Convergencia de las cadenas de markov


Authors

  • Juan Carlos Bedoya
  • Mauricio Barrera

Abstract

Este documento contiene la teoría para demostrar la convergencia de las Cadenas de Markov, basado en conceptos básicos y especializados del Álgebra Lineal. También se introduce el concepto de la transformación Z como herramienta para resolver las ecuaciones de Chapman-Kolmogorov, y finalmente se muestra una pequeña aplicación de esta teoría. Dado que gran parte de la literatura sólo se enfoca en las aplicaciones de esta teoría, este artículo se hace importante pues permite inferir cuando estos procesos estocásticos alcanzan o no convergencia la cual no es fácilmente entendible con las técnicas suaves usadas en la mayoría de la literatura.

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Published

2006-01-12

How to Cite

Bedoya, J. C., & Barrera, M. (2006). Convergencia de las cadenas de markov. Scientia Et Technica, 3(32). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/6195

Issue

Vol. 3 No. 32 (2006)

Section

Eléctrica

License

Copyright (c) 2017 Scientia et technica

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