice. Finally, we provide an illustration of the present results in a manpower system.
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页码:271 / 292
页数:21
相关论文
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