• DocumentCode
    3526754
  • Title

    Coarse resistance tree methods for stochastic stability analysis

  • Author

    Borowski, Holly ; Marden, Jason R. ; Leslie, David S. ; Frew, Eric W.

  • Author_Institution
    Dept. of Aerosp. Eng., Univ. of Colorado, Boulder, CO, USA
  • fYear
    2013
  • fDate
    10-13 Dec. 2013
  • Firstpage
    1860
  • Lastpage
    1865
  • Abstract
    Emergent behavior in natural and manmade systems can often be characterized by the limiting distribution of a class of Markov processes termed regular perturbed processes. Resistance trees have gained popularity as a computationally efficient way to characterize the support of the limiting distribution; however, there are three main limitations of this approach. First, it requires finding a minimum weight spanning tree for each state in a potentially large state space. Second, perturbations to transition probabilities must decay at an exponentially smooth rate. Lastly, the approach is shown to hold purely in the context of finite Markov chains. In this paper we seek to address these limitations by developing new tools for characterizing the limiting distribution. First, we provide necessary conditions for stochastic stability via a coarse, and less computationally intensive, state space analysis. Next, we identify necessary conditions for stochastic stability when smooth convergence requirements are relaxed. Finally, we establish similar tools for stochastic stability analysis in Markov chains over a continuous state space.
  • Keywords
    Markov processes; convergence; stability; state-space methods; trees (mathematics); Markov chains; Markov processes; coarse resistance tree method; continuous state space; emergent behavior; limiting distribution; necessary conditions; regular perturbed processes; smooth convergence requirements; state space analysis; stochastic stability analysis; Computational modeling; Computers; Limiting; Markov processes; Resistance; Stability analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
  • Conference_Location
    Firenze
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-5714-2
  • Type

    conf

  • DOI
    10.1109/CDC.2013.6760153
  • Filename
    6760153