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Control of asymptotic variability in non-homogeneous Markov systems

Published online by Cambridge University Press:  14 July 2016

P.-C. G. Vassiliou ,
A. C. Georgiou  and
N. Tsantas
P.-C. G. Vassiliou
Affiliation:
University of Thessaloniki
A. C. Georgiou
Affiliation:
University of Thessaloniki
N. Tsantas*
Affiliation:
University of Thessaloniki
*
∗ Postal address for all authors: Statistics and Operations Research Section, Mathematics Department, University of Thessaloniki, Thessaloniki, Greece.
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Abstract

In this paper we provide two basic results. First, we find the set of all the limiting vectors of expectations, variances and covariances in an NHMS which are possible provided that we control the limit vector of the sequence of vectors of input probabilities. Secondly, under certain conditions easily met in practice we find the distribution of the limiting vector of expectations, variances and covariances to be multinomial with probabilities the corresponding limiting expected populations in the various states of the NHMS.

Keywords

MANPOWER MODELSCONTROL BY RECRUITMENT
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 4 , December 1990 , pp. 756 - 766
Copyright
Copyright © Applied Probability Trust 1990 

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