首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Self-adjusting stochastic processes
Authors:Emilio Gagliardo  Clifford Kottman
Institution:Istituto Matematico, Università, Pavia 27100, Italia;Defense Mapping Agency, Washington, DC 20315, U.S.A.
Abstract:Let At(i, j) be the transition matrix at time t of a process with n states. Such a process may be called self-adjusting if the occurrence of the transition from state h to state k at time t results in a change in the hth row such that At+1(h, k) ? At(h, k). If the self-adjustment (due to transition hkx) is At + 1(h, j) = λAt(h, j) + (1 ? λ)δjk (0 < λ < 1), then with probability 1 the process is eventually periodic. If A0(i, j) < 1 for all i, j and if the self-adjustment satisfies At + 1(h, k) = ?(At(h, k)) with ?(x) twice differentiable and increasing, x < ?(x) < 1 for 0 ? x < 1,?(1) = ?′(1) = 1, then, with probability 1, lim At does not exist.
Keywords:Adaptive process  transition matrix
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号