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Self-adjusting stochastic processes

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  • Gagliardo, Emilio
  • Kottman, Clifford

Abstract

Let At(i, j) be the transition matrix at time t of a process with n states. Such a process may be called self-adjusting if the occurrence of the transition from state h to state k at time t results in a change in the hth row such that At+1(h, k) [greater-or-equal, slanted] At(h, k). If the self-adjustment (due to transition h --> kx) is At + 1(h, j) = [lambda]At(h, j) + (1 - [lambda])[delta]jk (0

Suggested Citation

  • Gagliardo, Emilio & Kottman, Clifford, 1981. "Self-adjusting stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 11(2), pages 193-199, May.
    • Handle: RePEc:eee:spapps:v:11:y:1981:i:2:p:193-199
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    Keywords

    Adaptive process transition matrix;

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