Hostname: page-component-7479d7b7d-767nl Total loading time: 0 Render date: 2024-07-15T21:43:27.889Z Has data issue: false hasContentIssue false

On certain aspects of non-homogeneous Markov systems in continuous time

Published online by Cambridge University Press:  14 July 2016

Ioannis I. Gerontidis*
Affiliation:
University of Thessaloniki
*
Postal address: Mathematics Department, University of Thessaloniki, 54006 Thessaloniki, Greece.

Abstract

In the present paper we study three aspects in the theory of non-homogeneous Markov systems under the continuous-time formulation. Firstly, the relationship between stability and quasi-stationarity is investigated and conditions are provided for a quasi-stationary structure to be stable. Secondly, the concept of asymptotic attainability is studied and the possible regions of asymptotically attainable structures are determined. Finally, the cyclic case is considered, where it is shown that for a system in a periodic environment, the relative structure converges to a periodic vector, independently of the initial distribution. Two numerical examples illustrate the above theoretical results.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1990 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Bartholomew, D. J. (1982) Stochastic Models for Social Processes, 3rd edn. Wiley, New York.Google Scholar
Bartholomew, D. J. (1984) Recent developments in non-linear stochastic modelling of social processes. Canad. J. Statist. 12, 3952.CrossRefGoogle Scholar
Bartholomew, D. J. and Forbes, A. F. (1979) Statistical Techniques for Manpower Planning. Wiley, New York.Google Scholar
Conlisk, J. (1978) A stability theorem for an interactive Markov chain. J. Math. Sociol. 6, 163168.CrossRefGoogle Scholar
Cuthbert, J. R. (1972) On uniqueness of the logarithm of Markov semi-groups. J. London Math. Soc. 4, 623630.CrossRefGoogle Scholar
Feichtinger, G. (1976) On the generalization of stable age distributions to Gani-type person flow models. Adv. Appl. Prob. 8, 433445.CrossRefGoogle Scholar
Feichtinger, G. and Mehlmann, A. (1976) The recruitment trajectory corresponding to particular stock sequences in Markovian person-flow models, Math. Operat. Res. 1, 175184.CrossRefGoogle Scholar
Flett, T. M. (1966) Mathematical Analysis. McGraw Hill, London.Google Scholar
Forbes, A. F. (1971) Promotion and recruitment policies for control of quasi-stationary hierarchical systems. In Models for Manpower Systems, ed. Smith, A. R., English University Press, London, pp. 401414.Google Scholar
Gani, J. (1963) Formulae for projecting enrolments and degrees awarded in universities. J. R. Statist. Soc. A126, 400409.Google Scholar
Gantmacher, F. R. (1959) Applications of the Theory of Matrices. Interscience Publishers, New York.Google Scholar
Hassani, H. (1980) Semi-Markov models for manpower systems. Ph.D. Thesis, University of London.Google Scholar
Lindqvist, B. H. (1987) Monotone and associated Markov chains with applications in reliability theory. J. Appl. Prob. 24, 679695.CrossRefGoogle Scholar
Mcclean, S. I. (1976) A continuous time population model with Poisson recruitment. J. Appl. Prob. 13, 348354.CrossRefGoogle Scholar
Mcclean, S. I. (1978) Continuous time stochastic models of a multigrade population. J. Appl. Prob. 15, 2637.CrossRefGoogle Scholar
Mehlmann, A. (1977a) A note on the limiting behaviour of discrete time Markovian manpower models with inhomogeneous Poisson input. J. Appl. Prob. 14, 611613.CrossRefGoogle Scholar
Mehlmann, A. (1977b) Markovian manpower models in continuous time. J. Appl. Prob. 14, 249259.CrossRefGoogle Scholar
Miller, R. K. and Michel, A. N. (1982) Ordinary Differential Equations. Academic Press, London.Google Scholar
Seneta, E. (1981) Non-negative Matrices and Markov Chains, 2nd edn. Springer-Verlag, Berlin.CrossRefGoogle Scholar
Vajda, S. (1978) Mathematics of Manpower Planning. Wiley, New York.Google Scholar
Vassiliou, P.-C. G. (1980) A note on stability in Gani-type models in manpower systems. J. Opl. Res. Soc. 31, 953954.CrossRefGoogle Scholar
Vassiliou, P.-C. G. (1981) Stability in a non-homogeneous Markov chain model in manpower systems. J. Appl. Prob. 18, 924930.CrossRefGoogle Scholar
Vassiliou, P.-C. G. (1982) Asymptotic behaviour of Markov systems. J. Appl. Prob. 19, 851857.CrossRefGoogle Scholar
Vassiliou, P.-C. G. (1984) Cyclic behaviour and asymptotic stability of non-homogeneous Markov systems. J. Appl. Prob. 21, 315325.CrossRefGoogle Scholar
Vassiliou, P.-C. G. and Georgiou, A. (1987) Asymptotically attainable structures in non-homogeneous Markov systems. Presented at the Satellite Conference of the 17th E.M.S., Thessaloniki, Greece, August 1987.Google Scholar