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Issue RAIRO Oper. Res.
Volume 37, Number 2, April-June 2003
Page(s) 85 - 97
DOI 10.1051/ro:2003015

RAIRO Oper. Res. 37 (2003) 85-97
DOI: 10.1051/ro:2003015

Transforming stochastic matrices for stochastic comparison with the st-order

Tugrul Dayar1, Jean-Michel Fourneau2 and Nihal Pekergin2

1  Department of Computer Engineering, Bilkent University, 06533 Bilkent, Ankara, Turkey.
2  PR iSM, Université de Versailles-St.Quentin, 45 avenue des États-Unis, 78035 France; jmf@prism.uvsq.fr.

(Received July, 2001.)

Abstract
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.


Key words: Markov processes, probability distributions, stochastic ordering, st-order.


© EDP Sciences 2003


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