In this paper, we consider the asymptotic behavior of stationary probability vectors of Markov chains of GI/G/1 type. The generating function of the stationary probability vector is explicitly ...
A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X t−1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X t−1 ...
High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...
For uniformly ergodic Markov chains, we obtain new perturbation bounds which relate the sensitivity of the chain under perturbation to its rate of convergence to stationarity. In particular, we derive ...
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