On the Kesten–Spitzer algorithm for minimal hitting time in controlled Markov chains

1980 ◽  
Vol 17 (3) ◽  
pp. 716-725
Author(s):  
Manish C. Bhattacharjee ◽  
Sujit K. Basu
Keyword(s):  
Markov Chain ◽  
Optimal Policy ◽  
Similar Condition ◽  
Control Policy ◽  
Hitting Time ◽  
Sufficient Condition ◽  
Expected Time ◽  
Fixed State ◽  
Necessary And Sufficient ◽  
Modified Algorithm

For a Markov chain with optional transitions, except for those to an arbitrary fixed state accessible from all others, Kesten and Spitzer proved the existence of a control policy which minimized the expected time to reach the fixed state and for constructing an optimal policy, proposed an algorithm which works in certain cases. For the algorithm to work they gave a sufficient condition which breaks down if there are countably many states and the minimal hitting time is bounded. We propose a modified algorithm which is shown to work under a weaker sufficient condition. In the bounded case with countably many states, the proposed sufficient condition is not necessary but a similar condition is. In the unbounded case as well as when the state space is finite, the proposed condition is shown to be both necessary and sufficient for the original Kesten–Spitzer algorithm to work. A new iterative algorithm which can be used in all cases is given.

On the Kesten–Spitzer algorithm for minimal hitting time in controlled Markov chains

1980 ◽  
Vol 17 (03) ◽  
pp. 716-725
Author(s):  
Manish C. Bhattacharjee ◽  
Sujit K. Basu
Keyword(s):  
Markov Chain ◽  
Optimal Policy ◽  
Similar Condition ◽  
Control Policy ◽  
Hitting Time ◽  
Sufficient Condition ◽  
Expected Time ◽  
Fixed State ◽  
Necessary And Sufficient ◽  
Modified Algorithm

For a Markov chain with optional transitions, except for those to an arbitrary fixed state accessible from all others, Kesten and Spitzer proved the existence of a control policy which minimized the expected time to reach the fixed state and for constructing an optimal policy, proposed an algorithm which works in certain cases. For the algorithm to work they gave a sufficient condition which breaks down if there are countably many states and the minimal hitting time is bounded. We propose a modified algorithm which is shown to work under a weaker sufficient condition. In the bounded case with countably many states, the proposed sufficient condition is not necessary but a similar condition is. In the unbounded case as well as when the state space is finite, the proposed condition is shown to be both necessary and sufficient for the original Kesten–Spitzer algorithm to work. A new iterative algorithm which can be used in all cases is given.

On representation of Poisson mixtures as Poisson sums and a characterization of the gamma distribution

1977 ◽  
Vol 82 (2) ◽  
pp. 297-300 ◽  
Author(s):  
A. V. Godambe
Keyword(s):  
Gamma Distribution ◽  
Exponential Type ◽  
Similar Condition ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Poisson Mixture ◽  
Mixing Distribution ◽  
Poisson Mixtures ◽  
Necessary And Sufficient

AbstractA necessary and sufficient condition for a Poisson mixture with an exponential type mixing distribution to be equivalently represented as a Poisson sum is obtained. The problem of deriving a similar condition under any mixing distribution on (0, ∞) is discussed. Finally, a characterization of the gamma distribution is obtained.

The Study on Convergence and Convergence Rate of Genetic Algorithm Based on an Absorbing Markov Chain

2012 ◽  
Vol 239-240 ◽  
pp. 1511-1515 ◽  
Author(s):  
Jing Jiang ◽  
Li Dong Meng ◽  
Xiu Mei Xu
Keyword(s):  
Genetic Algorithm ◽  
Markov Chain ◽  
Convergence Rate ◽  
Hitting Time ◽  
Sufficient Condition ◽  
First Hitting Time ◽  
Absorbing Markov Chain ◽  
Expected Hitting Time ◽  
Optimization Efficiency ◽  
Theoretical Issues

The study on convergence of GA is always one of the most important theoretical issues. This paper analyses the sufficient condition which guarantees the convergence of GA. Via analyzing the convergence rate of GA, the average computational complexity can be implied and the optimization efficiency of GA can be judged. This paper proposes the approach to calculating the first expected hitting time and analyzes the bounds of the first hitting time of concrete GA using the proposed approach.

On a Class of Generalized Baker's Transformations

1993 ◽  
Vol 45 (3) ◽  
pp. 638-649 ◽  
Author(s):  
M. Rahe
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Sufficient Conditions ◽  
Conditional Entropy ◽  
Sufficient Condition ◽  
Difference Sequence ◽  
Hölder Continuous ◽  
The Past ◽  
Summable Sequence ◽  
Necessary And Sufficient

AbstractLet f define a baker's transformation (Tf, Pf). We find necessary and sufficient conditions on f for (Tf, Pf) to be an N(ω)-step random Markov chain. Using this result, we give a simplified proof of Bose's results on Holder continuous baker's transformations where f is bounded away from zero and one. We extend Bose's results to show that, for the class of baker's transformations which are random Markov chains where TV has finite expectation, a sufficient condition for weak Bernoullicity is that the Lebesgue measure λ{x f(x) = 0 or f(x) = 1} = 0. We also examine random Markov chains satisfying a strictly weaker condition, those for which the differences between the entropy of the process and the conditional entropy given the past to time n form a summable sequence; and we show that a similar result holds. A condition is given on/ which is weaker than Holder continuity, but which implies that the entropy difference sequence is summable. Finally, a particular baker's transformation is exhibited as an easy example of a weakly Bernoulli transformation on which the supremum of the measure of atoms indexed by n-strings decays only as the reciprocal of n.

Sur la transience de certaines chaines de Markov sur les permutations

1982 ◽  
Vol 14 (3) ◽  
pp. 526-542 ◽  
Author(s):  
Jacques-Edouard Dies
Keyword(s):  
Markov Chain ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Left Hand ◽  
Necessary And Sufficient

Books being placed on a shelf, a book bi is selected with probability pi, it is removed and replaced at the left-hand end of the shelf prior to next removal. The different arrangements of books on the shelf are considered as states in a Markov chain, known as a Tsetlin library. In this paper, we establish the necessary and sufficient condition of transience for some extensions of this chain.

Sur la transience de certaines chaines de Markov sur les permutations

1982 ◽  
Vol 14 (03) ◽  
pp. 526-542
Author(s):  
Jacques-Edouard Dies
Keyword(s):  
Markov Chain ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Left Hand ◽  
Necessary And Sufficient

Books being placed on a shelf, a book bi is selected with probability pi , it is removed and replaced at the left-hand end of the shelf prior to next removal. The different arrangements of books on the shelf are considered as states in a Markov chain, known as a Tsetlin library. In this paper, we establish the necessary and sufficient condition of transience for some extensions of this chain.

A Proposed Framework Emphasizing Auditor Reliability over Auditor Independence

2003 ◽  
Vol 17 (3) ◽  
pp. 257-266 ◽  
Author(s):  
Mark H. Taylor ◽  
F. Todd DeZoort ◽  
Edward Munn ◽  
Martha Wetterhall Thomas
Keyword(s):  
Public Interest ◽  
Auditor Independence ◽  
Public Confidence ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Accounting Profession ◽  
The Public ◽  
Necessary And Sufficient

This paper introduces an auditor reliability framework that repositions the role of auditor independence in the accounting profession. The framework is motivated in part by widespread confusion about independence and the auditing profession's continuing problems with managing independence and inspiring public confidence. We use philosophical, theoretical, and professional arguments to argue that the public interest will be best served by reprioritizing professional and ethical objectives to establish reliability in fact and appearance as the cornerstone of the profession, rather than relationship-based independence in fact and appearance. This revised framework requires three foundation elements to control subjectivity in auditors' judgments and decisions: independence, integrity, and expertise. Each element is a necessary but not sufficient condition for maximizing objectivity. Objectivity, in turn, is a necessary and sufficient condition for achieving and maintaining reliability in fact and appearance.

The Power of Public Positions

2018 ◽  
Author(s):  
Thomas Sinclair
Keyword(s):  
Detailed Analysis ◽  
Political Authority ◽  
The State ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
State Institutions ◽  
State Of Nature ◽  
Necessary And Sufficient

The Kantian account of political authority holds that the state is a necessary and sufficient condition of our freedom. We cannot be free outside the state, Kantians argue, because any attempt to have the “acquired rights” necessary for our freedom implicates us in objectionable relations of dependence on private judgment. Only in the state can this problem be overcome. But it is not clear how mere institutions could make the necessary difference, and contemporary Kantians have not offered compelling explanations. A detailed analysis is presented of the problems Kantians identify with the state of nature and the objections they face in claiming that the state overcomes them. A response is sketched on behalf of Kantians. The key idea is that under state institutions, a person can make claims of acquired right without presupposing that she is by nature exceptional in her capacity to bind others.

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