Markov Set-Chains

Darald J. Hartfiel (auth.)3540647759, 9783540647751

In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

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Table of contents :
Introduction….Pages 1-2
Stochastic matrices and their variants….Pages 3-25
Introduction to Markov set-chains….Pages 27-57
Convergence of Markov set-chains….Pages 59-89
Behavior in Markov set-chains….Pages 91-113