Authors: Alexandru Lazari
Keywords: stochastic system, final sequence of states, evolution
time, homogeneous linear recurrence, generating function
Abstract
A stochastic system with multiple final sequences of
states represents a stochastic system 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 on source and destination states. We prove
that the distribution of the evolution time is a homogeneous
linear recurrent sequence and, based on this, a polynomial algorithm for determining
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.y2024.i3.p54
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