Algebraic characterization of infinite Markov chains where movement to the right is limited to one step

1977 ◽  
Vol 14 (4) ◽  
pp. 740-747 ◽  
Author(s):  
Ester Samuel-Cahn ◽  
Shmuel Zamir
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Necessary Conditions ◽  
Sufficient Conditions ◽  
Algebraic Characterization ◽  
Transient States ◽  
One Step ◽  
The Right

We consider an infinite Markov chain with states E0, E1, …, such that E1, E2, … is not closed, and for i ≧ 1 movement to the right is limited by one step. Simple algebraic characterizations are given for persistency of all states, and, if E0 is absorbing, simple expressions are given for the probabilities of staying forever among the transient states. Examples are furnished, and simple necessary conditions and sufficient conditions for the above characterizations are given.

Algebraic characterization of infinite Markov chains where movement to the right is limited to one step

1977 ◽  
Vol 14 (04) ◽  
pp. 740-747 ◽  
Author(s):  
Ester Samuel-Cahn ◽  
Shmuel Zamir
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Necessary Conditions ◽  
Sufficient Conditions ◽  
Algebraic Characterization ◽  
Transient States ◽  
One Step ◽  
The Right

We consider an infinite Markov chain with states E 0, E 1, …, such that E 1, E 2, … is not closed, and for i ≧ 1 movement to the right is limited by one step. Simple algebraic characterizations are given for persistency of all states, and, if E 0 is absorbing, simple expressions are given for the probabilities of staying forever among the transient states. Examples are furnished, and simple necessary conditions and sufficient conditions for the above characterizations are given.

Single-shelf library-type Markov chains with infinitely many books

1977 ◽  
Vol 14 (02) ◽  
pp. 298-308 ◽  
Author(s):  
Peter R. Nelson
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Transition Probabilities ◽  
Natural Order ◽  
Order Book ◽  
Exit Boundary ◽  
One Step ◽  
Step Transition ◽  
The Right ◽  
Positive Recurrent

In a single-shelf library having infinitely many books B 1 , B 2 , …, the probability of selecting each book is assumed known. Books are removed one at a time and replaced in position k prior to the next removal. Books are moved either to the right or the left as is necessary to vacate position k. Those arrangements of books where after some finite position all the books are in natural order (book i occupies position i) are considered as states in an infinite Markov chain. When k > 1, we show that the chain can never be positive recurrent. When k = 1, we find the limits of ratios of one-step transition probabilities; and when k = 1 and the chain is transient, we find the Martin exit boundary.

Limiting second moments for transient states of Markov chains

1973 ◽  
Vol 10 (04) ◽  
pp. 891-894
Author(s):  
H. P. Wynn
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Covariance Matrix ◽  
Discrete Time ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Time Points ◽  
Transient States ◽  
Second Moments ◽  
Necessary And Sufficient

The set of transient states of a Markov chain is considered as a system. If numbers of arrivals to the system at discrete time points have constant mean and covariance matrix then there is a limiting distribution of numbers in the states. Necessary and sufficient conditions are given for this distribution to yield zero correlations between states.

Single-shelf library-type Markov chains with infinitely many books

1977 ◽  
Vol 14 (2) ◽  
pp. 298-308 ◽  
Author(s):  
Peter R. Nelson
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Transition Probabilities ◽  
Natural Order ◽  
Order Book ◽  
Exit Boundary ◽  
One Step ◽  
Step Transition ◽  
The Right ◽  
Positive Recurrent

In a single-shelf library having infinitely many books B1, B2, …, the probability of selecting each book is assumed known. Books are removed one at a time and replaced in position k prior to the next removal. Books are moved either to the right or the left as is necessary to vacate position k. Those arrangements of books where after some finite position all the books are in natural order (book i occupies position i) are considered as states in an infinite Markov chain. When k > 1, we show that the chain can never be positive recurrent. When k = 1, we find the limits of ratios of one-step transition probabilities; and when k = 1 and the chain is transient, we find the Martin exit boundary.

Characterization and sufficient conditions for normed ergodicity of Markov chains

2004 ◽  
Vol 36 (01) ◽  
pp. 227-242 ◽  
Author(s):  
A. A. Borovkov ◽  
A. Hordijk
Keyword(s):  
Markov Chain ◽  
Lyapunov Function ◽  
Markov Chains ◽  
Sufficient Conditions ◽  
Operator Norm ◽  
Sufficient Condition ◽  
Uniform Integrability ◽  
Exponential Ergodicity ◽  
Step Transition

Normed ergodicity is a type of strong ergodicity for which convergence of thenth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.

Limiting second moments for transient states of Markov chains

1973 ◽  
Vol 10 (4) ◽  
pp. 891-894 ◽  
Author(s):  
H. P. Wynn
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Covariance Matrix ◽  
Discrete Time ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Time Points ◽  
Transient States ◽  
Second Moments ◽  
Necessary And Sufficient

The set of transient states of a Markov chain is considered as a system. If numbers of arrivals to the system at discrete time points have constant mean and covariance matrix then there is a limiting distribution of numbers in the states. Necessary and sufficient conditions are given for this distribution to yield zero correlations between states.

Characterization and sufficient conditions for normed ergodicity of Markov chains

2004 ◽  
Vol 36 (1) ◽  
pp. 227-242 ◽  
Author(s):  
A. A. Borovkov ◽  
A. Hordijk
Keyword(s):  
Markov Chain ◽  
Lyapunov Function ◽  
Markov Chains ◽  
Sufficient Conditions ◽  
Operator Norm ◽  
Sufficient Condition ◽  
Uniform Integrability ◽  
Exponential Ergodicity ◽  
Step Transition

Normed ergodicity is a type of strong ergodicity for which convergence of the nth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.

Strong ergodicity for continuous-time, non-homogeneous Markov chains

1982 ◽  
Vol 19 (3) ◽  
pp. 692-694 ◽  
Author(s):  
Mark Scott ◽  
Barry C. Arnold ◽  
Dean L. Isaacson
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Continuous Time ◽  
Homogeneous Markov Chain ◽  
Strong Ergodicity

Characterizations of strong ergodicity for Markov chains using mean visit times have been found by several authors (Huang and Isaacson (1977), Isaacson and Arnold (1978)). In this paper a characterization of uniform strong ergodicity for a continuous-time non-homogeneous Markov chain is given. This extends the characterization, using mean visit times, that was given by Isaacson and Arnold.

scholarly journals New Results on Degree Sequences of Uniform Hypergraphs

10.37236/3414 ◽  
2013 ◽  
Vol 20 (4) ◽  
Author(s):  
Sarah Behrens ◽  
Catherine Erbes ◽  
Michael Ferrara ◽  
Stephen G. Hartke ◽  
Benjamin Reiniger ◽  
...  
Keyword(s):  
Efficient Algorithm ◽  
Necessary Conditions ◽  
Degree Sequence ◽  
Sufficient Conditions ◽  
Degree Sequences ◽  
Uniform Hypergraph ◽  
Graphic Sequence ◽  
Uniform Hypergraphs ◽  
Open Question

A sequence of nonnegative integers is $k$-graphic if it is the degree sequence of a $k$-uniform hypergraph. The only known characterization of $k$-graphic sequences is due to Dewdney in 1975. As this characterization does not yield an efficient algorithm, it is a fundamental open question to determine a more practical characterization. While several necessary conditions appear in the literature, there are few conditions that imply a sequence is $k$-graphic. In light of this, we present sharp sufficient conditions for $k$-graphicality based on a sequence's length and degree sum.Kocay and Li gave a family of edge exchanges (an extension of 2-switches) that could be used to transform one realization of a 3-graphic sequence into any other realization. We extend their result to $k$-graphic sequences for all $k \geq 3$. Finally we give several applications of edge exchanges in hypergraphs, including generalizing a result of Busch et al. on packing graphic sequences.

Some sufficient conditions for non-ergodicity of markov chains

1985 ◽  
Vol 22 (01) ◽  
pp. 138-147 ◽  
Author(s):  
Wojciech Szpankowski
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
State Space ◽  
Lyapunov Functions ◽  
Sufficient Conditions

Some sufficient conditions for non-ergodicity are given for a Markov chain with denumerable state space. These conditions generalize Foster's results, in that unbounded Lyapunov functions are considered. Our criteria directly extend the conditions obtained in Kaplan (1979), in the sense that a class of Lyapunov functions is studied. Applications are presented through some examples; in particular, sufficient conditions for non-ergodicity of a multidimensional Markov chain are given.

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