A stability problem on Markov Chains
Date Issued
2015
Date
2015
Author(s)
Su, Wei-Hung
Abstract
In Chow and Wu [1], they used V ar(T)/(E(T))2 to measure the stability of an absorbing Markov Chain where T is the absorbing time. Without any restriction, they proved that the most stable absorbing Markov Chain is the one way chains. Furthermore, they add some restriction on the Markov chain and discuss the problem on symmetric Markov chains. In this thesis, the conjecture for n 3 is verified where n is the number of state space when the initial state is determined.
Subjects
Markov chains
Type
thesis
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ntu-104-R02246005-1.pdf
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