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The size order of the state vector of discrete-time homogeneous Markov systems

Part of: Operations research and management science

Published online by Cambridge University Press:  14 July 2016

I. Kipouridis  and
G. Tsaklidis
I. Kipouridis*
Affiliation:
Aristotle University of Thessaloniki
G. Tsaklidis*
Affiliation:
Aristotle University of Thessaloniki
*
∗ Postal address: Department of Mathematics, Aristotle University of Thessaloniki, 54006 Thessaloniki, Greece.
∗ Postal address: Department of Mathematics, Aristotle University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

The size order problem of the probability state vector elements of a homogeneous Markov system is examined. The time t0 is evaluated, after which the order of the state vector probabilities remains unchanged, and a formula to quickly find a lower bound for t0 is given. A formula for approximating the mode of the state sizes ni(t) as a function of the means Eni(t), and a relation to evaluate P(ni(t) = x+1) by means of certain terms which constitute P(ni(t) = x) are derived.

Keywords

stochastic population systemshomogeneous Markov systemsdiscrete time

MSC classification

Primary: 90B70: Theory of organizations, manpower planning
Type
Research Papers
Information
Journal of Applied Probability , Volume 38 , Issue 2 , June 2001 , pp. 357 - 368
Copyright
Copyright © Applied Probability Trust 2001 

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