关于马尔可夫链的覆盖时间

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Stochastic Models Pub Date : 2024-03-12 DOI:10.1080/15326349.2024.2319201

Bruno Sericola

引用次数: 0

摘要

我们考虑离散时间同源马尔可夫链的覆盖时间，即马尔可夫链访问其所有状态所需的时间。我们分析了覆盖时间的分布和矩值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On cover times of Markov chains

We consider the cover time of a discrete-time homogenous Markov chain, which is the time needed by the Markov chain to visit all its states. We analyze both the distribution and the moments of the ...

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来源期刊

Stochastic Models 数学-统计学与概率论

CiteScore

1.30

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.