Mononicity and comparison results for nonnegative dynamic systems. Part I.. Discrete-time case

Title:

Mononicity and comparison results for nonnegative dynamic systems. Part I.. Discrete-time case

Creator:

van Dijk, Nico M. and Sladký, Karel

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:8b9d5ae2-7e25-459b-a53b-b5b5986bd82d
uuid:8b9d5ae2-7e25-459b-a53b-b5b5986bd82d

Subject:

Markov chains, monotonicity, and nonnegative matrices

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In two subsequent parts, Part I and II, monotonicity and comparison results will be studied, as generalization of the pure stochastic case, for arbitrary dynamic systems governed by nonnegative matrices. Part I covers the discrete-time and Part II the continuous-time case. The research has initially been motivated by a reliability application contained in Part II. In the present Part I it is shown that monotonicity and comparison results, as known for Markov chains, do carry over rather smoothly to the general nonnegative case for marginal, total and average reward structures. These results, though straightforward, are not only of theoretical interest by themselves, but also essential for the more practical continuous-time case in Part II (see \cite{DijkSl2}). An instructive discrete-time random walk example is included.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[37]-56

Source:

Kybernetika | 2006 Volume:42 | Number:1

Harvested from:

CDK

Metadata only:

false