scholarly journals Case for First Courses on Finite Markov Chain Modeling to Include Sojourn Time Cycle Chart

SIAM Review ◽  
2019 ◽  
Vol 61 (2) ◽  
pp. 347-360
Author(s):  
Samuel Awoniyi ◽  
Ira Wheaton
Keyword(s):  
Markov Chain ◽  
Sojourn Time ◽  
Finite Markov Chain ◽  
Time Cycle ◽  
Markov Chain Modeling

STATE ESTIMATION OF A DISCRETE INHOMOGENEOUS MARKOV CHAIN

2021 ◽  
Author(s):  
E. A. Perepelkin ◽  
Keyword(s):  
Markov Chain ◽  
State Estimation ◽  
Finite Markov Chain ◽  
Luenberger Observer ◽  
Inhomogeneous Markov Chain

The problem of constructing a state estimation of inhomogeneous finite Markov chain based on a Luenberger observer is solved. The conditions of existence of the observer are defined. An algorithm for synthesizing the observer is described.

Perturbation bounds for the stationary probabilities of a finite Markov chain

1984 ◽  
Vol 16 (04) ◽  
pp. 804-818 ◽  
Author(s):  
Moshe Haviv ◽  
Ludo Van Der Heyden
Keyword(s):  
Markov Chain ◽  
Stationary Distribution ◽  
Finite Markov Chain ◽  
Perturbation Bounds ◽  
Aggregation Technique ◽  
Stationary Probabilities

This paper discusses perturbation bounds for the stationary distribution of a finite indecomposable Markov chain. Existing bounds are reviewed. New bounds are presented which more completely exploit the stochastic features of the perturbation and which also are easily computable. Examples illustrate the tightness of the bounds and their application to bounding the error in the Simon–Ando aggregation technique for approximating the stationary distribution of a nearly completely decomposable Markov chain.

Markov chain modeling of policyholder behavior in life insurance and pension

2014 ◽  
Vol 4 (1) ◽  
pp. 1-29 ◽  
Author(s):  
Lars Frederik Brandt Henriksen ◽  
Jeppe Woetmann Nielsen ◽  
Mogens Steffensen ◽  
Christian Svensson
Keyword(s):  
Markov Chain ◽  
Life Insurance ◽  
Markov Chain Modeling
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