Computing lower and upper expected first-passage and return times in imprecise birth-death chains

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• 作者：Stavros Lopatatzidis ; ^{stavros.lopatatzidis@UGent.be} ; Jasper De Bock ^{jasper.debock@UGent.be} ; Gert de Cooman ^{gert.decooman@UGent.be}
• 关键词：Birth&ndash ; death chain ; First-passage time ; Return time ; Imprecise probability ; Lower expectation ; Submartingale
• 刊名：International Journal of Approximate Reasoning
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：80
• 期：Complete
• 页码：137-173
• 全文大小：858 K
• 卷排序：80

文摘

We define imprecise birth–death chains in discrete time. We develop global models for them using sub- and supermartingales. We present simple methods for computing bounds on expected first passage times. We investigate the special case where the local models are linear-vacuous. We illustrate our methods with numerical examples.