beta-invariant measures for transition matrices of GI/M/1 type | |
Li, QL; Zhao, YQ | |
刊名 | STOCHASTIC MODELS
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2003 | |
卷号 | 19期号:2页码:201-233 |
关键词 | beta-invariant measures quasi-stationary distributions Markov chains of GI/M/1 type radius of convergence the RG-factorizations spectral analysis |
英文摘要 | In this paper, we study transition matrices of GI/M/1 type by using the approach proposed in Li and Zhao.([13]) We obtain conditions on the a-classification of states for the transition matrix of GI/M/1 type. Unlike for matrices of M/G/1 type where association of the matrix multiplication can be easily justified, for matrices of GI/M/ type, we first construct formal expressions for the beta-invariant measure based on a representation of factorization of the transition matrix, and then show that it is a beta-invariant measure directly. We also prove some spectral properties for the matrix of GI/M/1 type, which are not only used in constructing a formal expression for the beta-invariant measure, but also of their own interest. We point out that the spectral analysis required for studying matrices of GI/M/1 type is much more sophisticated than that for matrices of M/G/1 type. Finally, we discuss connections of expressions for the,B-invariant measure provided in this paper and in the literature. |
WOS标题词 | Science & Technology ; Physical Sciences |
类目[WOS] | Statistics & Probability |
研究领域[WOS] | Mathematics |
收录类别 | SCI |
语种 | 英语 |
WOS记录号 | WOS:000183261400002 |
公开日期 | 2015-12-24 |
内容类型 | 期刊论文 |
源URL | [http://ir.ia.ac.cn/handle/173211/9876] ![]() |
专题 | 自动化研究所_09年以前成果 |
作者单位 | 1.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada 2.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Li, QL,Zhao, YQ. beta-invariant measures for transition matrices of GI/M/1 type[J]. STOCHASTIC MODELS,2003,19(2):201-233. |
APA | Li, QL,&Zhao, YQ.(2003).beta-invariant measures for transition matrices of GI/M/1 type.STOCHASTIC MODELS,19(2),201-233. |
MLA | Li, QL,et al."beta-invariant measures for transition matrices of GI/M/1 type".STOCHASTIC MODELS 19.2(2003):201-233. |
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