bibtype |
J -
Journal Article
|
ARLID |
0410465 |
utime |
20240103182215.9 |
mtime |
20060210235959.9 |
title
(primary) (eng) |
A note on uniformization for dynamic non-negative systems |
specification |
|
serial |
ARLID |
cav_un_epca*0256875 |
ISSN |
0021-9002 |
title
|
Journal of Applied Probability |
volume_id |
37 |
volume |
2 (2000) |
page_num |
329-341 |
publisher |
name |
Cambridge University Press |
|
|
author
(primary) |
ARLID |
cav_un_auth*0212066 |
name1 |
van Dijk |
name2 |
N. M. |
country |
NL |
|
author
|
ARLID |
cav_un_auth*0101196 |
name1 |
Sladký |
name2 |
Karel |
institution |
UTIA-B |
full_dept |
Department of Econometrics |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
COSATI |
12B |
cas_special |
project |
project_id |
GA402/96/0420 |
agency |
GA ČR |
ARLID |
cav_un_auth*0009114 |
|
research |
AV0Z1075907 |
abstract
(eng) |
The classical technique of uniformization (or randomization) for bounded continuous-time Markov chains and Markov reward structures is extended to dynamic systems generated by arbitrary non-negative generators. Most notably, these include so called input-output models in economic analysis. The results are of practical interest for both computational and theoretical purposes. Two numerical examples are included to illustrate the conditions and the results. |
RIV |
BB |
department |
E |
permalink |
http://hdl.handle.net/11104/0130554 |
ID_orig |
UTIA-B 20000181 |
arlyear |
2000 |
mrcbU63 |
cav_un_epca*0256875 Journal of Applied Probability 0021-9002 1475-6072 Roč. 37 č. 2 2000 329 341 Cambridge University Press |
|