Authors: Alexandru Lazari
Keywords: zero-order Markov process, final sequence of states,
evolution time, homogeneous linear recurrence, generating
function
Abstract
A zero-order Markov process with multiple final
sequences of states represents a stochastic system with
independent transitions that stops its evolution as soon as one of
the given final sequences of states is reached. The transition
time of the system is unitary and the transition probability
depends only on the destination state. It is proved that the
distribution of the evolution time is a homogeneous linear
recurrent sequence and a polynomial algorithm to determine the
initial state and the generating vector of this recurrence is
developed. Using the generating function, the main probabilistic
characteristics are determined.
Institute of Mathematics and Computer Science,
Moldova State University,
5 Academiei str., Chisinau, MD-2028, Moldova.
E-mail:
DOI
https://doi.org/10.56415/basm.y2023.i2.p110
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