i need an example of mapping a continuous function to a markov process

sa64ra · Mar 9, 2016

i want to map below function to a markov chain, then i prove that this chain is converged to a special point
x(t+1)=ax(t)+b
a~U[a1,a2]
b~U{b1,b2]

Deleted member 4993 · Mar 9, 2016

sa64ra said:
i want to map below function to a markov chain, then i prove that this chain is converged to a special point
x(t+1)=ax(t)+b
a~U[a1,a2]
b~U{b1,b2]

What are your thoughts?

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Ishuda · Mar 9, 2016

sa64ra said:
i want to map below function to a markov chain, then i prove that this chain is converged to a special point
x(t+1)=ax(t)+b
a~U[a1,a2]
b~U{b1,b2]

You might look at https://en.wikipedia.org/wiki/Continuous-time_Markov_chain

i need an example of mapping a continuous function to a markov process

sa64ra

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Deleted member 4993

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Ishuda

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