Title of article
On the evolution of stock vectors in a deterministic integer-valued Markov system Original Research Article
Author/Authors
Marie-Anne Guerry، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
10
From page
1944
To page
1953
Abstract
For multistate systems, studies on the evolution of the stock vector have already been done under various hypothesis on the model. For example for a regular Markov chain it is known that the system evolves towards a unique limiting vector, that is a fixed point of the transition matrix and that is independent on the initial stock vector. In this paper, there are examined, under deterministic assumptions, constant size systems in which the integer-valued stock vectors are generated by a regular Markov chain. For these models, properties of the evolution of the integer-valued state sizes are proved and the limiting stock vector is examined. Sufficient conditions on the transition matrix are formulated to have, for two initial integer-valued stock vectors with lp-distance equal to 1, at each step of the trajectory of evolution integer-valued vectors of which the corresponding coordinates differ at most with one.
Keywords
Regular Markov chain , Integer-valued model , limit theorems , Fixed points
Journal title
Linear Algebra and its Applications
Serial Year
2008
Journal title
Linear Algebra and its Applications
Record number
826118
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